| Trading Metrics calculated at close of trading on 01-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1,105.6 |
1,115.9 |
10.3 |
0.9% |
1,107.0 |
| High |
1,120.2 |
1,129.6 |
9.4 |
0.8% |
1,111.5 |
| Low |
1,105.3 |
1,114.0 |
8.7 |
0.8% |
1,087.8 |
| Close |
1,115.7 |
1,127.3 |
11.6 |
1.0% |
1,106.6 |
| Range |
14.9 |
15.6 |
0.7 |
4.7% |
23.7 |
| ATR |
15.8 |
15.8 |
0.0 |
-0.1% |
0.0 |
| Volume |
1,670 |
655 |
-1,015 |
-60.8% |
6,263 |
|
| Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,170.4 |
1,164.5 |
1,135.9 |
|
| R3 |
1,154.8 |
1,148.9 |
1,131.6 |
|
| R2 |
1,139.2 |
1,139.2 |
1,130.2 |
|
| R1 |
1,133.3 |
1,133.3 |
1,128.7 |
1,136.3 |
| PP |
1,123.6 |
1,123.6 |
1,123.6 |
1,125.1 |
| S1 |
1,117.7 |
1,117.7 |
1,125.9 |
1,120.7 |
| S2 |
1,108.0 |
1,108.0 |
1,124.4 |
|
| S3 |
1,092.4 |
1,102.1 |
1,123.0 |
|
| S4 |
1,076.8 |
1,086.5 |
1,118.7 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,173.1 |
1,163.5 |
1,119.6 |
|
| R3 |
1,149.4 |
1,139.8 |
1,113.1 |
|
| R2 |
1,125.7 |
1,125.7 |
1,110.9 |
|
| R1 |
1,116.1 |
1,116.1 |
1,108.8 |
1,109.1 |
| PP |
1,102.0 |
1,102.0 |
1,102.0 |
1,098.4 |
| S1 |
1,092.4 |
1,092.4 |
1,104.4 |
1,085.4 |
| S2 |
1,078.3 |
1,078.3 |
1,102.3 |
|
| S3 |
1,054.6 |
1,068.7 |
1,100.1 |
|
| S4 |
1,030.9 |
1,045.0 |
1,093.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,129.6 |
1,091.0 |
38.6 |
3.4% |
14.3 |
1.3% |
94% |
True |
False |
1,210 |
| 10 |
1,129.6 |
1,087.8 |
41.8 |
3.7% |
15.3 |
1.4% |
94% |
True |
False |
1,376 |
| 20 |
1,143.2 |
1,087.8 |
55.4 |
4.9% |
15.1 |
1.3% |
71% |
False |
False |
1,935 |
| 40 |
1,147.3 |
1,050.0 |
97.3 |
8.6% |
17.3 |
1.5% |
79% |
False |
False |
1,704 |
| 60 |
1,162.3 |
1,050.0 |
112.3 |
10.0% |
16.7 |
1.5% |
69% |
False |
False |
1,442 |
| 80 |
1,167.5 |
1,050.0 |
117.5 |
10.4% |
16.3 |
1.4% |
66% |
False |
False |
1,245 |
| 100 |
1,230.7 |
1,050.0 |
180.7 |
16.0% |
15.9 |
1.4% |
43% |
False |
False |
1,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,195.9 |
|
2.618 |
1,170.4 |
|
1.618 |
1,154.8 |
|
1.000 |
1,145.2 |
|
0.618 |
1,139.2 |
|
HIGH |
1,129.6 |
|
0.618 |
1,123.6 |
|
0.500 |
1,121.8 |
|
0.382 |
1,120.0 |
|
LOW |
1,114.0 |
|
0.618 |
1,104.4 |
|
1.000 |
1,098.4 |
|
1.618 |
1,088.8 |
|
2.618 |
1,073.2 |
|
4.250 |
1,047.7 |
|
|
| Fisher Pivots for day following 01-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,125.5 |
1,123.9 |
| PP |
1,123.6 |
1,120.4 |
| S1 |
1,121.8 |
1,117.0 |
|