| Trading Metrics calculated at close of trading on 21-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,814.0 |
2,869.0 |
55.0 |
2.0% |
2,902.0 |
| High |
2,857.0 |
2,881.0 |
24.0 |
0.8% |
2,909.0 |
| Low |
2,811.0 |
2,857.0 |
46.0 |
1.6% |
2,826.0 |
| Close |
2,845.0 |
2,869.0 |
24.0 |
0.8% |
2,844.0 |
| Range |
46.0 |
24.0 |
-22.0 |
-47.8% |
83.0 |
| ATR |
47.2 |
46.4 |
-0.8 |
-1.7% |
0.0 |
| Volume |
1,408,448 |
830,257 |
-578,191 |
-41.1% |
4,608,602 |
|
| Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,941.0 |
2,929.0 |
2,882.2 |
|
| R3 |
2,917.0 |
2,905.0 |
2,875.6 |
|
| R2 |
2,893.0 |
2,893.0 |
2,873.4 |
|
| R1 |
2,881.0 |
2,881.0 |
2,871.2 |
2,881.0 |
| PP |
2,869.0 |
2,869.0 |
2,869.0 |
2,869.0 |
| S1 |
2,857.0 |
2,857.0 |
2,866.8 |
2,857.0 |
| S2 |
2,845.0 |
2,845.0 |
2,864.6 |
|
| S3 |
2,821.0 |
2,833.0 |
2,862.4 |
|
| S4 |
2,797.0 |
2,809.0 |
2,855.8 |
|
|
| 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 |
2,881.0 |
2,759.0 |
122.0 |
4.3% |
42.2 |
1.5% |
90% |
True |
False |
631,763 |
| 10 |
2,917.0 |
2,759.0 |
158.0 |
5.5% |
37.9 |
1.3% |
70% |
False |
False |
873,883 |
| 20 |
2,918.0 |
2,759.0 |
159.0 |
5.5% |
35.8 |
1.2% |
69% |
False |
False |
927,147 |
| 40 |
2,961.0 |
2,590.0 |
371.0 |
12.9% |
47.1 |
1.6% |
75% |
False |
False |
792,614 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.2% |
44.9 |
1.6% |
68% |
False |
False |
529,426 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.2% |
44.7 |
1.6% |
68% |
False |
False |
397,374 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.2% |
42.8 |
1.5% |
68% |
False |
False |
319,094 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.2% |
42.4 |
1.5% |
70% |
False |
False |
266,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,983.0 |
|
2.618 |
2,943.8 |
|
1.618 |
2,919.8 |
|
1.000 |
2,905.0 |
|
0.618 |
2,895.8 |
|
HIGH |
2,881.0 |
|
0.618 |
2,871.8 |
|
0.500 |
2,869.0 |
|
0.382 |
2,866.2 |
|
LOW |
2,857.0 |
|
0.618 |
2,842.2 |
|
1.000 |
2,833.0 |
|
1.618 |
2,818.2 |
|
2.618 |
2,794.2 |
|
4.250 |
2,755.0 |
|
|
| Fisher Pivots for day following 21-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,869.0 |
2,855.7 |
| PP |
2,869.0 |
2,842.3 |
| S1 |
2,869.0 |
2,829.0 |
|