| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,846.0 |
2,847.0 |
1.0 |
0.0% |
2,902.0 |
| High |
2,854.0 |
2,848.0 |
-6.0 |
-0.2% |
2,909.0 |
| Low |
2,827.0 |
2,759.0 |
-68.0 |
-2.4% |
2,826.0 |
| Close |
2,844.0 |
2,776.0 |
-68.0 |
-2.4% |
2,844.0 |
| Range |
27.0 |
89.0 |
62.0 |
229.6% |
83.0 |
| ATR |
43.2 |
46.4 |
3.3 |
7.6% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,061.3 |
3,007.7 |
2,825.0 |
|
| R3 |
2,972.3 |
2,918.7 |
2,800.5 |
|
| R2 |
2,883.3 |
2,883.3 |
2,792.3 |
|
| R1 |
2,829.7 |
2,829.7 |
2,784.2 |
2,812.0 |
| PP |
2,794.3 |
2,794.3 |
2,794.3 |
2,785.5 |
| S1 |
2,740.7 |
2,740.7 |
2,767.8 |
2,723.0 |
| S2 |
2,705.3 |
2,705.3 |
2,759.7 |
|
| S3 |
2,616.3 |
2,651.7 |
2,751.5 |
|
| S4 |
2,527.3 |
2,562.7 |
2,727.1 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,108.7 |
3,059.3 |
2,889.7 |
|
| R3 |
3,025.7 |
2,976.3 |
2,866.8 |
|
| R2 |
2,942.7 |
2,942.7 |
2,859.2 |
|
| R1 |
2,893.3 |
2,893.3 |
2,851.6 |
2,876.5 |
| PP |
2,859.7 |
2,859.7 |
2,859.7 |
2,851.3 |
| S1 |
2,810.3 |
2,810.3 |
2,836.4 |
2,793.5 |
| S2 |
2,776.7 |
2,776.7 |
2,828.8 |
|
| S3 |
2,693.7 |
2,727.3 |
2,821.2 |
|
| S4 |
2,610.7 |
2,644.3 |
2,798.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,892.0 |
2,759.0 |
133.0 |
4.8% |
46.6 |
1.7% |
13% |
False |
True |
766,139 |
| 10 |
2,918.0 |
2,759.0 |
159.0 |
5.7% |
40.1 |
1.4% |
11% |
False |
True |
900,626 |
| 20 |
2,918.0 |
2,757.0 |
161.0 |
5.8% |
38.8 |
1.4% |
12% |
False |
False |
969,447 |
| 40 |
2,961.0 |
2,590.0 |
371.0 |
13.4% |
48.3 |
1.7% |
50% |
False |
False |
714,013 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.7% |
45.3 |
1.6% |
46% |
False |
False |
476,797 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.7% |
44.5 |
1.6% |
46% |
False |
False |
357,892 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.7% |
43.8 |
1.6% |
49% |
False |
False |
287,574 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.7% |
42.3 |
1.5% |
49% |
False |
False |
239,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,226.3 |
|
2.618 |
3,081.0 |
|
1.618 |
2,992.0 |
|
1.000 |
2,937.0 |
|
0.618 |
2,903.0 |
|
HIGH |
2,848.0 |
|
0.618 |
2,814.0 |
|
0.500 |
2,803.5 |
|
0.382 |
2,793.0 |
|
LOW |
2,759.0 |
|
0.618 |
2,704.0 |
|
1.000 |
2,670.0 |
|
1.618 |
2,615.0 |
|
2.618 |
2,526.0 |
|
4.250 |
2,380.8 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,803.5 |
2,812.5 |
| PP |
2,794.3 |
2,800.3 |
| S1 |
2,785.2 |
2,788.2 |
|