| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1,454.0 |
1,458.1 |
4.1 |
0.3% |
1,430.0 |
| High |
1,463.7 |
1,475.9 |
12.2 |
0.8% |
1,476.4 |
| Low |
1,452.0 |
1,453.2 |
1.2 |
0.1% |
1,429.1 |
| Close |
1,455.6 |
1,472.4 |
16.8 |
1.2% |
1,474.1 |
| Range |
11.7 |
22.7 |
11.0 |
94.0% |
47.3 |
| ATR |
18.3 |
18.6 |
0.3 |
1.7% |
0.0 |
| Volume |
107,962 |
148,358 |
40,396 |
37.4% |
566,876 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,535.3 |
1,526.5 |
1,484.9 |
|
| R3 |
1,512.6 |
1,503.8 |
1,478.6 |
|
| R2 |
1,489.9 |
1,489.9 |
1,476.6 |
|
| R1 |
1,481.1 |
1,481.1 |
1,474.5 |
1,485.5 |
| PP |
1,467.2 |
1,467.2 |
1,467.2 |
1,469.4 |
| S1 |
1,458.4 |
1,458.4 |
1,470.3 |
1,462.8 |
| S2 |
1,444.5 |
1,444.5 |
1,468.2 |
|
| S3 |
1,421.8 |
1,435.7 |
1,466.2 |
|
| S4 |
1,399.1 |
1,413.0 |
1,459.9 |
|
|
| 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 |
2.2% |
18.9 |
1.3% |
83% |
False |
False |
129,116 |
| 10 |
1,478.0 |
1,413.5 |
64.5 |
4.4% |
18.2 |
1.2% |
91% |
False |
False |
125,907 |
| 20 |
1,478.0 |
1,403.8 |
74.2 |
5.0% |
17.8 |
1.2% |
92% |
False |
False |
97,855 |
| 40 |
1,478.0 |
1,376.2 |
101.8 |
6.9% |
18.4 |
1.3% |
94% |
False |
False |
55,015 |
| 60 |
1,478.0 |
1,310.9 |
167.1 |
11.3% |
18.7 |
1.3% |
97% |
False |
False |
38,075 |
| 80 |
1,478.0 |
1,310.9 |
167.1 |
11.3% |
18.1 |
1.2% |
97% |
False |
False |
29,195 |
| 100 |
1,478.0 |
1,310.9 |
167.1 |
11.3% |
18.4 |
1.2% |
97% |
False |
False |
23,942 |
| 120 |
1,478.0 |
1,310.9 |
167.1 |
11.3% |
19.3 |
1.3% |
97% |
False |
False |
20,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,572.4 |
|
2.618 |
1,535.3 |
|
1.618 |
1,512.6 |
|
1.000 |
1,498.6 |
|
0.618 |
1,489.9 |
|
HIGH |
1,475.9 |
|
0.618 |
1,467.2 |
|
0.500 |
1,464.6 |
|
0.382 |
1,461.9 |
|
LOW |
1,453.2 |
|
0.618 |
1,439.2 |
|
1.000 |
1,430.5 |
|
1.618 |
1,416.5 |
|
2.618 |
1,393.8 |
|
4.250 |
1,356.7 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,469.8 |
1,468.4 |
| PP |
1,467.2 |
1,464.4 |
| S1 |
1,464.6 |
1,460.5 |
|