| Trading Metrics calculated at close of trading on 06-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1,125.0 |
1,132.3 |
7.3 |
0.6% |
1,115.0 |
| High |
1,135.3 |
1,140.8 |
5.5 |
0.5% |
1,129.6 |
| Low |
1,123.8 |
1,126.4 |
2.6 |
0.2% |
1,104.3 |
| Close |
1,135.0 |
1,137.2 |
2.2 |
0.2% |
1,127.3 |
| Range |
11.5 |
14.4 |
2.9 |
25.2% |
25.3 |
| ATR |
15.5 |
15.4 |
-0.1 |
-0.5% |
0.0 |
| Volume |
664 |
822 |
158 |
23.8% |
4,980 |
|
| Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,178.0 |
1,172.0 |
1,145.1 |
|
| R3 |
1,163.6 |
1,157.6 |
1,141.2 |
|
| R2 |
1,149.2 |
1,149.2 |
1,139.8 |
|
| R1 |
1,143.2 |
1,143.2 |
1,138.5 |
1,146.2 |
| PP |
1,134.8 |
1,134.8 |
1,134.8 |
1,136.3 |
| S1 |
1,128.8 |
1,128.8 |
1,135.9 |
1,131.8 |
| S2 |
1,120.4 |
1,120.4 |
1,134.6 |
|
| S3 |
1,106.0 |
1,114.4 |
1,133.2 |
|
| S4 |
1,091.6 |
1,100.0 |
1,129.3 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,196.3 |
1,187.1 |
1,141.2 |
|
| R3 |
1,171.0 |
1,161.8 |
1,134.3 |
|
| R2 |
1,145.7 |
1,145.7 |
1,131.9 |
|
| R1 |
1,136.5 |
1,136.5 |
1,129.6 |
1,141.1 |
| PP |
1,120.4 |
1,120.4 |
1,120.4 |
1,122.7 |
| S1 |
1,111.2 |
1,111.2 |
1,125.0 |
1,115.8 |
| S2 |
1,095.1 |
1,095.1 |
1,122.7 |
|
| S3 |
1,069.8 |
1,085.9 |
1,120.3 |
|
| S4 |
1,044.5 |
1,060.6 |
1,113.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,140.8 |
1,104.3 |
36.5 |
3.2% |
13.4 |
1.2% |
90% |
True |
False |
936 |
| 10 |
1,140.8 |
1,087.8 |
53.0 |
4.7% |
13.9 |
1.2% |
93% |
True |
False |
1,131 |
| 20 |
1,140.8 |
1,087.8 |
53.0 |
4.7% |
14.9 |
1.3% |
93% |
True |
False |
1,761 |
| 40 |
1,147.3 |
1,066.0 |
81.3 |
7.1% |
16.2 |
1.4% |
88% |
False |
False |
1,676 |
| 60 |
1,162.3 |
1,050.0 |
112.3 |
9.9% |
16.8 |
1.5% |
78% |
False |
False |
1,437 |
| 80 |
1,162.3 |
1,050.0 |
112.3 |
9.9% |
16.0 |
1.4% |
78% |
False |
False |
1,231 |
| 100 |
1,230.7 |
1,050.0 |
180.7 |
15.9% |
16.1 |
1.4% |
48% |
False |
False |
1,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,202.0 |
|
2.618 |
1,178.5 |
|
1.618 |
1,164.1 |
|
1.000 |
1,155.2 |
|
0.618 |
1,149.7 |
|
HIGH |
1,140.8 |
|
0.618 |
1,135.3 |
|
0.500 |
1,133.6 |
|
0.382 |
1,131.9 |
|
LOW |
1,126.4 |
|
0.618 |
1,117.5 |
|
1.000 |
1,112.0 |
|
1.618 |
1,103.1 |
|
2.618 |
1,088.7 |
|
4.250 |
1,065.2 |
|
|
| Fisher Pivots for day following 06-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,136.0 |
1,133.9 |
| PP |
1,134.8 |
1,130.7 |
| S1 |
1,133.6 |
1,127.4 |
|