| Trading Metrics calculated at close of trading on 07-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,324.00 |
2,325.50 |
1.50 |
0.1% |
2,316.25 |
| High |
2,350.00 |
2,344.25 |
-5.75 |
-0.2% |
2,358.00 |
| Low |
2,316.75 |
2,311.75 |
-5.00 |
-0.2% |
2,289.50 |
| Close |
2,325.50 |
2,329.25 |
3.75 |
0.2% |
2,338.50 |
| Range |
33.25 |
32.50 |
-0.75 |
-2.3% |
68.50 |
| ATR |
35.13 |
34.94 |
-0.19 |
-0.5% |
0.00 |
| Volume |
260,050 |
299,965 |
39,915 |
15.3% |
1,011,949 |
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,426.00 |
2,410.00 |
2,347.00 |
|
| R3 |
2,393.50 |
2,377.50 |
2,338.25 |
|
| R2 |
2,361.00 |
2,361.00 |
2,335.25 |
|
| R1 |
2,345.00 |
2,345.00 |
2,332.25 |
2,353.00 |
| PP |
2,328.50 |
2,328.50 |
2,328.50 |
2,332.50 |
| S1 |
2,312.50 |
2,312.50 |
2,326.25 |
2,320.50 |
| S2 |
2,296.00 |
2,296.00 |
2,323.25 |
|
| S3 |
2,263.50 |
2,280.00 |
2,320.25 |
|
| S4 |
2,231.00 |
2,247.50 |
2,311.50 |
|
|
| 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 |
2,311.75 |
46.25 |
2.0% |
28.50 |
1.2% |
38% |
False |
True |
249,465 |
| 10 |
2,358.00 |
2,289.50 |
68.50 |
2.9% |
28.00 |
1.2% |
58% |
False |
False |
228,877 |
| 20 |
2,358.00 |
2,185.75 |
172.25 |
7.4% |
38.25 |
1.6% |
83% |
False |
False |
292,320 |
| 40 |
2,400.00 |
2,185.75 |
214.25 |
9.2% |
37.50 |
1.6% |
67% |
False |
False |
153,128 |
| 60 |
2,400.00 |
2,185.75 |
214.25 |
9.2% |
35.00 |
1.5% |
67% |
False |
False |
102,128 |
| 80 |
2,400.00 |
2,185.75 |
214.25 |
9.2% |
31.00 |
1.3% |
67% |
False |
False |
76,621 |
| 100 |
2,400.00 |
2,092.50 |
307.50 |
13.2% |
25.25 |
1.1% |
77% |
False |
False |
61,297 |
| 120 |
2,400.00 |
2,062.50 |
337.50 |
14.5% |
21.75 |
0.9% |
79% |
False |
False |
51,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,482.50 |
|
2.618 |
2,429.25 |
|
1.618 |
2,396.75 |
|
1.000 |
2,376.75 |
|
0.618 |
2,364.25 |
|
HIGH |
2,344.25 |
|
0.618 |
2,331.75 |
|
0.500 |
2,328.00 |
|
0.382 |
2,324.25 |
|
LOW |
2,311.75 |
|
0.618 |
2,291.75 |
|
1.000 |
2,279.25 |
|
1.618 |
2,259.25 |
|
2.618 |
2,226.75 |
|
4.250 |
2,173.50 |
|
|
| Fisher Pivots for day following 07-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,328.75 |
2,331.00 |
| PP |
2,328.50 |
2,330.25 |
| S1 |
2,328.00 |
2,329.75 |
|