| Trading Metrics calculated at close of trading on 26-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,869.0 |
2,860.0 |
-9.0 |
-0.3% |
2,847.0 |
| High |
2,881.0 |
2,896.0 |
15.0 |
0.5% |
2,881.0 |
| Low |
2,857.0 |
2,857.0 |
0.0 |
0.0% |
2,759.0 |
| Close |
2,869.0 |
2,888.0 |
19.0 |
0.7% |
2,869.0 |
| Range |
24.0 |
39.0 |
15.0 |
62.5% |
122.0 |
| ATR |
46.4 |
45.9 |
-0.5 |
-1.1% |
0.0 |
| Volume |
830,257 |
605,199 |
-225,058 |
-27.1% |
3,158,815 |
|
| Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,997.3 |
2,981.7 |
2,909.5 |
|
| R3 |
2,958.3 |
2,942.7 |
2,898.7 |
|
| R2 |
2,919.3 |
2,919.3 |
2,895.2 |
|
| R1 |
2,903.7 |
2,903.7 |
2,891.6 |
2,911.5 |
| PP |
2,880.3 |
2,880.3 |
2,880.3 |
2,884.3 |
| S1 |
2,864.7 |
2,864.7 |
2,884.4 |
2,872.5 |
| S2 |
2,841.3 |
2,841.3 |
2,880.9 |
|
| S3 |
2,802.3 |
2,825.7 |
2,877.3 |
|
| S4 |
2,763.3 |
2,786.7 |
2,866.6 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,202.3 |
3,157.7 |
2,936.1 |
|
| R3 |
3,080.3 |
3,035.7 |
2,902.6 |
|
| R2 |
2,958.3 |
2,958.3 |
2,891.4 |
|
| R1 |
2,913.7 |
2,913.7 |
2,880.2 |
2,936.0 |
| PP |
2,836.3 |
2,836.3 |
2,836.3 |
2,847.5 |
| S1 |
2,791.7 |
2,791.7 |
2,857.8 |
2,814.0 |
| S2 |
2,714.3 |
2,714.3 |
2,846.6 |
|
| S3 |
2,592.3 |
2,669.7 |
2,835.5 |
|
| S4 |
2,470.3 |
2,547.7 |
2,801.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,896.0 |
2,759.0 |
137.0 |
4.7% |
44.6 |
1.5% |
94% |
True |
False |
752,802 |
| 10 |
2,909.0 |
2,759.0 |
150.0 |
5.2% |
38.9 |
1.3% |
86% |
False |
False |
837,261 |
| 20 |
2,918.0 |
2,759.0 |
159.0 |
5.5% |
36.5 |
1.3% |
81% |
False |
False |
917,022 |
| 40 |
2,961.0 |
2,590.0 |
371.0 |
12.8% |
47.2 |
1.6% |
80% |
False |
False |
807,310 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.1% |
44.3 |
1.5% |
73% |
False |
False |
539,494 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.1% |
44.5 |
1.5% |
73% |
False |
False |
404,926 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.1% |
42.5 |
1.5% |
73% |
False |
False |
325,127 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.1% |
42.3 |
1.5% |
75% |
False |
False |
271,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,061.8 |
|
2.618 |
2,998.1 |
|
1.618 |
2,959.1 |
|
1.000 |
2,935.0 |
|
0.618 |
2,920.1 |
|
HIGH |
2,896.0 |
|
0.618 |
2,881.1 |
|
0.500 |
2,876.5 |
|
0.382 |
2,871.9 |
|
LOW |
2,857.0 |
|
0.618 |
2,832.9 |
|
1.000 |
2,818.0 |
|
1.618 |
2,793.9 |
|
2.618 |
2,754.9 |
|
4.250 |
2,691.3 |
|
|
| Fisher Pivots for day following 26-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,884.2 |
2,876.5 |
| PP |
2,880.3 |
2,865.0 |
| S1 |
2,876.5 |
2,853.5 |
|