| 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 |
2,959 |
2,882 |
-77 |
-2.6% |
2,854 |
| High |
2,980 |
2,900 |
-80 |
-2.7% |
3,000 |
| Low |
2,860 |
2,845 |
-15 |
-0.5% |
2,854 |
| Close |
2,913 |
2,855 |
-58 |
-2.0% |
2,990 |
| Range |
120 |
55 |
-65 |
-54.2% |
146 |
| ATR |
84 |
83 |
-1 |
-1.3% |
0 |
| Volume |
5,565 |
9,053 |
3,488 |
62.7% |
29,069 |
|
| Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,032 |
2,998 |
2,885 |
|
| R3 |
2,977 |
2,943 |
2,870 |
|
| R2 |
2,922 |
2,922 |
2,865 |
|
| R1 |
2,888 |
2,888 |
2,860 |
2,878 |
| PP |
2,867 |
2,867 |
2,867 |
2,861 |
| S1 |
2,833 |
2,833 |
2,850 |
2,823 |
| S2 |
2,812 |
2,812 |
2,845 |
|
| S3 |
2,757 |
2,778 |
2,840 |
|
| S4 |
2,702 |
2,723 |
2,825 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,386 |
3,334 |
3,070 |
|
| R3 |
3,240 |
3,188 |
3,030 |
|
| R2 |
3,094 |
3,094 |
3,017 |
|
| R1 |
3,042 |
3,042 |
3,003 |
3,068 |
| PP |
2,948 |
2,948 |
2,948 |
2,961 |
| S1 |
2,896 |
2,896 |
2,977 |
2,922 |
| S2 |
2,802 |
2,802 |
2,963 |
|
| S3 |
2,656 |
2,750 |
2,950 |
|
| S4 |
2,510 |
2,604 |
2,910 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,000 |
2,845 |
155 |
5.4% |
79 |
2.8% |
6% |
False |
True |
8,192 |
| 10 |
3,000 |
2,782 |
218 |
7.6% |
76 |
2.6% |
33% |
False |
False |
7,360 |
| 20 |
3,000 |
2,745 |
255 |
8.9% |
86 |
3.0% |
43% |
False |
False |
7,367 |
| 40 |
3,175 |
2,745 |
430 |
15.1% |
80 |
2.8% |
26% |
False |
False |
7,744 |
| 60 |
3,512 |
2,745 |
767 |
26.9% |
79 |
2.8% |
14% |
False |
False |
6,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,134 |
|
2.618 |
3,044 |
|
1.618 |
2,989 |
|
1.000 |
2,955 |
|
0.618 |
2,934 |
|
HIGH |
2,900 |
|
0.618 |
2,879 |
|
0.500 |
2,873 |
|
0.382 |
2,866 |
|
LOW |
2,845 |
|
0.618 |
2,811 |
|
1.000 |
2,790 |
|
1.618 |
2,756 |
|
2.618 |
2,701 |
|
4.250 |
2,611 |
|
|
| Fisher Pivots for day following 07-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,873 |
2,915 |
| PP |
2,867 |
2,895 |
| S1 |
2,861 |
2,875 |
|