| Trading Metrics calculated at close of trading on 07-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
6,260.0 |
6,264.0 |
4.0 |
0.1% |
6,145.5 |
| High |
6,273.5 |
6,264.5 |
-9.0 |
-0.1% |
6,249.0 |
| Low |
6,220.5 |
6,200.0 |
-20.5 |
-0.3% |
6,115.0 |
| Close |
6,253.0 |
6,233.5 |
-19.5 |
-0.3% |
6,229.5 |
| Range |
53.0 |
64.5 |
11.5 |
21.7% |
134.0 |
| ATR |
75.9 |
75.1 |
-0.8 |
-1.1% |
0.0 |
| Volume |
95,659 |
105,656 |
9,997 |
10.5% |
473,103 |
|
| Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,426.2 |
6,394.3 |
6,269.0 |
|
| R3 |
6,361.7 |
6,329.8 |
6,251.2 |
|
| R2 |
6,297.2 |
6,297.2 |
6,245.3 |
|
| R1 |
6,265.3 |
6,265.3 |
6,239.4 |
6,249.0 |
| PP |
6,232.7 |
6,232.7 |
6,232.7 |
6,224.5 |
| S1 |
6,200.8 |
6,200.8 |
6,227.6 |
6,184.5 |
| S2 |
6,168.2 |
6,168.2 |
6,221.7 |
|
| S3 |
6,103.7 |
6,136.3 |
6,215.8 |
|
| S4 |
6,039.2 |
6,071.8 |
6,198.0 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,599.8 |
6,548.7 |
6,303.2 |
|
| R3 |
6,465.8 |
6,414.7 |
6,266.4 |
|
| R2 |
6,331.8 |
6,331.8 |
6,254.1 |
|
| R1 |
6,280.7 |
6,280.7 |
6,241.8 |
6,306.3 |
| PP |
6,197.8 |
6,197.8 |
6,197.8 |
6,210.6 |
| S1 |
6,146.7 |
6,146.7 |
6,217.2 |
6,172.3 |
| S2 |
6,063.8 |
6,063.8 |
6,204.9 |
|
| S3 |
5,929.8 |
6,012.7 |
6,192.7 |
|
| S4 |
5,795.8 |
5,878.7 |
6,155.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,273.5 |
6,115.0 |
158.5 |
2.5% |
62.9 |
1.0% |
75% |
False |
False |
114,025 |
| 10 |
6,273.5 |
5,970.5 |
303.0 |
4.9% |
65.1 |
1.0% |
87% |
False |
False |
125,317 |
| 20 |
6,273.5 |
5,846.5 |
427.0 |
6.9% |
64.8 |
1.0% |
91% |
False |
False |
91,194 |
| 40 |
6,273.5 |
5,469.0 |
804.5 |
12.9% |
74.8 |
1.2% |
95% |
False |
False |
45,889 |
| 60 |
6,273.5 |
5,400.0 |
873.5 |
14.0% |
89.2 |
1.4% |
95% |
False |
False |
30,768 |
| 80 |
6,273.5 |
5,400.0 |
873.5 |
14.0% |
82.9 |
1.3% |
95% |
False |
False |
23,375 |
| 100 |
6,273.5 |
5,400.0 |
873.5 |
14.0% |
81.2 |
1.3% |
95% |
False |
False |
18,750 |
| 120 |
6,273.5 |
5,330.5 |
943.0 |
15.1% |
82.8 |
1.3% |
96% |
False |
False |
15,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,538.6 |
|
2.618 |
6,433.4 |
|
1.618 |
6,368.9 |
|
1.000 |
6,329.0 |
|
0.618 |
6,304.4 |
|
HIGH |
6,264.5 |
|
0.618 |
6,239.9 |
|
0.500 |
6,232.3 |
|
0.382 |
6,224.6 |
|
LOW |
6,200.0 |
|
0.618 |
6,160.1 |
|
1.000 |
6,135.5 |
|
1.618 |
6,095.6 |
|
2.618 |
6,031.1 |
|
4.250 |
5,925.9 |
|
|
| Fisher Pivots for day following 07-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,233.1 |
6,231.8 |
| PP |
6,232.7 |
6,230.2 |
| S1 |
6,232.3 |
6,228.5 |
|