| 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 |
2,846.0 |
2,883.0 |
37.0 |
1.3% |
2,834.0 |
| High |
2,889.0 |
2,894.0 |
5.0 |
0.2% |
2,889.0 |
| Low |
2,845.0 |
2,873.0 |
28.0 |
1.0% |
2,806.0 |
| Close |
2,885.0 |
2,884.0 |
-1.0 |
0.0% |
2,885.0 |
| Range |
44.0 |
21.0 |
-23.0 |
-52.3% |
83.0 |
| ATR |
51.3 |
49.1 |
-2.2 |
-4.2% |
0.0 |
| Volume |
1,108,509 |
707,322 |
-401,187 |
-36.2% |
4,862,853 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,946.7 |
2,936.3 |
2,895.6 |
|
| R3 |
2,925.7 |
2,915.3 |
2,889.8 |
|
| R2 |
2,904.7 |
2,904.7 |
2,887.9 |
|
| R1 |
2,894.3 |
2,894.3 |
2,885.9 |
2,899.5 |
| PP |
2,883.7 |
2,883.7 |
2,883.7 |
2,886.3 |
| S1 |
2,873.3 |
2,873.3 |
2,882.1 |
2,878.5 |
| S2 |
2,862.7 |
2,862.7 |
2,880.2 |
|
| S3 |
2,841.7 |
2,852.3 |
2,878.2 |
|
| S4 |
2,820.7 |
2,831.3 |
2,872.5 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,109.0 |
3,080.0 |
2,930.7 |
|
| R3 |
3,026.0 |
2,997.0 |
2,907.8 |
|
| R2 |
2,943.0 |
2,943.0 |
2,900.2 |
|
| R1 |
2,914.0 |
2,914.0 |
2,892.6 |
2,928.5 |
| PP |
2,860.0 |
2,860.0 |
2,860.0 |
2,867.3 |
| S1 |
2,831.0 |
2,831.0 |
2,877.4 |
2,845.5 |
| S2 |
2,777.0 |
2,777.0 |
2,869.8 |
|
| S3 |
2,694.0 |
2,748.0 |
2,862.2 |
|
| S4 |
2,611.0 |
2,665.0 |
2,839.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,894.0 |
2,806.0 |
88.0 |
3.1% |
33.4 |
1.2% |
89% |
True |
False |
967,865 |
| 10 |
2,894.0 |
2,757.0 |
137.0 |
4.8% |
37.5 |
1.3% |
93% |
True |
False |
1,038,268 |
| 20 |
2,894.0 |
2,590.0 |
304.0 |
10.5% |
49.3 |
1.7% |
97% |
True |
False |
970,232 |
| 40 |
2,998.0 |
2,590.0 |
408.0 |
14.1% |
47.5 |
1.6% |
72% |
False |
False |
489,690 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.1% |
45.9 |
1.6% |
72% |
False |
False |
326,969 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.1% |
42.8 |
1.5% |
72% |
False |
False |
246,426 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.2% |
43.4 |
1.5% |
74% |
False |
False |
197,576 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.2% |
40.7 |
1.4% |
74% |
False |
False |
164,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,983.3 |
|
2.618 |
2,949.0 |
|
1.618 |
2,928.0 |
|
1.000 |
2,915.0 |
|
0.618 |
2,907.0 |
|
HIGH |
2,894.0 |
|
0.618 |
2,886.0 |
|
0.500 |
2,883.5 |
|
0.382 |
2,881.0 |
|
LOW |
2,873.0 |
|
0.618 |
2,860.0 |
|
1.000 |
2,852.0 |
|
1.618 |
2,839.0 |
|
2.618 |
2,818.0 |
|
4.250 |
2,783.8 |
|
|
| Fisher Pivots for day following 04-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,883.8 |
2,876.5 |
| PP |
2,883.7 |
2,869.0 |
| S1 |
2,883.5 |
2,861.5 |
|