| Trading Metrics calculated at close of trading on 07-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,883.0 |
2,894.0 |
11.0 |
0.4% |
2,834.0 |
| High |
2,910.0 |
2,918.0 |
8.0 |
0.3% |
2,889.0 |
| Low |
2,860.0 |
2,883.0 |
23.0 |
0.8% |
2,806.0 |
| Close |
2,897.0 |
2,889.0 |
-8.0 |
-0.3% |
2,885.0 |
| Range |
50.0 |
35.0 |
-15.0 |
-30.0% |
83.0 |
| ATR |
48.1 |
47.1 |
-0.9 |
-1.9% |
0.0 |
| Volume |
1,230,054 |
1,248,170 |
18,116 |
1.5% |
4,862,853 |
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,001.7 |
2,980.3 |
2,908.3 |
|
| R3 |
2,966.7 |
2,945.3 |
2,898.6 |
|
| R2 |
2,931.7 |
2,931.7 |
2,895.4 |
|
| R1 |
2,910.3 |
2,910.3 |
2,892.2 |
2,903.5 |
| PP |
2,896.7 |
2,896.7 |
2,896.7 |
2,893.3 |
| S1 |
2,875.3 |
2,875.3 |
2,885.8 |
2,868.5 |
| S2 |
2,861.7 |
2,861.7 |
2,882.6 |
|
| S3 |
2,826.7 |
2,840.3 |
2,879.4 |
|
| S4 |
2,791.7 |
2,805.3 |
2,869.8 |
|
|
| 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 |
2,918.0 |
2,845.0 |
73.0 |
2.5% |
36.4 |
1.3% |
60% |
True |
False |
1,048,414 |
| 10 |
2,918.0 |
2,806.0 |
112.0 |
3.9% |
33.7 |
1.2% |
74% |
True |
False |
980,412 |
| 20 |
2,918.0 |
2,590.0 |
328.0 |
11.4% |
49.5 |
1.7% |
91% |
True |
False |
1,127,843 |
| 40 |
2,998.0 |
2,590.0 |
408.0 |
14.1% |
48.0 |
1.7% |
73% |
False |
False |
574,814 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.1% |
45.2 |
1.6% |
73% |
False |
False |
384,021 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.1% |
43.4 |
1.5% |
73% |
False |
False |
288,895 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.1% |
43.3 |
1.5% |
75% |
False |
False |
231,793 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.1% |
40.9 |
1.4% |
75% |
False |
False |
193,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,066.8 |
|
2.618 |
3,009.6 |
|
1.618 |
2,974.6 |
|
1.000 |
2,953.0 |
|
0.618 |
2,939.6 |
|
HIGH |
2,918.0 |
|
0.618 |
2,904.6 |
|
0.500 |
2,900.5 |
|
0.382 |
2,896.4 |
|
LOW |
2,883.0 |
|
0.618 |
2,861.4 |
|
1.000 |
2,848.0 |
|
1.618 |
2,826.4 |
|
2.618 |
2,791.4 |
|
4.250 |
2,734.3 |
|
|
| Fisher Pivots for day following 07-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,900.5 |
2,888.5 |
| PP |
2,896.7 |
2,888.0 |
| S1 |
2,892.8 |
2,887.5 |
|