| 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 |
6,264.0 |
6,210.0 |
-54.0 |
-0.9% |
6,145.5 |
| High |
6,264.5 |
6,223.0 |
-41.5 |
-0.7% |
6,249.0 |
| Low |
6,200.0 |
6,143.0 |
-57.0 |
-0.9% |
6,115.0 |
| Close |
6,233.5 |
6,181.0 |
-52.5 |
-0.8% |
6,229.5 |
| Range |
64.5 |
80.0 |
15.5 |
24.0% |
134.0 |
| ATR |
75.1 |
76.2 |
1.1 |
1.5% |
0.0 |
| Volume |
105,656 |
143,311 |
37,655 |
35.6% |
473,103 |
|
| Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,422.3 |
6,381.7 |
6,225.0 |
|
| R3 |
6,342.3 |
6,301.7 |
6,203.0 |
|
| R2 |
6,262.3 |
6,262.3 |
6,195.7 |
|
| R1 |
6,221.7 |
6,221.7 |
6,188.3 |
6,202.0 |
| PP |
6,182.3 |
6,182.3 |
6,182.3 |
6,172.5 |
| S1 |
6,141.7 |
6,141.7 |
6,173.7 |
6,122.0 |
| S2 |
6,102.3 |
6,102.3 |
6,166.3 |
|
| S3 |
6,022.3 |
6,061.7 |
6,159.0 |
|
| S4 |
5,942.3 |
5,981.7 |
6,137.0 |
|
|
| 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 |
2.6% |
64.5 |
1.0% |
42% |
False |
False |
117,853 |
| 10 |
6,273.5 |
5,970.5 |
303.0 |
4.9% |
66.4 |
1.1% |
69% |
False |
False |
127,010 |
| 20 |
6,273.5 |
5,883.5 |
390.0 |
6.3% |
65.3 |
1.1% |
76% |
False |
False |
97,773 |
| 40 |
6,273.5 |
5,469.0 |
804.5 |
13.0% |
74.2 |
1.2% |
89% |
False |
False |
49,463 |
| 60 |
6,273.5 |
5,400.0 |
873.5 |
14.1% |
88.6 |
1.4% |
89% |
False |
False |
33,144 |
| 80 |
6,273.5 |
5,400.0 |
873.5 |
14.1% |
82.4 |
1.3% |
89% |
False |
False |
25,161 |
| 100 |
6,273.5 |
5,400.0 |
873.5 |
14.1% |
81.6 |
1.3% |
89% |
False |
False |
20,182 |
| 120 |
6,273.5 |
5,330.5 |
943.0 |
15.3% |
82.9 |
1.3% |
90% |
False |
False |
16,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,563.0 |
|
2.618 |
6,432.4 |
|
1.618 |
6,352.4 |
|
1.000 |
6,303.0 |
|
0.618 |
6,272.4 |
|
HIGH |
6,223.0 |
|
0.618 |
6,192.4 |
|
0.500 |
6,183.0 |
|
0.382 |
6,173.6 |
|
LOW |
6,143.0 |
|
0.618 |
6,093.6 |
|
1.000 |
6,063.0 |
|
1.618 |
6,013.6 |
|
2.618 |
5,933.6 |
|
4.250 |
5,803.0 |
|
|
| Fisher Pivots for day following 08-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,183.0 |
6,208.3 |
| PP |
6,182.3 |
6,199.2 |
| S1 |
6,181.7 |
6,190.1 |
|