| Trading Metrics calculated at close of trading on 12-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1,979.50 |
1,995.00 |
15.50 |
0.8% |
1,964.00 |
| High |
1,992.75 |
2,001.75 |
9.00 |
0.5% |
1,992.75 |
| Low |
1,975.00 |
1,987.75 |
12.75 |
0.6% |
1,955.25 |
| Close |
1,992.00 |
1,992.50 |
0.50 |
0.0% |
1,992.00 |
| Range |
17.75 |
14.00 |
-3.75 |
-21.1% |
37.50 |
| ATR |
22.56 |
21.95 |
-0.61 |
-2.7% |
0.00 |
| Volume |
231,684 |
190,400 |
-41,284 |
-17.8% |
889,682 |
|
| Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,036.00 |
2,028.25 |
2,000.25 |
|
| R3 |
2,022.00 |
2,014.25 |
1,996.25 |
|
| R2 |
2,008.00 |
2,008.00 |
1,995.00 |
|
| R1 |
2,000.25 |
2,000.25 |
1,993.75 |
1,997.00 |
| PP |
1,994.00 |
1,994.00 |
1,994.00 |
1,992.50 |
| S1 |
1,986.25 |
1,986.25 |
1,991.25 |
1,983.00 |
| S2 |
1,980.00 |
1,980.00 |
1,990.00 |
|
| S3 |
1,966.00 |
1,972.25 |
1,988.75 |
|
| S4 |
1,952.00 |
1,958.25 |
1,984.75 |
|
|
| 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 |
2,001.75 |
1,959.25 |
42.50 |
2.1% |
19.25 |
1.0% |
78% |
True |
False |
214,428 |
| 10 |
2,001.75 |
1,940.75 |
61.00 |
3.1% |
20.50 |
1.0% |
85% |
True |
False |
205,134 |
| 20 |
2,001.75 |
1,903.75 |
98.00 |
4.9% |
21.00 |
1.1% |
91% |
True |
False |
232,390 |
| 40 |
2,001.75 |
1,752.00 |
249.75 |
12.5% |
22.00 |
1.1% |
96% |
True |
False |
122,957 |
| 60 |
2,001.75 |
1,708.50 |
293.25 |
14.7% |
27.00 |
1.3% |
97% |
True |
False |
82,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,061.25 |
|
2.618 |
2,038.50 |
|
1.618 |
2,024.50 |
|
1.000 |
2,015.75 |
|
0.618 |
2,010.50 |
|
HIGH |
2,001.75 |
|
0.618 |
1,996.50 |
|
0.500 |
1,994.75 |
|
0.382 |
1,993.00 |
|
LOW |
1,987.75 |
|
0.618 |
1,979.00 |
|
1.000 |
1,973.75 |
|
1.618 |
1,965.00 |
|
2.618 |
1,951.00 |
|
4.250 |
1,928.25 |
|
|
| Fisher Pivots for day following 12-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,994.75 |
1,988.50 |
| PP |
1,994.00 |
1,984.50 |
| S1 |
1,993.25 |
1,980.50 |
|