| Trading Metrics calculated at close of trading on 20-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
7,051.0 |
7,136.0 |
85.0 |
1.2% |
7,224.0 |
| High |
7,098.0 |
7,281.5 |
183.5 |
2.6% |
7,245.0 |
| Low |
7,043.5 |
7,128.0 |
84.5 |
1.2% |
7,109.0 |
| Close |
7,049.0 |
7,257.5 |
208.5 |
3.0% |
7,192.0 |
| Range |
54.5 |
153.5 |
99.0 |
181.7% |
136.0 |
| ATR |
101.4 |
110.8 |
9.4 |
9.2% |
0.0 |
| Volume |
106,707 |
150,414 |
43,707 |
41.0% |
536,931 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,682.8 |
7,623.7 |
7,341.9 |
|
| R3 |
7,529.3 |
7,470.2 |
7,299.7 |
|
| R2 |
7,375.8 |
7,375.8 |
7,285.6 |
|
| R1 |
7,316.7 |
7,316.7 |
7,271.6 |
7,346.3 |
| PP |
7,222.3 |
7,222.3 |
7,222.3 |
7,237.1 |
| S1 |
7,163.2 |
7,163.2 |
7,243.4 |
7,192.8 |
| S2 |
7,068.8 |
7,068.8 |
7,229.4 |
|
| S3 |
6,915.3 |
7,009.7 |
7,215.3 |
|
| S4 |
6,761.8 |
6,856.2 |
7,173.1 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,590.0 |
7,527.0 |
7,266.8 |
|
| R3 |
7,454.0 |
7,391.0 |
7,229.4 |
|
| R2 |
7,318.0 |
7,318.0 |
7,216.9 |
|
| R1 |
7,255.0 |
7,255.0 |
7,204.5 |
7,218.5 |
| PP |
7,182.0 |
7,182.0 |
7,182.0 |
7,163.8 |
| S1 |
7,119.0 |
7,119.0 |
7,179.5 |
7,082.5 |
| S2 |
7,046.0 |
7,046.0 |
7,167.1 |
|
| S3 |
6,910.0 |
6,983.0 |
7,154.6 |
|
| S4 |
6,774.0 |
6,847.0 |
7,117.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,281.5 |
7,009.0 |
272.5 |
3.8% |
108.6 |
1.5% |
91% |
True |
False |
80,842 |
| 10 |
7,281.5 |
7,009.0 |
272.5 |
3.8% |
91.8 |
1.3% |
91% |
True |
False |
102,169 |
| 20 |
7,281.5 |
6,805.5 |
476.0 |
6.6% |
88.0 |
1.2% |
95% |
True |
False |
110,931 |
| 40 |
7,383.0 |
6,436.0 |
947.0 |
13.0% |
109.8 |
1.5% |
87% |
False |
False |
83,537 |
| 60 |
7,470.0 |
6,436.0 |
1,034.0 |
14.2% |
97.1 |
1.3% |
79% |
False |
False |
56,036 |
| 80 |
7,470.0 |
6,436.0 |
1,034.0 |
14.2% |
91.6 |
1.3% |
79% |
False |
False |
42,111 |
| 100 |
7,470.0 |
6,436.0 |
1,034.0 |
14.2% |
85.4 |
1.2% |
79% |
False |
False |
34,065 |
| 120 |
7,470.0 |
6,436.0 |
1,034.0 |
14.2% |
84.5 |
1.2% |
79% |
False |
False |
28,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,933.9 |
|
2.618 |
7,683.4 |
|
1.618 |
7,529.9 |
|
1.000 |
7,435.0 |
|
0.618 |
7,376.4 |
|
HIGH |
7,281.5 |
|
0.618 |
7,222.9 |
|
0.500 |
7,204.8 |
|
0.382 |
7,186.6 |
|
LOW |
7,128.0 |
|
0.618 |
7,033.1 |
|
1.000 |
6,974.5 |
|
1.618 |
6,879.6 |
|
2.618 |
6,726.1 |
|
4.250 |
6,475.6 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
7,239.9 |
7,220.1 |
| PP |
7,222.3 |
7,182.7 |
| S1 |
7,204.8 |
7,145.3 |
|