| Trading Metrics calculated at close of trading on 11-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,909.0 |
2,902.0 |
-7.0 |
-0.2% |
2,883.0 |
| High |
2,917.0 |
2,909.0 |
-8.0 |
-0.3% |
2,918.0 |
| Low |
2,888.0 |
2,887.0 |
-1.0 |
0.0% |
2,857.0 |
| Close |
2,904.0 |
2,902.0 |
-2.0 |
-0.1% |
2,904.0 |
| Range |
29.0 |
22.0 |
-7.0 |
-24.1% |
61.0 |
| ATR |
45.8 |
44.1 |
-1.7 |
-3.7% |
0.0 |
| Volume |
971,416 |
777,903 |
-193,513 |
-19.9% |
5,104,981 |
|
| Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,965.3 |
2,955.7 |
2,914.1 |
|
| R3 |
2,943.3 |
2,933.7 |
2,908.1 |
|
| R2 |
2,921.3 |
2,921.3 |
2,906.0 |
|
| R1 |
2,911.7 |
2,911.7 |
2,904.0 |
2,913.0 |
| PP |
2,899.3 |
2,899.3 |
2,899.3 |
2,900.0 |
| S1 |
2,889.7 |
2,889.7 |
2,900.0 |
2,891.0 |
| S2 |
2,877.3 |
2,877.3 |
2,898.0 |
|
| S3 |
2,855.3 |
2,867.7 |
2,896.0 |
|
| S4 |
2,833.3 |
2,845.7 |
2,889.9 |
|
|
| 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% |
33.6 |
1.2% |
74% |
False |
False |
1,035,112 |
| 10 |
2,918.0 |
2,806.0 |
112.0 |
3.9% |
33.5 |
1.2% |
86% |
False |
False |
1,001,488 |
| 20 |
2,918.0 |
2,590.0 |
328.0 |
11.3% |
47.9 |
1.7% |
95% |
False |
False |
1,171,981 |
| 40 |
2,998.0 |
2,590.0 |
408.0 |
14.1% |
47.1 |
1.6% |
76% |
False |
False |
618,435 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.1% |
44.9 |
1.5% |
76% |
False |
False |
413,169 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.1% |
43.4 |
1.5% |
76% |
False |
False |
310,252 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.1% |
43.2 |
1.5% |
78% |
False |
False |
249,286 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.1% |
41.1 |
1.4% |
78% |
False |
False |
207,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,002.5 |
|
2.618 |
2,966.6 |
|
1.618 |
2,944.6 |
|
1.000 |
2,931.0 |
|
0.618 |
2,922.6 |
|
HIGH |
2,909.0 |
|
0.618 |
2,900.6 |
|
0.500 |
2,898.0 |
|
0.382 |
2,895.4 |
|
LOW |
2,887.0 |
|
0.618 |
2,873.4 |
|
1.000 |
2,865.0 |
|
1.618 |
2,851.4 |
|
2.618 |
2,829.4 |
|
4.250 |
2,793.5 |
|
|
| Fisher Pivots for day following 11-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,900.7 |
2,901.5 |
| PP |
2,899.3 |
2,901.0 |
| S1 |
2,898.0 |
2,900.5 |
|