| Trading Metrics calculated at close of trading on 12-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,322.75 |
2,309.50 |
-13.25 |
-0.6% |
2,337.25 |
| High |
2,334.00 |
2,310.00 |
-24.00 |
-1.0% |
2,350.00 |
| Low |
2,302.00 |
2,285.00 |
-17.00 |
-0.7% |
2,304.75 |
| Close |
2,308.00 |
2,293.00 |
-15.00 |
-0.6% |
2,318.00 |
| Range |
32.00 |
25.00 |
-7.00 |
-21.9% |
45.25 |
| ATR |
34.94 |
34.23 |
-0.71 |
-2.0% |
0.00 |
| Volume |
224,000 |
288,991 |
64,991 |
29.0% |
1,250,885 |
|
| Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,371.00 |
2,357.00 |
2,306.75 |
|
| R3 |
2,346.00 |
2,332.00 |
2,300.00 |
|
| R2 |
2,321.00 |
2,321.00 |
2,297.50 |
|
| R1 |
2,307.00 |
2,307.00 |
2,295.25 |
2,301.50 |
| PP |
2,296.00 |
2,296.00 |
2,296.00 |
2,293.25 |
| S1 |
2,282.00 |
2,282.00 |
2,290.75 |
2,276.50 |
| S2 |
2,271.00 |
2,271.00 |
2,288.50 |
|
| S3 |
2,246.00 |
2,257.00 |
2,286.00 |
|
| S4 |
2,221.00 |
2,232.00 |
2,279.25 |
|
|
| 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 |
2,285.00 |
65.00 |
2.8% |
32.25 |
1.4% |
12% |
False |
True |
260,810 |
| 10 |
2,358.00 |
2,285.00 |
73.00 |
3.2% |
27.50 |
1.2% |
11% |
False |
True |
234,897 |
| 20 |
2,358.00 |
2,185.75 |
172.25 |
7.5% |
35.50 |
1.5% |
62% |
False |
False |
270,933 |
| 40 |
2,400.00 |
2,185.75 |
214.25 |
9.3% |
38.25 |
1.7% |
50% |
False |
False |
171,693 |
| 60 |
2,400.00 |
2,185.75 |
214.25 |
9.3% |
35.50 |
1.6% |
50% |
False |
False |
114,520 |
| 80 |
2,400.00 |
2,185.75 |
214.25 |
9.3% |
31.75 |
1.4% |
50% |
False |
False |
85,921 |
| 100 |
2,400.00 |
2,114.00 |
286.00 |
12.5% |
26.00 |
1.1% |
63% |
False |
False |
68,737 |
| 120 |
2,400.00 |
2,072.25 |
327.75 |
14.3% |
22.50 |
1.0% |
67% |
False |
False |
57,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,416.25 |
|
2.618 |
2,375.50 |
|
1.618 |
2,350.50 |
|
1.000 |
2,335.00 |
|
0.618 |
2,325.50 |
|
HIGH |
2,310.00 |
|
0.618 |
2,300.50 |
|
0.500 |
2,297.50 |
|
0.382 |
2,294.50 |
|
LOW |
2,285.00 |
|
0.618 |
2,269.50 |
|
1.000 |
2,260.00 |
|
1.618 |
2,244.50 |
|
2.618 |
2,219.50 |
|
4.250 |
2,178.75 |
|
|
| Fisher Pivots for day following 12-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,297.50 |
2,314.00 |
| PP |
2,296.00 |
2,307.00 |
| S1 |
2,294.50 |
2,300.00 |
|