| Trading Metrics calculated at close of trading on 01-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,334.25 |
2,339.00 |
4.75 |
0.2% |
2,316.25 |
| High |
2,341.50 |
2,358.00 |
16.50 |
0.7% |
2,358.00 |
| Low |
2,327.50 |
2,333.25 |
5.75 |
0.2% |
2,289.50 |
| Close |
2,336.25 |
2,338.50 |
2.25 |
0.1% |
2,338.50 |
| Range |
14.00 |
24.75 |
10.75 |
76.8% |
68.50 |
| ATR |
37.65 |
36.73 |
-0.92 |
-2.4% |
0.00 |
| Volume |
175,992 |
227,485 |
51,493 |
29.3% |
1,011,949 |
|
| Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,417.50 |
2,402.75 |
2,352.00 |
|
| R3 |
2,392.75 |
2,378.00 |
2,345.25 |
|
| R2 |
2,368.00 |
2,368.00 |
2,343.00 |
|
| R1 |
2,353.25 |
2,353.25 |
2,340.75 |
2,348.25 |
| PP |
2,343.25 |
2,343.25 |
2,343.25 |
2,340.75 |
| S1 |
2,328.50 |
2,328.50 |
2,336.25 |
2,323.50 |
| S2 |
2,318.50 |
2,318.50 |
2,334.00 |
|
| S3 |
2,293.75 |
2,303.75 |
2,331.75 |
|
| S4 |
2,269.00 |
2,279.00 |
2,325.00 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,534.25 |
2,504.75 |
2,376.25 |
|
| R3 |
2,465.75 |
2,436.25 |
2,357.25 |
|
| R2 |
2,397.25 |
2,397.25 |
2,351.00 |
|
| R1 |
2,367.75 |
2,367.75 |
2,344.75 |
2,382.50 |
| PP |
2,328.75 |
2,328.75 |
2,328.75 |
2,336.00 |
| S1 |
2,299.25 |
2,299.25 |
2,332.25 |
2,314.00 |
| S2 |
2,260.25 |
2,260.25 |
2,326.00 |
|
| S3 |
2,191.75 |
2,230.75 |
2,319.75 |
|
| S4 |
2,123.25 |
2,162.25 |
2,300.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,358.00 |
2,289.50 |
68.50 |
2.9% |
26.25 |
1.1% |
72% |
True |
False |
202,389 |
| 10 |
2,358.00 |
2,219.00 |
139.00 |
5.9% |
32.25 |
1.4% |
86% |
True |
False |
230,025 |
| 20 |
2,371.75 |
2,185.75 |
186.00 |
8.0% |
41.00 |
1.8% |
82% |
False |
False |
254,879 |
| 40 |
2,400.00 |
2,185.75 |
214.25 |
9.2% |
36.50 |
1.6% |
71% |
False |
False |
127,638 |
| 60 |
2,400.00 |
2,185.75 |
214.25 |
9.2% |
34.25 |
1.5% |
71% |
False |
False |
85,150 |
| 80 |
2,400.00 |
2,175.00 |
225.00 |
9.6% |
30.00 |
1.3% |
73% |
False |
False |
63,873 |
| 100 |
2,400.00 |
2,092.50 |
307.50 |
13.1% |
24.75 |
1.1% |
80% |
False |
False |
51,099 |
| 120 |
2,400.00 |
2,031.75 |
368.25 |
15.7% |
21.00 |
0.9% |
83% |
False |
False |
42,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,463.25 |
|
2.618 |
2,422.75 |
|
1.618 |
2,398.00 |
|
1.000 |
2,382.75 |
|
0.618 |
2,373.25 |
|
HIGH |
2,358.00 |
|
0.618 |
2,348.50 |
|
0.500 |
2,345.50 |
|
0.382 |
2,342.75 |
|
LOW |
2,333.25 |
|
0.618 |
2,318.00 |
|
1.000 |
2,308.50 |
|
1.618 |
2,293.25 |
|
2.618 |
2,268.50 |
|
4.250 |
2,228.00 |
|
|
| Fisher Pivots for day following 01-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,345.50 |
2,339.00 |
| PP |
2,343.25 |
2,339.00 |
| S1 |
2,341.00 |
2,338.75 |
|