| Trading Metrics calculated at close of trading on 19-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,847.0 |
2,777.0 |
-70.0 |
-2.5% |
2,902.0 |
| High |
2,848.0 |
2,802.0 |
-46.0 |
-1.6% |
2,909.0 |
| Low |
2,759.0 |
2,777.0 |
18.0 |
0.7% |
2,826.0 |
| Close |
2,776.0 |
2,781.0 |
5.0 |
0.2% |
2,844.0 |
| Range |
89.0 |
25.0 |
-64.0 |
-71.9% |
83.0 |
| ATR |
46.4 |
45.0 |
-1.5 |
-3.1% |
0.0 |
| Volume |
0 |
920,110 |
920,110 |
|
4,608,602 |
|
| Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,861.7 |
2,846.3 |
2,794.8 |
|
| R3 |
2,836.7 |
2,821.3 |
2,787.9 |
|
| R2 |
2,811.7 |
2,811.7 |
2,785.6 |
|
| R1 |
2,796.3 |
2,796.3 |
2,783.3 |
2,804.0 |
| PP |
2,786.7 |
2,786.7 |
2,786.7 |
2,790.5 |
| S1 |
2,771.3 |
2,771.3 |
2,778.7 |
2,779.0 |
| S2 |
2,761.7 |
2,761.7 |
2,776.4 |
|
| S3 |
2,736.7 |
2,746.3 |
2,774.1 |
|
| S4 |
2,711.7 |
2,721.3 |
2,767.3 |
|
|
| 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% |
43.4 |
1.6% |
17% |
False |
False |
675,900 |
| 10 |
2,918.0 |
2,759.0 |
159.0 |
5.7% |
39.4 |
1.4% |
14% |
False |
False |
897,835 |
| 20 |
2,918.0 |
2,757.0 |
161.0 |
5.8% |
38.0 |
1.4% |
15% |
False |
False |
955,859 |
| 40 |
2,961.0 |
2,590.0 |
371.0 |
13.3% |
47.7 |
1.7% |
51% |
False |
False |
736,932 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.7% |
44.9 |
1.6% |
47% |
False |
False |
492,127 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.7% |
44.3 |
1.6% |
47% |
False |
False |
369,393 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.7% |
43.7 |
1.6% |
50% |
False |
False |
296,762 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.7% |
42.2 |
1.5% |
50% |
False |
False |
247,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,908.3 |
|
2.618 |
2,867.5 |
|
1.618 |
2,842.5 |
|
1.000 |
2,827.0 |
|
0.618 |
2,817.5 |
|
HIGH |
2,802.0 |
|
0.618 |
2,792.5 |
|
0.500 |
2,789.5 |
|
0.382 |
2,786.6 |
|
LOW |
2,777.0 |
|
0.618 |
2,761.6 |
|
1.000 |
2,752.0 |
|
1.618 |
2,736.6 |
|
2.618 |
2,711.6 |
|
4.250 |
2,670.8 |
|
|
| Fisher Pivots for day following 19-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,789.5 |
2,806.5 |
| PP |
2,786.7 |
2,798.0 |
| S1 |
2,783.8 |
2,789.5 |
|