| Trading Metrics calculated at close of trading on 05-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,883.0 |
2,889.0 |
6.0 |
0.2% |
2,834.0 |
| High |
2,894.0 |
2,889.0 |
-5.0 |
-0.2% |
2,889.0 |
| Low |
2,873.0 |
2,857.0 |
-16.0 |
-0.6% |
2,806.0 |
| Close |
2,884.0 |
2,877.0 |
-7.0 |
-0.2% |
2,885.0 |
| Range |
21.0 |
32.0 |
11.0 |
52.4% |
83.0 |
| ATR |
49.1 |
47.9 |
-1.2 |
-2.5% |
0.0 |
| Volume |
707,322 |
948,019 |
240,697 |
34.0% |
4,862,853 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,970.3 |
2,955.7 |
2,894.6 |
|
| R3 |
2,938.3 |
2,923.7 |
2,885.8 |
|
| R2 |
2,906.3 |
2,906.3 |
2,882.9 |
|
| R1 |
2,891.7 |
2,891.7 |
2,879.9 |
2,883.0 |
| PP |
2,874.3 |
2,874.3 |
2,874.3 |
2,870.0 |
| S1 |
2,859.7 |
2,859.7 |
2,874.1 |
2,851.0 |
| S2 |
2,842.3 |
2,842.3 |
2,871.1 |
|
| S3 |
2,810.3 |
2,827.7 |
2,868.2 |
|
| S4 |
2,778.3 |
2,795.7 |
2,859.4 |
|
|
| 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 |
2,829.0 |
65.0 |
2.3% |
32.0 |
1.1% |
74% |
False |
False |
967,804 |
| 10 |
2,894.0 |
2,757.0 |
137.0 |
4.8% |
36.6 |
1.3% |
88% |
False |
False |
1,013,884 |
| 20 |
2,894.0 |
2,590.0 |
304.0 |
10.6% |
48.7 |
1.7% |
94% |
False |
False |
1,013,761 |
| 40 |
2,998.0 |
2,590.0 |
408.0 |
14.2% |
47.5 |
1.7% |
70% |
False |
False |
513,385 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.2% |
45.9 |
1.6% |
70% |
False |
False |
342,737 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.2% |
43.0 |
1.5% |
70% |
False |
False |
258,231 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.2% |
43.2 |
1.5% |
72% |
False |
False |
207,018 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.2% |
40.7 |
1.4% |
72% |
False |
False |
172,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,025.0 |
|
2.618 |
2,972.8 |
|
1.618 |
2,940.8 |
|
1.000 |
2,921.0 |
|
0.618 |
2,908.8 |
|
HIGH |
2,889.0 |
|
0.618 |
2,876.8 |
|
0.500 |
2,873.0 |
|
0.382 |
2,869.2 |
|
LOW |
2,857.0 |
|
0.618 |
2,837.2 |
|
1.000 |
2,825.0 |
|
1.618 |
2,805.2 |
|
2.618 |
2,773.2 |
|
4.250 |
2,721.0 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,875.7 |
2,874.5 |
| PP |
2,874.3 |
2,872.0 |
| S1 |
2,873.0 |
2,869.5 |
|