| Trading Metrics calculated at close of trading on 04-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,339.00 |
2,337.25 |
-1.75 |
-0.1% |
2,316.25 |
| High |
2,358.00 |
2,349.75 |
-8.25 |
-0.3% |
2,358.00 |
| Low |
2,333.25 |
2,322.00 |
-11.25 |
-0.5% |
2,289.50 |
| Close |
2,338.50 |
2,340.50 |
2.00 |
0.1% |
2,338.50 |
| Range |
24.75 |
27.75 |
3.00 |
12.1% |
68.50 |
| ATR |
36.73 |
36.09 |
-0.64 |
-1.7% |
0.00 |
| Volume |
227,485 |
213,559 |
-13,926 |
-6.1% |
1,011,949 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,420.75 |
2,408.25 |
2,355.75 |
|
| R3 |
2,393.00 |
2,380.50 |
2,348.25 |
|
| R2 |
2,365.25 |
2,365.25 |
2,345.50 |
|
| R1 |
2,352.75 |
2,352.75 |
2,343.00 |
2,359.00 |
| PP |
2,337.50 |
2,337.50 |
2,337.50 |
2,340.50 |
| S1 |
2,325.00 |
2,325.00 |
2,338.00 |
2,331.25 |
| S2 |
2,309.75 |
2,309.75 |
2,335.50 |
|
| S3 |
2,282.00 |
2,297.25 |
2,332.75 |
|
| S4 |
2,254.25 |
2,269.50 |
2,325.25 |
|
|
| 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% |
25.00 |
1.1% |
74% |
False |
False |
203,940 |
| 10 |
2,358.00 |
2,232.00 |
126.00 |
5.4% |
29.75 |
1.3% |
86% |
False |
False |
226,332 |
| 20 |
2,358.00 |
2,185.75 |
172.25 |
7.4% |
39.00 |
1.7% |
90% |
False |
False |
265,368 |
| 40 |
2,400.00 |
2,185.75 |
214.25 |
9.2% |
36.75 |
1.6% |
72% |
False |
False |
132,976 |
| 60 |
2,400.00 |
2,185.75 |
214.25 |
9.2% |
34.75 |
1.5% |
72% |
False |
False |
88,699 |
| 80 |
2,400.00 |
2,185.75 |
214.25 |
9.2% |
30.00 |
1.3% |
72% |
False |
False |
66,543 |
| 100 |
2,400.00 |
2,092.50 |
307.50 |
13.1% |
24.75 |
1.1% |
81% |
False |
False |
53,234 |
| 120 |
2,400.00 |
2,041.00 |
359.00 |
15.3% |
21.25 |
0.9% |
83% |
False |
False |
44,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,467.75 |
|
2.618 |
2,422.50 |
|
1.618 |
2,394.75 |
|
1.000 |
2,377.50 |
|
0.618 |
2,367.00 |
|
HIGH |
2,349.75 |
|
0.618 |
2,339.25 |
|
0.500 |
2,336.00 |
|
0.382 |
2,332.50 |
|
LOW |
2,322.00 |
|
0.618 |
2,304.75 |
|
1.000 |
2,294.25 |
|
1.618 |
2,277.00 |
|
2.618 |
2,249.25 |
|
4.250 |
2,204.00 |
|
|
| Fisher Pivots for day following 04-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,339.00 |
2,340.25 |
| PP |
2,337.50 |
2,340.25 |
| S1 |
2,336.00 |
2,340.00 |
|