| 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 |
1,454.2 |
1,458.3 |
4.1 |
0.3% |
1,432.2 |
| High |
1,464.1 |
1,477.6 |
13.5 |
0.9% |
1,477.7 |
| Low |
1,453.5 |
1,454.7 |
1.2 |
0.1% |
1,431.4 |
| Close |
1,456.8 |
1,473.5 |
16.7 |
1.1% |
1,475.4 |
| Range |
10.6 |
22.9 |
12.3 |
116.0% |
46.3 |
| ATR |
16.7 |
17.1 |
0.4 |
2.6% |
0.0 |
| Volume |
2,092 |
13,110 |
11,018 |
526.7% |
24,222 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,537.3 |
1,528.3 |
1,486.1 |
|
| R3 |
1,514.4 |
1,505.4 |
1,479.8 |
|
| R2 |
1,491.5 |
1,491.5 |
1,477.7 |
|
| R1 |
1,482.5 |
1,482.5 |
1,475.6 |
1,487.0 |
| PP |
1,468.6 |
1,468.6 |
1,468.6 |
1,470.9 |
| S1 |
1,459.6 |
1,459.6 |
1,471.4 |
1,464.1 |
| S2 |
1,445.7 |
1,445.7 |
1,469.3 |
|
| S3 |
1,422.8 |
1,436.7 |
1,467.2 |
|
| S4 |
1,399.9 |
1,413.8 |
1,460.9 |
|
|
| 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% |
18.2 |
1.2% |
85% |
False |
False |
6,618 |
| 10 |
1,478.2 |
1,415.5 |
62.7 |
4.3% |
17.0 |
1.2% |
93% |
False |
False |
5,055 |
| 20 |
1,478.2 |
1,411.0 |
67.2 |
4.6% |
16.0 |
1.1% |
93% |
False |
False |
3,740 |
| 40 |
1,478.2 |
1,380.5 |
97.7 |
6.6% |
16.1 |
1.1% |
95% |
False |
False |
2,571 |
| 60 |
1,478.2 |
1,314.2 |
164.0 |
11.1% |
16.3 |
1.1% |
97% |
False |
False |
2,136 |
| 80 |
1,478.2 |
1,314.2 |
164.0 |
11.1% |
15.4 |
1.0% |
97% |
False |
False |
1,756 |
| 100 |
1,478.2 |
1,314.2 |
164.0 |
11.1% |
15.3 |
1.0% |
97% |
False |
False |
1,477 |
| 120 |
1,478.2 |
1,314.2 |
164.0 |
11.1% |
15.0 |
1.0% |
97% |
False |
False |
1,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,574.9 |
|
2.618 |
1,537.6 |
|
1.618 |
1,514.7 |
|
1.000 |
1,500.5 |
|
0.618 |
1,491.8 |
|
HIGH |
1,477.6 |
|
0.618 |
1,468.9 |
|
0.500 |
1,466.2 |
|
0.382 |
1,463.4 |
|
LOW |
1,454.7 |
|
0.618 |
1,440.5 |
|
1.000 |
1,431.8 |
|
1.618 |
1,417.6 |
|
2.618 |
1,394.7 |
|
4.250 |
1,357.4 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,471.1 |
1,469.6 |
| PP |
1,468.6 |
1,465.8 |
| S1 |
1,466.2 |
1,461.9 |
|