| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,877.0 |
2,868.0 |
-9.0 |
-0.3% |
2,883.0 |
| High |
2,890.0 |
2,892.0 |
2.0 |
0.1% |
2,918.0 |
| Low |
2,849.0 |
2,856.0 |
7.0 |
0.2% |
2,857.0 |
| Close |
2,856.0 |
2,874.0 |
18.0 |
0.6% |
2,904.0 |
| Range |
41.0 |
36.0 |
-5.0 |
-12.2% |
61.0 |
| ATR |
44.8 |
44.1 |
-0.6 |
-1.4% |
0.0 |
| Volume |
1,371,309 |
1,140,980 |
-230,329 |
-16.8% |
5,104,981 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,982.0 |
2,964.0 |
2,893.8 |
|
| R3 |
2,946.0 |
2,928.0 |
2,883.9 |
|
| R2 |
2,910.0 |
2,910.0 |
2,880.6 |
|
| R1 |
2,892.0 |
2,892.0 |
2,877.3 |
2,901.0 |
| PP |
2,874.0 |
2,874.0 |
2,874.0 |
2,878.5 |
| S1 |
2,856.0 |
2,856.0 |
2,870.7 |
2,865.0 |
| S2 |
2,838.0 |
2,838.0 |
2,867.4 |
|
| S3 |
2,802.0 |
2,820.0 |
2,864.1 |
|
| S4 |
2,766.0 |
2,784.0 |
2,854.2 |
|
|
| 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% |
32.6 |
1.1% |
36% |
False |
False |
1,101,955 |
| 10 |
2,918.0 |
2,829.0 |
89.0 |
3.1% |
34.9 |
1.2% |
51% |
False |
False |
1,064,751 |
| 20 |
2,918.0 |
2,645.0 |
273.0 |
9.5% |
40.5 |
1.4% |
84% |
False |
False |
1,135,017 |
| 40 |
2,998.0 |
2,590.0 |
408.0 |
14.2% |
47.4 |
1.7% |
70% |
False |
False |
681,170 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.2% |
45.0 |
1.6% |
70% |
False |
False |
454,931 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.2% |
43.3 |
1.5% |
70% |
False |
False |
341,512 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.2% |
43.1 |
1.5% |
72% |
False |
False |
274,406 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.2% |
41.5 |
1.4% |
72% |
False |
False |
228,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,045.0 |
|
2.618 |
2,986.2 |
|
1.618 |
2,950.2 |
|
1.000 |
2,928.0 |
|
0.618 |
2,914.2 |
|
HIGH |
2,892.0 |
|
0.618 |
2,878.2 |
|
0.500 |
2,874.0 |
|
0.382 |
2,869.8 |
|
LOW |
2,856.0 |
|
0.618 |
2,833.8 |
|
1.000 |
2,820.0 |
|
1.618 |
2,797.8 |
|
2.618 |
2,761.8 |
|
4.250 |
2,703.0 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,874.0 |
2,879.0 |
| PP |
2,874.0 |
2,877.3 |
| S1 |
2,874.0 |
2,875.7 |
|