| 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 |
2,864 |
2,870 |
6 |
0.2% |
2,970 |
| High |
2,891 |
2,933 |
42 |
1.5% |
2,985 |
| Low |
2,841 |
2,851 |
10 |
0.4% |
2,834 |
| Close |
2,856 |
2,919 |
63 |
2.2% |
2,856 |
| Range |
50 |
82 |
32 |
64.0% |
151 |
| ATR |
79 |
79 |
0 |
0.3% |
0 |
| Volume |
9,114 |
9,919 |
805 |
8.8% |
42,616 |
|
| Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,147 |
3,115 |
2,964 |
|
| R3 |
3,065 |
3,033 |
2,942 |
|
| R2 |
2,983 |
2,983 |
2,934 |
|
| R1 |
2,951 |
2,951 |
2,927 |
2,967 |
| PP |
2,901 |
2,901 |
2,901 |
2,909 |
| S1 |
2,869 |
2,869 |
2,911 |
2,885 |
| S2 |
2,819 |
2,819 |
2,904 |
|
| S3 |
2,737 |
2,787 |
2,896 |
|
| S4 |
2,655 |
2,705 |
2,874 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,345 |
3,251 |
2,939 |
|
| R3 |
3,194 |
3,100 |
2,898 |
|
| R2 |
3,043 |
3,043 |
2,884 |
|
| R1 |
2,949 |
2,949 |
2,870 |
2,921 |
| PP |
2,892 |
2,892 |
2,892 |
2,877 |
| S1 |
2,798 |
2,798 |
2,842 |
2,770 |
| S2 |
2,741 |
2,741 |
2,828 |
|
| S3 |
2,590 |
2,647 |
2,814 |
|
| S4 |
2,439 |
2,496 |
2,773 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,980 |
2,834 |
146 |
5.0% |
73 |
2.5% |
58% |
False |
False |
8,759 |
| 10 |
3,000 |
2,834 |
166 |
5.7% |
72 |
2.5% |
51% |
False |
False |
8,160 |
| 20 |
3,000 |
2,745 |
255 |
8.7% |
83 |
2.8% |
68% |
False |
False |
7,639 |
| 40 |
3,175 |
2,745 |
430 |
14.7% |
80 |
2.7% |
40% |
False |
False |
7,583 |
| 60 |
3,512 |
2,745 |
767 |
26.3% |
80 |
2.7% |
23% |
False |
False |
7,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,282 |
|
2.618 |
3,148 |
|
1.618 |
3,066 |
|
1.000 |
3,015 |
|
0.618 |
2,984 |
|
HIGH |
2,933 |
|
0.618 |
2,902 |
|
0.500 |
2,892 |
|
0.382 |
2,882 |
|
LOW |
2,851 |
|
0.618 |
2,800 |
|
1.000 |
2,769 |
|
1.618 |
2,718 |
|
2.618 |
2,636 |
|
4.250 |
2,503 |
|
|
| Fisher Pivots for day following 12-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,910 |
2,907 |
| PP |
2,901 |
2,895 |
| S1 |
2,892 |
2,884 |
|