| Trading Metrics calculated at close of trading on 12-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,902.0 |
2,877.0 |
-25.0 |
-0.9% |
2,883.0 |
| High |
2,909.0 |
2,890.0 |
-19.0 |
-0.7% |
2,918.0 |
| Low |
2,887.0 |
2,849.0 |
-38.0 |
-1.3% |
2,857.0 |
| Close |
2,902.0 |
2,856.0 |
-46.0 |
-1.6% |
2,904.0 |
| Range |
22.0 |
41.0 |
19.0 |
86.4% |
61.0 |
| ATR |
44.1 |
44.8 |
0.6 |
1.4% |
0.0 |
| Volume |
777,903 |
1,371,309 |
593,406 |
76.3% |
5,104,981 |
|
| Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,988.0 |
2,963.0 |
2,878.6 |
|
| R3 |
2,947.0 |
2,922.0 |
2,867.3 |
|
| R2 |
2,906.0 |
2,906.0 |
2,863.5 |
|
| R1 |
2,881.0 |
2,881.0 |
2,859.8 |
2,873.0 |
| PP |
2,865.0 |
2,865.0 |
2,865.0 |
2,861.0 |
| S1 |
2,840.0 |
2,840.0 |
2,852.2 |
2,832.0 |
| S2 |
2,824.0 |
2,824.0 |
2,848.5 |
|
| S3 |
2,783.0 |
2,799.0 |
2,844.7 |
|
| S4 |
2,742.0 |
2,758.0 |
2,833.5 |
|
|
| 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 |
2,849.0 |
69.0 |
2.4% |
35.4 |
1.2% |
10% |
False |
True |
1,119,770 |
| 10 |
2,918.0 |
2,829.0 |
89.0 |
3.1% |
33.7 |
1.2% |
30% |
False |
False |
1,043,787 |
| 20 |
2,918.0 |
2,590.0 |
328.0 |
11.5% |
45.9 |
1.6% |
81% |
False |
False |
1,173,590 |
| 40 |
2,998.0 |
2,590.0 |
408.0 |
14.3% |
47.5 |
1.7% |
65% |
False |
False |
652,654 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.3% |
45.1 |
1.6% |
65% |
False |
False |
436,017 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.3% |
43.4 |
1.5% |
65% |
False |
False |
327,302 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.3% |
43.4 |
1.5% |
68% |
False |
False |
262,998 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.3% |
41.4 |
1.5% |
68% |
False |
False |
219,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,064.3 |
|
2.618 |
2,997.3 |
|
1.618 |
2,956.3 |
|
1.000 |
2,931.0 |
|
0.618 |
2,915.3 |
|
HIGH |
2,890.0 |
|
0.618 |
2,874.3 |
|
0.500 |
2,869.5 |
|
0.382 |
2,864.7 |
|
LOW |
2,849.0 |
|
0.618 |
2,823.7 |
|
1.000 |
2,808.0 |
|
1.618 |
2,782.7 |
|
2.618 |
2,741.7 |
|
4.250 |
2,674.8 |
|
|
| Fisher Pivots for day following 12-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,869.5 |
2,883.0 |
| PP |
2,865.0 |
2,874.0 |
| S1 |
2,860.5 |
2,865.0 |
|