| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,868.0 |
2,864.0 |
-4.0 |
-0.1% |
2,883.0 |
| High |
2,892.0 |
2,866.0 |
-26.0 |
-0.9% |
2,918.0 |
| Low |
2,856.0 |
2,826.0 |
-30.0 |
-1.1% |
2,857.0 |
| Close |
2,874.0 |
2,846.0 |
-28.0 |
-1.0% |
2,904.0 |
| Range |
36.0 |
40.0 |
4.0 |
11.1% |
61.0 |
| ATR |
44.1 |
44.4 |
0.3 |
0.6% |
0.0 |
| Volume |
1,140,980 |
1,318,410 |
177,430 |
15.6% |
5,104,981 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,966.0 |
2,946.0 |
2,868.0 |
|
| R3 |
2,926.0 |
2,906.0 |
2,857.0 |
|
| R2 |
2,886.0 |
2,886.0 |
2,853.3 |
|
| R1 |
2,866.0 |
2,866.0 |
2,849.7 |
2,856.0 |
| PP |
2,846.0 |
2,846.0 |
2,846.0 |
2,841.0 |
| S1 |
2,826.0 |
2,826.0 |
2,842.3 |
2,816.0 |
| S2 |
2,806.0 |
2,806.0 |
2,838.7 |
|
| S3 |
2,766.0 |
2,786.0 |
2,835.0 |
|
| S4 |
2,726.0 |
2,746.0 |
2,824.0 |
|
|
| 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 |
2,917.0 |
2,826.0 |
91.0 |
3.2% |
33.6 |
1.2% |
22% |
False |
True |
1,116,003 |
| 10 |
2,918.0 |
2,826.0 |
92.0 |
3.2% |
35.0 |
1.2% |
22% |
False |
True |
1,082,209 |
| 20 |
2,918.0 |
2,701.0 |
217.0 |
7.6% |
38.7 |
1.4% |
67% |
False |
False |
1,122,656 |
| 40 |
2,998.0 |
2,590.0 |
408.0 |
14.3% |
47.7 |
1.7% |
63% |
False |
False |
714,103 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.3% |
45.1 |
1.6% |
63% |
False |
False |
476,901 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.3% |
43.5 |
1.5% |
63% |
False |
False |
357,991 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.4% |
43.0 |
1.5% |
65% |
False |
False |
287,583 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.4% |
41.8 |
1.5% |
65% |
False |
False |
239,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,036.0 |
|
2.618 |
2,970.7 |
|
1.618 |
2,930.7 |
|
1.000 |
2,906.0 |
|
0.618 |
2,890.7 |
|
HIGH |
2,866.0 |
|
0.618 |
2,850.7 |
|
0.500 |
2,846.0 |
|
0.382 |
2,841.3 |
|
LOW |
2,826.0 |
|
0.618 |
2,801.3 |
|
1.000 |
2,786.0 |
|
1.618 |
2,761.3 |
|
2.618 |
2,721.3 |
|
4.250 |
2,656.0 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,846.0 |
2,859.0 |
| PP |
2,846.0 |
2,854.7 |
| S1 |
2,846.0 |
2,850.3 |
|