| Trading Metrics calculated at close of trading on 08-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1,979.00 |
1,974.00 |
-5.00 |
-0.3% |
1,952.00 |
| High |
1,984.50 |
1,982.50 |
-2.00 |
-0.1% |
1,977.25 |
| Low |
1,964.25 |
1,959.25 |
-5.00 |
-0.3% |
1,940.75 |
| Close |
1,975.00 |
1,980.00 |
5.00 |
0.3% |
1,952.00 |
| Range |
20.25 |
23.25 |
3.00 |
14.8% |
36.50 |
| ATR |
22.90 |
22.93 |
0.02 |
0.1% |
0.00 |
| Volume |
190,613 |
259,268 |
68,655 |
36.0% |
971,260 |
|
| Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,043.75 |
2,035.00 |
1,992.75 |
|
| R3 |
2,020.50 |
2,011.75 |
1,986.50 |
|
| R2 |
1,997.25 |
1,997.25 |
1,984.25 |
|
| R1 |
1,988.50 |
1,988.50 |
1,982.25 |
1,993.00 |
| PP |
1,974.00 |
1,974.00 |
1,974.00 |
1,976.00 |
| S1 |
1,965.25 |
1,965.25 |
1,977.75 |
1,969.50 |
| S2 |
1,950.75 |
1,950.75 |
1,975.75 |
|
| S3 |
1,927.50 |
1,942.00 |
1,973.50 |
|
| S4 |
1,904.25 |
1,918.75 |
1,967.25 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,066.25 |
2,045.50 |
1,972.00 |
|
| R3 |
2,029.75 |
2,009.00 |
1,962.00 |
|
| R2 |
1,993.25 |
1,993.25 |
1,958.75 |
|
| R1 |
1,972.50 |
1,972.50 |
1,955.25 |
1,970.25 |
| PP |
1,956.75 |
1,956.75 |
1,956.75 |
1,955.50 |
| S1 |
1,936.00 |
1,936.00 |
1,948.75 |
1,933.75 |
| S2 |
1,920.25 |
1,920.25 |
1,945.25 |
|
| S3 |
1,883.75 |
1,899.50 |
1,942.00 |
|
| S4 |
1,847.25 |
1,863.00 |
1,932.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,985.75 |
1,940.75 |
45.00 |
2.3% |
24.75 |
1.3% |
87% |
False |
False |
178,107 |
| 10 |
1,985.75 |
1,939.25 |
46.50 |
2.3% |
22.50 |
1.1% |
88% |
False |
False |
216,333 |
| 20 |
1,985.75 |
1,903.75 |
82.00 |
4.1% |
21.25 |
1.1% |
93% |
False |
False |
223,435 |
| 40 |
1,985.75 |
1,734.00 |
251.75 |
12.7% |
22.75 |
1.2% |
98% |
False |
False |
112,423 |
| 60 |
1,985.75 |
1,708.50 |
277.25 |
14.0% |
27.50 |
1.4% |
98% |
False |
False |
75,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,081.25 |
|
2.618 |
2,043.25 |
|
1.618 |
2,020.00 |
|
1.000 |
2,005.75 |
|
0.618 |
1,996.75 |
|
HIGH |
1,982.50 |
|
0.618 |
1,973.50 |
|
0.500 |
1,971.00 |
|
0.382 |
1,968.25 |
|
LOW |
1,959.25 |
|
0.618 |
1,945.00 |
|
1.000 |
1,936.00 |
|
1.618 |
1,921.75 |
|
2.618 |
1,898.50 |
|
4.250 |
1,860.50 |
|
|
| Fisher Pivots for day following 08-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,977.00 |
1,977.50 |
| PP |
1,974.00 |
1,975.00 |
| S1 |
1,971.00 |
1,972.50 |
|