| 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 |
1,974.00 |
1,979.50 |
5.50 |
0.3% |
1,964.00 |
| High |
1,982.50 |
1,992.75 |
10.25 |
0.5% |
1,992.75 |
| Low |
1,959.25 |
1,975.00 |
15.75 |
0.8% |
1,955.25 |
| Close |
1,980.00 |
1,992.00 |
12.00 |
0.6% |
1,992.00 |
| Range |
23.25 |
17.75 |
-5.50 |
-23.7% |
37.50 |
| ATR |
22.93 |
22.56 |
-0.37 |
-1.6% |
0.00 |
| Volume |
259,268 |
231,684 |
-27,584 |
-10.6% |
889,682 |
|
| Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,039.75 |
2,033.75 |
2,001.75 |
|
| R3 |
2,022.00 |
2,016.00 |
1,997.00 |
|
| R2 |
2,004.25 |
2,004.25 |
1,995.25 |
|
| R1 |
1,998.25 |
1,998.25 |
1,993.75 |
2,001.25 |
| PP |
1,986.50 |
1,986.50 |
1,986.50 |
1,988.00 |
| S1 |
1,980.50 |
1,980.50 |
1,990.25 |
1,983.50 |
| S2 |
1,968.75 |
1,968.75 |
1,988.75 |
|
| S3 |
1,951.00 |
1,962.75 |
1,987.00 |
|
| S4 |
1,933.25 |
1,945.00 |
1,982.25 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,092.50 |
2,079.75 |
2,012.50 |
|
| R3 |
2,055.00 |
2,042.25 |
2,002.25 |
|
| R2 |
2,017.50 |
2,017.50 |
1,999.00 |
|
| R1 |
2,004.75 |
2,004.75 |
1,995.50 |
2,011.00 |
| PP |
1,980.00 |
1,980.00 |
1,980.00 |
1,983.25 |
| S1 |
1,967.25 |
1,967.25 |
1,988.50 |
1,973.50 |
| S2 |
1,942.50 |
1,942.50 |
1,985.00 |
|
| S3 |
1,905.00 |
1,929.75 |
1,981.75 |
|
| S4 |
1,867.50 |
1,892.25 |
1,971.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,992.75 |
1,955.25 |
37.50 |
1.9% |
21.00 |
1.1% |
98% |
True |
False |
177,936 |
| 10 |
1,992.75 |
1,939.25 |
53.50 |
2.7% |
21.50 |
1.1% |
99% |
True |
False |
216,209 |
| 20 |
1,992.75 |
1,903.75 |
89.00 |
4.5% |
21.25 |
1.1% |
99% |
True |
False |
233,875 |
| 40 |
1,992.75 |
1,734.50 |
258.25 |
13.0% |
22.75 |
1.1% |
100% |
True |
False |
118,206 |
| 60 |
1,992.75 |
1,708.50 |
284.25 |
14.3% |
27.25 |
1.4% |
100% |
True |
False |
78,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,068.25 |
|
2.618 |
2,039.25 |
|
1.618 |
2,021.50 |
|
1.000 |
2,010.50 |
|
0.618 |
2,003.75 |
|
HIGH |
1,992.75 |
|
0.618 |
1,986.00 |
|
0.500 |
1,984.00 |
|
0.382 |
1,981.75 |
|
LOW |
1,975.00 |
|
0.618 |
1,964.00 |
|
1.000 |
1,957.25 |
|
1.618 |
1,946.25 |
|
2.618 |
1,928.50 |
|
4.250 |
1,899.50 |
|
|
| Fisher Pivots for day following 09-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,989.25 |
1,986.75 |
| PP |
1,986.50 |
1,981.25 |
| S1 |
1,984.00 |
1,976.00 |
|