| Trading Metrics calculated at close of trading on 20-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,777.0 |
2,814.0 |
37.0 |
1.3% |
2,902.0 |
| High |
2,802.0 |
2,857.0 |
55.0 |
2.0% |
2,909.0 |
| Low |
2,777.0 |
2,811.0 |
34.0 |
1.2% |
2,826.0 |
| Close |
2,781.0 |
2,845.0 |
64.0 |
2.3% |
2,844.0 |
| Range |
25.0 |
46.0 |
21.0 |
84.0% |
83.0 |
| ATR |
45.0 |
47.2 |
2.2 |
4.9% |
0.0 |
| Volume |
920,110 |
1,408,448 |
488,338 |
53.1% |
4,608,602 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,975.7 |
2,956.3 |
2,870.3 |
|
| R3 |
2,929.7 |
2,910.3 |
2,857.7 |
|
| R2 |
2,883.7 |
2,883.7 |
2,853.4 |
|
| R1 |
2,864.3 |
2,864.3 |
2,849.2 |
2,874.0 |
| PP |
2,837.7 |
2,837.7 |
2,837.7 |
2,842.5 |
| S1 |
2,818.3 |
2,818.3 |
2,840.8 |
2,828.0 |
| S2 |
2,791.7 |
2,791.7 |
2,836.6 |
|
| S3 |
2,745.7 |
2,772.3 |
2,832.4 |
|
| S4 |
2,699.7 |
2,726.3 |
2,819.7 |
|
|
| 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 |
2,866.0 |
2,759.0 |
107.0 |
3.8% |
45.4 |
1.6% |
80% |
False |
False |
729,393 |
| 10 |
2,918.0 |
2,759.0 |
159.0 |
5.6% |
39.0 |
1.4% |
54% |
False |
False |
915,674 |
| 20 |
2,918.0 |
2,759.0 |
159.0 |
5.6% |
38.4 |
1.3% |
54% |
False |
False |
958,795 |
| 40 |
2,961.0 |
2,590.0 |
371.0 |
13.0% |
47.4 |
1.7% |
69% |
False |
False |
771,879 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.3% |
45.3 |
1.6% |
63% |
False |
False |
515,598 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.3% |
44.7 |
1.6% |
63% |
False |
False |
386,997 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.4% |
43.0 |
1.5% |
65% |
False |
False |
310,833 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.4% |
42.5 |
1.5% |
65% |
False |
False |
259,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,052.5 |
|
2.618 |
2,977.4 |
|
1.618 |
2,931.4 |
|
1.000 |
2,903.0 |
|
0.618 |
2,885.4 |
|
HIGH |
2,857.0 |
|
0.618 |
2,839.4 |
|
0.500 |
2,834.0 |
|
0.382 |
2,828.6 |
|
LOW |
2,811.0 |
|
0.618 |
2,782.6 |
|
1.000 |
2,765.0 |
|
1.618 |
2,736.6 |
|
2.618 |
2,690.6 |
|
4.250 |
2,615.5 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,841.3 |
2,832.7 |
| PP |
2,837.7 |
2,820.3 |
| S1 |
2,834.0 |
2,808.0 |
|