| Trading Metrics calculated at close of trading on 06-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,341.00 |
2,324.00 |
-17.00 |
-0.7% |
2,316.25 |
| High |
2,343.00 |
2,350.00 |
7.00 |
0.3% |
2,358.00 |
| Low |
2,318.25 |
2,316.75 |
-1.50 |
-0.1% |
2,289.50 |
| Close |
2,323.25 |
2,325.50 |
2.25 |
0.1% |
2,338.50 |
| Range |
24.75 |
33.25 |
8.50 |
34.3% |
68.50 |
| ATR |
35.28 |
35.13 |
-0.14 |
-0.4% |
0.00 |
| Volume |
246,266 |
260,050 |
13,784 |
5.6% |
1,011,949 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,430.50 |
2,411.25 |
2,343.75 |
|
| R3 |
2,397.25 |
2,378.00 |
2,334.75 |
|
| R2 |
2,364.00 |
2,364.00 |
2,331.50 |
|
| R1 |
2,344.75 |
2,344.75 |
2,328.50 |
2,354.50 |
| PP |
2,330.75 |
2,330.75 |
2,330.75 |
2,335.50 |
| S1 |
2,311.50 |
2,311.50 |
2,322.50 |
2,321.00 |
| S2 |
2,297.50 |
2,297.50 |
2,319.50 |
|
| S3 |
2,264.25 |
2,278.25 |
2,316.25 |
|
| S4 |
2,231.00 |
2,245.00 |
2,307.25 |
|
|
| 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 |
2,316.75 |
41.25 |
1.8% |
25.00 |
1.1% |
21% |
False |
True |
224,670 |
| 10 |
2,358.00 |
2,262.25 |
95.75 |
4.1% |
30.00 |
1.3% |
66% |
False |
False |
227,818 |
| 20 |
2,358.00 |
2,185.75 |
172.25 |
7.4% |
38.75 |
1.7% |
81% |
False |
False |
288,309 |
| 40 |
2,400.00 |
2,185.75 |
214.25 |
9.2% |
37.00 |
1.6% |
65% |
False |
False |
145,631 |
| 60 |
2,400.00 |
2,185.75 |
214.25 |
9.2% |
34.75 |
1.5% |
65% |
False |
False |
97,135 |
| 80 |
2,400.00 |
2,185.75 |
214.25 |
9.2% |
30.50 |
1.3% |
65% |
False |
False |
72,872 |
| 100 |
2,400.00 |
2,092.50 |
307.50 |
13.2% |
25.00 |
1.1% |
76% |
False |
False |
58,297 |
| 120 |
2,400.00 |
2,061.00 |
339.00 |
14.6% |
21.75 |
0.9% |
78% |
False |
False |
48,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,491.25 |
|
2.618 |
2,437.00 |
|
1.618 |
2,403.75 |
|
1.000 |
2,383.25 |
|
0.618 |
2,370.50 |
|
HIGH |
2,350.00 |
|
0.618 |
2,337.25 |
|
0.500 |
2,333.50 |
|
0.382 |
2,329.50 |
|
LOW |
2,316.75 |
|
0.618 |
2,296.25 |
|
1.000 |
2,283.50 |
|
1.618 |
2,263.00 |
|
2.618 |
2,229.75 |
|
4.250 |
2,175.50 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,333.50 |
2,333.50 |
| PP |
2,330.75 |
2,330.75 |
| S1 |
2,328.00 |
2,328.00 |
|