| Trading Metrics calculated at close of trading on 05-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
7,195.5 |
7,213.5 |
18.0 |
0.3% |
6,963.0 |
| High |
7,220.0 |
7,217.0 |
-3.0 |
0.0% |
7,213.5 |
| Low |
7,182.0 |
7,148.0 |
-34.0 |
-0.5% |
6,885.0 |
| Close |
7,199.5 |
7,198.5 |
-1.0 |
0.0% |
7,198.5 |
| Range |
38.0 |
69.0 |
31.0 |
81.6% |
328.5 |
| ATR |
116.1 |
112.7 |
-3.4 |
-2.9% |
0.0 |
| Volume |
85,245 |
106,986 |
21,741 |
25.5% |
595,154 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,394.8 |
7,365.7 |
7,236.5 |
|
| R3 |
7,325.8 |
7,296.7 |
7,217.5 |
|
| R2 |
7,256.8 |
7,256.8 |
7,211.2 |
|
| R1 |
7,227.7 |
7,227.7 |
7,204.8 |
7,207.8 |
| PP |
7,187.8 |
7,187.8 |
7,187.8 |
7,177.9 |
| S1 |
7,158.7 |
7,158.7 |
7,192.2 |
7,138.8 |
| S2 |
7,118.8 |
7,118.8 |
7,185.9 |
|
| S3 |
7,049.8 |
7,089.7 |
7,179.5 |
|
| S4 |
6,980.8 |
7,020.7 |
7,160.6 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,084.5 |
7,970.0 |
7,379.2 |
|
| R3 |
7,756.0 |
7,641.5 |
7,288.8 |
|
| R2 |
7,427.5 |
7,427.5 |
7,258.7 |
|
| R1 |
7,313.0 |
7,313.0 |
7,228.6 |
7,370.3 |
| PP |
7,099.0 |
7,099.0 |
7,099.0 |
7,127.6 |
| S1 |
6,984.5 |
6,984.5 |
7,168.4 |
7,041.8 |
| S2 |
6,770.5 |
6,770.5 |
7,138.3 |
|
| S3 |
6,442.0 |
6,656.0 |
7,108.2 |
|
| S4 |
6,113.5 |
6,327.5 |
7,017.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,220.0 |
7,015.0 |
205.0 |
2.8% |
70.1 |
1.0% |
90% |
False |
False |
107,422 |
| 10 |
7,220.0 |
6,738.5 |
481.5 |
6.7% |
85.6 |
1.2% |
96% |
False |
False |
122,520 |
| 20 |
7,244.0 |
6,436.0 |
808.0 |
11.2% |
112.6 |
1.6% |
94% |
False |
False |
107,180 |
| 40 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
105.6 |
1.5% |
74% |
False |
False |
55,050 |
| 60 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
93.6 |
1.3% |
74% |
False |
False |
36,841 |
| 80 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
85.5 |
1.2% |
74% |
False |
False |
28,036 |
| 100 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
86.3 |
1.2% |
74% |
False |
False |
22,531 |
| 120 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
81.4 |
1.1% |
74% |
False |
False |
18,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,510.3 |
|
2.618 |
7,397.6 |
|
1.618 |
7,328.6 |
|
1.000 |
7,286.0 |
|
0.618 |
7,259.6 |
|
HIGH |
7,217.0 |
|
0.618 |
7,190.6 |
|
0.500 |
7,182.5 |
|
0.382 |
7,174.4 |
|
LOW |
7,148.0 |
|
0.618 |
7,105.4 |
|
1.000 |
7,079.0 |
|
1.618 |
7,036.4 |
|
2.618 |
6,967.4 |
|
4.250 |
6,854.8 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
7,193.2 |
7,184.1 |
| PP |
7,187.8 |
7,169.7 |
| S1 |
7,182.5 |
7,155.3 |
|