| Trading Metrics calculated at close of trading on 09-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2010 |
09-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1,178.50 |
1,183.50 |
5.00 |
0.4% |
1,178.75 |
| High |
1,185.00 |
1,193.00 |
8.00 |
0.7% |
1,193.00 |
| Low |
1,171.00 |
1,183.00 |
12.00 |
1.0% |
1,171.00 |
| Close |
1,183.75 |
1,192.50 |
8.75 |
0.7% |
1,192.50 |
| Range |
14.00 |
10.00 |
-4.00 |
-28.6% |
22.00 |
| ATR |
12.15 |
11.99 |
-0.15 |
-1.3% |
0.00 |
| Volume |
2,171,684 |
1,910,627 |
-261,057 |
-12.0% |
6,614,408 |
|
| Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,219.50 |
1,216.00 |
1,198.00 |
|
| R3 |
1,209.50 |
1,206.00 |
1,195.25 |
|
| R2 |
1,199.50 |
1,199.50 |
1,194.25 |
|
| R1 |
1,196.00 |
1,196.00 |
1,193.50 |
1,197.75 |
| PP |
1,189.50 |
1,189.50 |
1,189.50 |
1,190.50 |
| S1 |
1,186.00 |
1,186.00 |
1,191.50 |
1,187.75 |
| S2 |
1,179.50 |
1,179.50 |
1,190.75 |
|
| S3 |
1,169.50 |
1,176.00 |
1,189.75 |
|
| S4 |
1,159.50 |
1,166.00 |
1,187.00 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,251.50 |
1,244.00 |
1,204.50 |
|
| R3 |
1,229.50 |
1,222.00 |
1,198.50 |
|
| R2 |
1,207.50 |
1,207.50 |
1,196.50 |
|
| R1 |
1,200.00 |
1,200.00 |
1,194.50 |
1,203.75 |
| PP |
1,185.50 |
1,185.50 |
1,185.50 |
1,187.50 |
| S1 |
1,178.00 |
1,178.00 |
1,190.50 |
1,181.75 |
| S2 |
1,163.50 |
1,163.50 |
1,188.50 |
|
| S3 |
1,141.50 |
1,156.00 |
1,186.50 |
|
| S4 |
1,119.50 |
1,134.00 |
1,180.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,193.00 |
1,171.00 |
22.00 |
1.8% |
11.50 |
1.0% |
98% |
True |
False |
1,322,881 |
| 10 |
1,193.00 |
1,156.50 |
36.50 |
3.1% |
10.75 |
0.9% |
99% |
True |
False |
1,633,785 |
| 20 |
1,193.00 |
1,136.50 |
56.50 |
4.7% |
11.25 |
0.9% |
99% |
True |
False |
1,758,247 |
| 40 |
1,193.00 |
1,052.50 |
140.50 |
11.8% |
12.50 |
1.0% |
100% |
True |
False |
897,411 |
| 60 |
1,193.00 |
1,036.25 |
156.75 |
13.1% |
15.00 |
1.3% |
100% |
True |
False |
599,034 |
| 80 |
1,193.00 |
1,036.25 |
156.75 |
13.1% |
14.00 |
1.2% |
100% |
True |
False |
449,415 |
| 100 |
1,193.00 |
1,036.25 |
156.75 |
13.1% |
13.50 |
1.1% |
100% |
True |
False |
359,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,235.50 |
|
2.618 |
1,219.25 |
|
1.618 |
1,209.25 |
|
1.000 |
1,203.00 |
|
0.618 |
1,199.25 |
|
HIGH |
1,193.00 |
|
0.618 |
1,189.25 |
|
0.500 |
1,188.00 |
|
0.382 |
1,186.75 |
|
LOW |
1,183.00 |
|
0.618 |
1,176.75 |
|
1.000 |
1,173.00 |
|
1.618 |
1,166.75 |
|
2.618 |
1,156.75 |
|
4.250 |
1,140.50 |
|
|
| Fisher Pivots for day following 09-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,191.00 |
1,189.00 |
| PP |
1,189.50 |
1,185.50 |
| S1 |
1,188.00 |
1,182.00 |
|