| 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 |
1,464.6 |
1,454.2 |
-10.4 |
-0.7% |
1,432.2 |
| High |
1,469.0 |
1,464.1 |
-4.9 |
-0.3% |
1,477.7 |
| Low |
1,446.2 |
1,453.5 |
7.3 |
0.5% |
1,431.4 |
| Close |
1,454.8 |
1,456.8 |
2.0 |
0.1% |
1,475.4 |
| Range |
22.8 |
10.6 |
-12.2 |
-53.5% |
46.3 |
| ATR |
17.2 |
16.7 |
-0.5 |
-2.7% |
0.0 |
| Volume |
8,275 |
2,092 |
-6,183 |
-74.7% |
24,222 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,489.9 |
1,484.0 |
1,462.6 |
|
| R3 |
1,479.3 |
1,473.4 |
1,459.7 |
|
| R2 |
1,468.7 |
1,468.7 |
1,458.7 |
|
| R1 |
1,462.8 |
1,462.8 |
1,457.8 |
1,465.8 |
| PP |
1,458.1 |
1,458.1 |
1,458.1 |
1,459.6 |
| S1 |
1,452.2 |
1,452.2 |
1,455.8 |
1,455.2 |
| S2 |
1,447.5 |
1,447.5 |
1,454.9 |
|
| S3 |
1,436.9 |
1,441.6 |
1,453.9 |
|
| S4 |
1,426.3 |
1,431.0 |
1,451.0 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,600.4 |
1,584.2 |
1,500.9 |
|
| R3 |
1,554.1 |
1,537.9 |
1,488.1 |
|
| R2 |
1,507.8 |
1,507.8 |
1,483.9 |
|
| R1 |
1,491.6 |
1,491.6 |
1,479.6 |
1,499.7 |
| PP |
1,461.5 |
1,461.5 |
1,461.5 |
1,465.6 |
| S1 |
1,445.3 |
1,445.3 |
1,471.2 |
1,453.4 |
| S2 |
1,415.2 |
1,415.2 |
1,466.9 |
|
| S3 |
1,368.9 |
1,399.0 |
1,462.7 |
|
| S4 |
1,322.6 |
1,352.7 |
1,449.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,478.2 |
1,446.2 |
32.0 |
2.2% |
15.6 |
1.1% |
33% |
False |
False |
4,374 |
| 10 |
1,478.2 |
1,415.5 |
62.7 |
4.3% |
16.5 |
1.1% |
66% |
False |
False |
3,936 |
| 20 |
1,478.2 |
1,389.8 |
88.4 |
6.1% |
15.8 |
1.1% |
76% |
False |
False |
3,105 |
| 40 |
1,478.2 |
1,374.5 |
103.7 |
7.1% |
15.8 |
1.1% |
79% |
False |
False |
2,261 |
| 60 |
1,478.2 |
1,314.2 |
164.0 |
11.3% |
16.1 |
1.1% |
87% |
False |
False |
1,956 |
| 80 |
1,478.2 |
1,314.2 |
164.0 |
11.3% |
15.2 |
1.0% |
87% |
False |
False |
1,594 |
| 100 |
1,478.2 |
1,314.2 |
164.0 |
11.3% |
15.2 |
1.0% |
87% |
False |
False |
1,355 |
| 120 |
1,478.2 |
1,314.2 |
164.0 |
11.3% |
14.9 |
1.0% |
87% |
False |
False |
1,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,509.2 |
|
2.618 |
1,491.9 |
|
1.618 |
1,481.3 |
|
1.000 |
1,474.7 |
|
0.618 |
1,470.7 |
|
HIGH |
1,464.1 |
|
0.618 |
1,460.1 |
|
0.500 |
1,458.8 |
|
0.382 |
1,457.5 |
|
LOW |
1,453.5 |
|
0.618 |
1,446.9 |
|
1.000 |
1,442.9 |
|
1.618 |
1,436.3 |
|
2.618 |
1,425.7 |
|
4.250 |
1,408.5 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,458.8 |
1,462.2 |
| PP |
1,458.1 |
1,460.4 |
| S1 |
1,457.5 |
1,458.6 |
|