| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,309.50 |
2,292.25 |
-17.25 |
-0.7% |
2,337.25 |
| High |
2,310.00 |
2,319.50 |
9.50 |
0.4% |
2,350.00 |
| Low |
2,285.00 |
2,291.50 |
6.50 |
0.3% |
2,304.75 |
| Close |
2,293.00 |
2,308.50 |
15.50 |
0.7% |
2,318.00 |
| Range |
25.00 |
28.00 |
3.00 |
12.0% |
45.25 |
| ATR |
34.23 |
33.78 |
-0.44 |
-1.3% |
0.00 |
| Volume |
288,991 |
284,983 |
-4,008 |
-1.4% |
1,250,885 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,390.50 |
2,377.50 |
2,324.00 |
|
| R3 |
2,362.50 |
2,349.50 |
2,316.25 |
|
| R2 |
2,334.50 |
2,334.50 |
2,313.75 |
|
| R1 |
2,321.50 |
2,321.50 |
2,311.00 |
2,328.00 |
| PP |
2,306.50 |
2,306.50 |
2,306.50 |
2,309.75 |
| S1 |
2,293.50 |
2,293.50 |
2,306.00 |
2,300.00 |
| S2 |
2,278.50 |
2,278.50 |
2,303.25 |
|
| S3 |
2,250.50 |
2,265.50 |
2,300.75 |
|
| S4 |
2,222.50 |
2,237.50 |
2,293.00 |
|
|
| 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 |
2,344.25 |
2,285.00 |
59.25 |
2.6% |
31.00 |
1.3% |
40% |
False |
False |
265,796 |
| 10 |
2,358.00 |
2,285.00 |
73.00 |
3.2% |
28.00 |
1.2% |
32% |
False |
False |
245,233 |
| 20 |
2,358.00 |
2,185.75 |
172.25 |
7.5% |
33.25 |
1.4% |
71% |
False |
False |
253,754 |
| 40 |
2,400.00 |
2,185.75 |
214.25 |
9.3% |
38.50 |
1.7% |
57% |
False |
False |
178,815 |
| 60 |
2,400.00 |
2,185.75 |
214.25 |
9.3% |
35.25 |
1.5% |
57% |
False |
False |
119,268 |
| 80 |
2,400.00 |
2,185.75 |
214.25 |
9.3% |
32.00 |
1.4% |
57% |
False |
False |
89,484 |
| 100 |
2,400.00 |
2,114.00 |
286.00 |
12.4% |
26.25 |
1.1% |
68% |
False |
False |
71,587 |
| 120 |
2,400.00 |
2,092.50 |
307.50 |
13.3% |
22.50 |
1.0% |
70% |
False |
False |
59,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,438.50 |
|
2.618 |
2,392.75 |
|
1.618 |
2,364.75 |
|
1.000 |
2,347.50 |
|
0.618 |
2,336.75 |
|
HIGH |
2,319.50 |
|
0.618 |
2,308.75 |
|
0.500 |
2,305.50 |
|
0.382 |
2,302.25 |
|
LOW |
2,291.50 |
|
0.618 |
2,274.25 |
|
1.000 |
2,263.50 |
|
1.618 |
2,246.25 |
|
2.618 |
2,218.25 |
|
4.250 |
2,172.50 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,307.50 |
2,309.50 |
| PP |
2,306.50 |
2,309.25 |
| S1 |
2,305.50 |
2,308.75 |
|