| 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 |
2,337.25 |
2,341.00 |
3.75 |
0.2% |
2,316.25 |
| High |
2,349.75 |
2,343.00 |
-6.75 |
-0.3% |
2,358.00 |
| Low |
2,322.00 |
2,318.25 |
-3.75 |
-0.2% |
2,289.50 |
| Close |
2,340.50 |
2,323.25 |
-17.25 |
-0.7% |
2,338.50 |
| Range |
27.75 |
24.75 |
-3.00 |
-10.8% |
68.50 |
| ATR |
36.09 |
35.28 |
-0.81 |
-2.2% |
0.00 |
| Volume |
213,559 |
246,266 |
32,707 |
15.3% |
1,011,949 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,402.50 |
2,387.50 |
2,336.75 |
|
| R3 |
2,377.75 |
2,362.75 |
2,330.00 |
|
| R2 |
2,353.00 |
2,353.00 |
2,327.75 |
|
| R1 |
2,338.00 |
2,338.00 |
2,325.50 |
2,333.00 |
| PP |
2,328.25 |
2,328.25 |
2,328.25 |
2,325.75 |
| S1 |
2,313.25 |
2,313.25 |
2,321.00 |
2,308.50 |
| S2 |
2,303.50 |
2,303.50 |
2,318.75 |
|
| S3 |
2,278.75 |
2,288.50 |
2,316.50 |
|
| S4 |
2,254.00 |
2,263.75 |
2,309.75 |
|
|
| 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 |
2,318.25 |
39.75 |
1.7% |
22.75 |
1.0% |
13% |
False |
True |
208,985 |
| 10 |
2,358.00 |
2,232.00 |
126.00 |
5.4% |
30.75 |
1.3% |
72% |
False |
False |
229,531 |
| 20 |
2,358.00 |
2,185.75 |
172.25 |
7.4% |
38.50 |
1.7% |
80% |
False |
False |
277,379 |
| 40 |
2,400.00 |
2,185.75 |
214.25 |
9.2% |
36.75 |
1.6% |
64% |
False |
False |
139,130 |
| 60 |
2,400.00 |
2,185.75 |
214.25 |
9.2% |
34.50 |
1.5% |
64% |
False |
False |
92,803 |
| 80 |
2,400.00 |
2,185.75 |
214.25 |
9.2% |
30.25 |
1.3% |
64% |
False |
False |
69,621 |
| 100 |
2,400.00 |
2,092.50 |
307.50 |
13.2% |
25.00 |
1.1% |
75% |
False |
False |
55,697 |
| 120 |
2,400.00 |
2,056.75 |
343.25 |
14.8% |
21.25 |
0.9% |
78% |
False |
False |
46,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,448.25 |
|
2.618 |
2,407.75 |
|
1.618 |
2,383.00 |
|
1.000 |
2,367.75 |
|
0.618 |
2,358.25 |
|
HIGH |
2,343.00 |
|
0.618 |
2,333.50 |
|
0.500 |
2,330.50 |
|
0.382 |
2,327.75 |
|
LOW |
2,318.25 |
|
0.618 |
2,303.00 |
|
1.000 |
2,293.50 |
|
1.618 |
2,278.25 |
|
2.618 |
2,253.50 |
|
4.250 |
2,213.00 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,330.50 |
2,338.00 |
| PP |
2,328.25 |
2,333.25 |
| S1 |
2,325.75 |
2,328.25 |
|