| Trading Metrics calculated at close of trading on 28-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,892.0 |
2,940.0 |
48.0 |
1.7% |
2,847.0 |
| High |
2,938.0 |
2,950.0 |
12.0 |
0.4% |
2,881.0 |
| Low |
2,883.0 |
2,921.0 |
38.0 |
1.3% |
2,759.0 |
| Close |
2,912.0 |
2,941.0 |
29.0 |
1.0% |
2,869.0 |
| Range |
55.0 |
29.0 |
-26.0 |
-47.3% |
122.0 |
| ATR |
46.5 |
45.9 |
-0.6 |
-1.3% |
0.0 |
| Volume |
916,722 |
986,337 |
69,615 |
7.6% |
3,158,815 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,024.3 |
3,011.7 |
2,957.0 |
|
| R3 |
2,995.3 |
2,982.7 |
2,949.0 |
|
| R2 |
2,966.3 |
2,966.3 |
2,946.3 |
|
| R1 |
2,953.7 |
2,953.7 |
2,943.7 |
2,960.0 |
| PP |
2,937.3 |
2,937.3 |
2,937.3 |
2,940.5 |
| S1 |
2,924.7 |
2,924.7 |
2,938.3 |
2,931.0 |
| S2 |
2,908.3 |
2,908.3 |
2,935.7 |
|
| S3 |
2,879.3 |
2,895.7 |
2,933.0 |
|
| S4 |
2,850.3 |
2,866.7 |
2,925.1 |
|
|
| 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 |
2,950.0 |
2,811.0 |
139.0 |
4.7% |
38.6 |
1.3% |
94% |
True |
False |
949,392 |
| 10 |
2,950.0 |
2,759.0 |
191.0 |
6.5% |
41.0 |
1.4% |
95% |
True |
False |
812,646 |
| 20 |
2,950.0 |
2,759.0 |
191.0 |
6.5% |
37.4 |
1.3% |
95% |
True |
False |
928,216 |
| 40 |
2,950.0 |
2,590.0 |
360.0 |
12.2% |
45.7 |
1.6% |
98% |
True |
False |
854,353 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
13.9% |
43.9 |
1.5% |
86% |
False |
False |
571,096 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
13.9% |
44.6 |
1.5% |
86% |
False |
False |
428,710 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
13.9% |
42.1 |
1.4% |
86% |
False |
False |
344,122 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
14.9% |
42.5 |
1.4% |
87% |
False |
False |
286,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,073.3 |
|
2.618 |
3,025.9 |
|
1.618 |
2,996.9 |
|
1.000 |
2,979.0 |
|
0.618 |
2,967.9 |
|
HIGH |
2,950.0 |
|
0.618 |
2,938.9 |
|
0.500 |
2,935.5 |
|
0.382 |
2,932.1 |
|
LOW |
2,921.0 |
|
0.618 |
2,903.1 |
|
1.000 |
2,892.0 |
|
1.618 |
2,874.1 |
|
2.618 |
2,845.1 |
|
4.250 |
2,797.8 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,939.2 |
2,928.5 |
| PP |
2,937.3 |
2,916.0 |
| S1 |
2,935.5 |
2,903.5 |
|