| Trading Metrics calculated at close of trading on 08-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,894.0 |
2,909.0 |
15.0 |
0.5% |
2,883.0 |
| High |
2,918.0 |
2,917.0 |
-1.0 |
0.0% |
2,918.0 |
| Low |
2,883.0 |
2,888.0 |
5.0 |
0.2% |
2,857.0 |
| Close |
2,889.0 |
2,904.0 |
15.0 |
0.5% |
2,904.0 |
| Range |
35.0 |
29.0 |
-6.0 |
-17.1% |
61.0 |
| ATR |
47.1 |
45.8 |
-1.3 |
-2.7% |
0.0 |
| Volume |
1,248,170 |
971,416 |
-276,754 |
-22.2% |
5,104,981 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,990.0 |
2,976.0 |
2,920.0 |
|
| R3 |
2,961.0 |
2,947.0 |
2,912.0 |
|
| R2 |
2,932.0 |
2,932.0 |
2,909.3 |
|
| R1 |
2,918.0 |
2,918.0 |
2,906.7 |
2,910.5 |
| PP |
2,903.0 |
2,903.0 |
2,903.0 |
2,899.3 |
| S1 |
2,889.0 |
2,889.0 |
2,901.3 |
2,881.5 |
| S2 |
2,874.0 |
2,874.0 |
2,898.7 |
|
| S3 |
2,845.0 |
2,860.0 |
2,896.0 |
|
| S4 |
2,816.0 |
2,831.0 |
2,888.1 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,076.0 |
3,051.0 |
2,937.6 |
|
| R3 |
3,015.0 |
2,990.0 |
2,920.8 |
|
| R2 |
2,954.0 |
2,954.0 |
2,915.2 |
|
| R1 |
2,929.0 |
2,929.0 |
2,909.6 |
2,941.5 |
| PP |
2,893.0 |
2,893.0 |
2,893.0 |
2,899.3 |
| S1 |
2,868.0 |
2,868.0 |
2,898.4 |
2,880.5 |
| S2 |
2,832.0 |
2,832.0 |
2,892.8 |
|
| S3 |
2,771.0 |
2,807.0 |
2,887.2 |
|
| S4 |
2,710.0 |
2,746.0 |
2,870.5 |
|
|
| 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 |
2,857.0 |
61.0 |
2.1% |
33.4 |
1.2% |
77% |
False |
False |
1,020,996 |
| 10 |
2,918.0 |
2,806.0 |
112.0 |
3.9% |
34.0 |
1.2% |
88% |
False |
False |
996,783 |
| 20 |
2,918.0 |
2,590.0 |
328.0 |
11.3% |
49.5 |
1.7% |
96% |
False |
False |
1,161,890 |
| 40 |
2,998.0 |
2,590.0 |
408.0 |
14.0% |
47.4 |
1.6% |
77% |
False |
False |
598,995 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.0% |
44.9 |
1.5% |
77% |
False |
False |
400,205 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.0% |
43.5 |
1.5% |
77% |
False |
False |
300,889 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.0% |
43.3 |
1.5% |
78% |
False |
False |
241,507 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.0% |
41.1 |
1.4% |
78% |
False |
False |
201,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,040.3 |
|
2.618 |
2,992.9 |
|
1.618 |
2,963.9 |
|
1.000 |
2,946.0 |
|
0.618 |
2,934.9 |
|
HIGH |
2,917.0 |
|
0.618 |
2,905.9 |
|
0.500 |
2,902.5 |
|
0.382 |
2,899.1 |
|
LOW |
2,888.0 |
|
0.618 |
2,870.1 |
|
1.000 |
2,859.0 |
|
1.618 |
2,841.1 |
|
2.618 |
2,812.1 |
|
4.250 |
2,764.8 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,903.5 |
2,899.0 |
| PP |
2,903.0 |
2,894.0 |
| S1 |
2,902.5 |
2,889.0 |
|