| Trading Metrics calculated at close of trading on 11-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,329.00 |
2,322.75 |
-6.25 |
-0.3% |
2,337.25 |
| High |
2,342.75 |
2,334.00 |
-8.75 |
-0.4% |
2,350.00 |
| Low |
2,304.75 |
2,302.00 |
-2.75 |
-0.1% |
2,304.75 |
| Close |
2,318.00 |
2,308.00 |
-10.00 |
-0.4% |
2,318.00 |
| Range |
38.00 |
32.00 |
-6.00 |
-15.8% |
45.25 |
| ATR |
35.16 |
34.94 |
-0.23 |
-0.6% |
0.00 |
| Volume |
231,045 |
224,000 |
-7,045 |
-3.0% |
1,250,885 |
|
| Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,410.75 |
2,391.25 |
2,325.50 |
|
| R3 |
2,378.75 |
2,359.25 |
2,316.75 |
|
| R2 |
2,346.75 |
2,346.75 |
2,313.75 |
|
| R1 |
2,327.25 |
2,327.25 |
2,311.00 |
2,321.00 |
| PP |
2,314.75 |
2,314.75 |
2,314.75 |
2,311.50 |
| S1 |
2,295.25 |
2,295.25 |
2,305.00 |
2,289.00 |
| S2 |
2,282.75 |
2,282.75 |
2,302.25 |
|
| S3 |
2,250.75 |
2,263.25 |
2,299.25 |
|
| S4 |
2,218.75 |
2,231.25 |
2,290.50 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,460.00 |
2,434.25 |
2,343.00 |
|
| R3 |
2,414.75 |
2,389.00 |
2,330.50 |
|
| R2 |
2,369.50 |
2,369.50 |
2,326.25 |
|
| R1 |
2,343.75 |
2,343.75 |
2,322.25 |
2,334.00 |
| PP |
2,324.25 |
2,324.25 |
2,324.25 |
2,319.50 |
| S1 |
2,298.50 |
2,298.50 |
2,313.75 |
2,288.75 |
| S2 |
2,279.00 |
2,279.00 |
2,309.75 |
|
| S3 |
2,233.75 |
2,253.25 |
2,305.50 |
|
| S4 |
2,188.50 |
2,208.00 |
2,293.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,350.00 |
2,302.00 |
48.00 |
2.1% |
32.00 |
1.4% |
13% |
False |
True |
252,265 |
| 10 |
2,358.00 |
2,289.50 |
68.50 |
3.0% |
28.50 |
1.2% |
27% |
False |
False |
228,102 |
| 20 |
2,358.00 |
2,185.75 |
172.25 |
7.5% |
38.25 |
1.7% |
71% |
False |
False |
278,026 |
| 40 |
2,400.00 |
2,185.75 |
214.25 |
9.3% |
37.75 |
1.6% |
57% |
False |
False |
164,495 |
| 60 |
2,400.00 |
2,185.75 |
214.25 |
9.3% |
35.50 |
1.5% |
57% |
False |
False |
109,706 |
| 80 |
2,400.00 |
2,185.75 |
214.25 |
9.3% |
31.50 |
1.4% |
57% |
False |
False |
82,309 |
| 100 |
2,400.00 |
2,094.50 |
305.50 |
13.2% |
25.75 |
1.1% |
70% |
False |
False |
65,848 |
| 120 |
2,400.00 |
2,072.25 |
327.75 |
14.2% |
22.25 |
1.0% |
72% |
False |
False |
54,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,470.00 |
|
2.618 |
2,417.75 |
|
1.618 |
2,385.75 |
|
1.000 |
2,366.00 |
|
0.618 |
2,353.75 |
|
HIGH |
2,334.00 |
|
0.618 |
2,321.75 |
|
0.500 |
2,318.00 |
|
0.382 |
2,314.25 |
|
LOW |
2,302.00 |
|
0.618 |
2,282.25 |
|
1.000 |
2,270.00 |
|
1.618 |
2,250.25 |
|
2.618 |
2,218.25 |
|
4.250 |
2,166.00 |
|
|
| Fisher Pivots for day following 11-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,318.00 |
2,323.00 |
| PP |
2,314.75 |
2,318.00 |
| S1 |
2,311.25 |
2,313.00 |
|