| Trading Metrics calculated at close of trading on 04-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1,433.8 |
1,430.0 |
-3.8 |
-0.3% |
1,430.0 |
| High |
1,437.8 |
1,440.3 |
2.5 |
0.2% |
1,441.0 |
| Low |
1,413.5 |
1,429.1 |
15.6 |
1.1% |
1,411.5 |
| Close |
1,428.9 |
1,433.0 |
4.1 |
0.3% |
1,428.9 |
| Range |
24.3 |
11.2 |
-13.1 |
-53.9% |
29.5 |
| ATR |
19.4 |
18.8 |
-0.6 |
-2.9% |
0.0 |
| Volume |
158,628 |
78,547 |
-80,081 |
-50.5% |
652,318 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,467.7 |
1,461.6 |
1,439.2 |
|
| R3 |
1,456.5 |
1,450.4 |
1,436.1 |
|
| R2 |
1,445.3 |
1,445.3 |
1,435.1 |
|
| R1 |
1,439.2 |
1,439.2 |
1,434.0 |
1,442.3 |
| PP |
1,434.1 |
1,434.1 |
1,434.1 |
1,435.7 |
| S1 |
1,428.0 |
1,428.0 |
1,432.0 |
1,431.1 |
| S2 |
1,422.9 |
1,422.9 |
1,430.9 |
|
| S3 |
1,411.7 |
1,416.8 |
1,429.9 |
|
| S4 |
1,400.5 |
1,405.6 |
1,426.8 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,515.6 |
1,501.8 |
1,445.1 |
|
| R3 |
1,486.1 |
1,472.3 |
1,437.0 |
|
| R2 |
1,456.6 |
1,456.6 |
1,434.3 |
|
| R1 |
1,442.8 |
1,442.8 |
1,431.6 |
1,435.0 |
| PP |
1,427.1 |
1,427.1 |
1,427.1 |
1,423.2 |
| S1 |
1,413.3 |
1,413.3 |
1,426.2 |
1,405.5 |
| S2 |
1,397.6 |
1,397.6 |
1,423.5 |
|
| S3 |
1,368.1 |
1,383.8 |
1,420.8 |
|
| S4 |
1,338.6 |
1,354.3 |
1,412.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,441.0 |
1,412.1 |
28.9 |
2.0% |
17.2 |
1.2% |
72% |
False |
False |
126,302 |
| 10 |
1,450.0 |
1,411.5 |
38.5 |
2.7% |
17.6 |
1.2% |
56% |
False |
False |
89,806 |
| 20 |
1,450.0 |
1,382.4 |
67.6 |
4.7% |
18.9 |
1.3% |
75% |
False |
False |
53,388 |
| 40 |
1,450.0 |
1,346.0 |
104.0 |
7.3% |
17.5 |
1.2% |
84% |
False |
False |
29,977 |
| 60 |
1,450.0 |
1,310.9 |
139.1 |
9.7% |
18.4 |
1.3% |
88% |
False |
False |
21,518 |
| 80 |
1,450.0 |
1,310.9 |
139.1 |
9.7% |
17.9 |
1.3% |
88% |
False |
False |
16,653 |
| 100 |
1,450.0 |
1,310.9 |
139.1 |
9.7% |
18.9 |
1.3% |
88% |
False |
False |
13,951 |
| 120 |
1,450.0 |
1,310.9 |
139.1 |
9.7% |
19.5 |
1.4% |
88% |
False |
False |
12,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,487.9 |
|
2.618 |
1,469.6 |
|
1.618 |
1,458.4 |
|
1.000 |
1,451.5 |
|
0.618 |
1,447.2 |
|
HIGH |
1,440.3 |
|
0.618 |
1,436.0 |
|
0.500 |
1,434.7 |
|
0.382 |
1,433.4 |
|
LOW |
1,429.1 |
|
0.618 |
1,422.2 |
|
1.000 |
1,417.9 |
|
1.618 |
1,411.0 |
|
2.618 |
1,399.8 |
|
4.250 |
1,381.5 |
|
|
| Fisher Pivots for day following 04-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,434.7 |
1,431.1 |
| PP |
1,434.1 |
1,429.2 |
| S1 |
1,433.6 |
1,427.3 |
|