| Trading Metrics calculated at close of trading on 29-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,940.0 |
2,944.0 |
4.0 |
0.1% |
2,860.0 |
| High |
2,950.0 |
2,956.0 |
6.0 |
0.2% |
2,956.0 |
| Low |
2,921.0 |
2,933.0 |
12.0 |
0.4% |
2,857.0 |
| Close |
2,941.0 |
2,947.0 |
6.0 |
0.2% |
2,947.0 |
| Range |
29.0 |
23.0 |
-6.0 |
-20.7% |
99.0 |
| ATR |
45.9 |
44.3 |
-1.6 |
-3.6% |
0.0 |
| Volume |
986,337 |
505,356 |
-480,981 |
-48.8% |
3,013,614 |
|
| Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,014.3 |
3,003.7 |
2,959.7 |
|
| R3 |
2,991.3 |
2,980.7 |
2,953.3 |
|
| R2 |
2,968.3 |
2,968.3 |
2,951.2 |
|
| R1 |
2,957.7 |
2,957.7 |
2,949.1 |
2,963.0 |
| PP |
2,945.3 |
2,945.3 |
2,945.3 |
2,948.0 |
| S1 |
2,934.7 |
2,934.7 |
2,944.9 |
2,940.0 |
| S2 |
2,922.3 |
2,922.3 |
2,942.8 |
|
| S3 |
2,899.3 |
2,911.7 |
2,940.7 |
|
| S4 |
2,876.3 |
2,888.7 |
2,934.4 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,217.0 |
3,181.0 |
3,001.5 |
|
| R3 |
3,118.0 |
3,082.0 |
2,974.2 |
|
| R2 |
3,019.0 |
3,019.0 |
2,965.2 |
|
| R1 |
2,983.0 |
2,983.0 |
2,956.1 |
3,001.0 |
| PP |
2,920.0 |
2,920.0 |
2,920.0 |
2,929.0 |
| S1 |
2,884.0 |
2,884.0 |
2,937.9 |
2,902.0 |
| S2 |
2,821.0 |
2,821.0 |
2,928.9 |
|
| S3 |
2,722.0 |
2,785.0 |
2,919.8 |
|
| S4 |
2,623.0 |
2,686.0 |
2,892.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,956.0 |
2,857.0 |
99.0 |
3.4% |
34.0 |
1.2% |
91% |
True |
False |
768,774 |
| 10 |
2,956.0 |
2,759.0 |
197.0 |
6.7% |
39.7 |
1.3% |
95% |
True |
False |
749,083 |
| 20 |
2,956.0 |
2,759.0 |
197.0 |
6.7% |
37.3 |
1.3% |
95% |
True |
False |
906,917 |
| 40 |
2,956.0 |
2,590.0 |
366.0 |
12.4% |
45.4 |
1.5% |
98% |
True |
False |
866,685 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
13.8% |
43.9 |
1.5% |
88% |
False |
False |
579,459 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
13.8% |
44.1 |
1.5% |
88% |
False |
False |
434,964 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
13.8% |
41.9 |
1.4% |
88% |
False |
False |
349,166 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
14.8% |
42.5 |
1.4% |
88% |
False |
False |
291,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,053.8 |
|
2.618 |
3,016.2 |
|
1.618 |
2,993.2 |
|
1.000 |
2,979.0 |
|
0.618 |
2,970.2 |
|
HIGH |
2,956.0 |
|
0.618 |
2,947.2 |
|
0.500 |
2,944.5 |
|
0.382 |
2,941.8 |
|
LOW |
2,933.0 |
|
0.618 |
2,918.8 |
|
1.000 |
2,910.0 |
|
1.618 |
2,895.8 |
|
2.618 |
2,872.8 |
|
4.250 |
2,835.3 |
|
|
| Fisher Pivots for day following 29-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,946.2 |
2,937.8 |
| PP |
2,945.3 |
2,928.7 |
| S1 |
2,944.5 |
2,919.5 |
|