| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1,465.2 |
1,454.0 |
-11.2 |
-0.8% |
1,430.0 |
| High |
1,468.5 |
1,463.7 |
-4.8 |
-0.3% |
1,476.4 |
| Low |
1,445.0 |
1,452.0 |
7.0 |
0.5% |
1,429.1 |
| Close |
1,453.6 |
1,455.6 |
2.0 |
0.1% |
1,474.1 |
| Range |
23.5 |
11.7 |
-11.8 |
-50.2% |
47.3 |
| ATR |
18.8 |
18.3 |
-0.5 |
-2.7% |
0.0 |
| Volume |
172,709 |
107,962 |
-64,747 |
-37.5% |
566,876 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,492.2 |
1,485.6 |
1,462.0 |
|
| R3 |
1,480.5 |
1,473.9 |
1,458.8 |
|
| R2 |
1,468.8 |
1,468.8 |
1,457.7 |
|
| R1 |
1,462.2 |
1,462.2 |
1,456.7 |
1,465.5 |
| PP |
1,457.1 |
1,457.1 |
1,457.1 |
1,458.8 |
| S1 |
1,450.5 |
1,450.5 |
1,454.5 |
1,453.8 |
| S2 |
1,445.4 |
1,445.4 |
1,453.5 |
|
| S3 |
1,433.7 |
1,438.8 |
1,452.4 |
|
| S4 |
1,422.0 |
1,427.1 |
1,449.2 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,601.8 |
1,585.2 |
1,500.1 |
|
| R3 |
1,554.5 |
1,537.9 |
1,487.1 |
|
| R2 |
1,507.2 |
1,507.2 |
1,482.8 |
|
| R1 |
1,490.6 |
1,490.6 |
1,478.4 |
1,498.9 |
| PP |
1,459.9 |
1,459.9 |
1,459.9 |
1,464.0 |
| S1 |
1,443.3 |
1,443.3 |
1,469.8 |
1,451.6 |
| S2 |
1,412.6 |
1,412.6 |
1,465.4 |
|
| S3 |
1,365.3 |
1,396.0 |
1,461.1 |
|
| S4 |
1,318.0 |
1,348.7 |
1,448.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,478.0 |
1,445.0 |
33.0 |
2.3% |
16.9 |
1.2% |
32% |
False |
False |
120,139 |
| 10 |
1,478.0 |
1,413.5 |
64.5 |
4.4% |
17.8 |
1.2% |
65% |
False |
False |
123,025 |
| 20 |
1,478.0 |
1,388.4 |
89.6 |
6.2% |
17.6 |
1.2% |
75% |
False |
False |
90,795 |
| 40 |
1,478.0 |
1,370.0 |
108.0 |
7.4% |
18.2 |
1.3% |
79% |
False |
False |
51,349 |
| 60 |
1,478.0 |
1,310.9 |
167.1 |
11.5% |
18.5 |
1.3% |
87% |
False |
False |
35,691 |
| 80 |
1,478.0 |
1,310.9 |
167.1 |
11.5% |
17.9 |
1.2% |
87% |
False |
False |
27,358 |
| 100 |
1,478.0 |
1,310.9 |
167.1 |
11.5% |
18.4 |
1.3% |
87% |
False |
False |
22,487 |
| 120 |
1,478.0 |
1,310.9 |
167.1 |
11.5% |
19.2 |
1.3% |
87% |
False |
False |
19,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,513.4 |
|
2.618 |
1,494.3 |
|
1.618 |
1,482.6 |
|
1.000 |
1,475.4 |
|
0.618 |
1,470.9 |
|
HIGH |
1,463.7 |
|
0.618 |
1,459.2 |
|
0.500 |
1,457.9 |
|
0.382 |
1,456.5 |
|
LOW |
1,452.0 |
|
0.618 |
1,444.8 |
|
1.000 |
1,440.3 |
|
1.618 |
1,433.1 |
|
2.618 |
1,421.4 |
|
4.250 |
1,402.3 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,457.9 |
1,461.5 |
| PP |
1,457.1 |
1,459.5 |
| S1 |
1,456.4 |
1,457.6 |
|