| Trading Metrics calculated at close of trading on 19-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,308.00 |
2,289.00 |
-19.00 |
-0.8% |
2,322.75 |
| High |
2,310.00 |
2,317.50 |
7.50 |
0.3% |
2,334.00 |
| Low |
2,250.25 |
2,277.75 |
27.50 |
1.2% |
2,285.00 |
| Close |
2,290.00 |
2,311.00 |
21.00 |
0.9% |
2,309.75 |
| Range |
59.75 |
39.75 |
-20.00 |
-33.5% |
49.00 |
| ATR |
34.45 |
34.83 |
0.38 |
1.1% |
0.00 |
| Volume |
376,034 |
226,895 |
-149,139 |
-39.7% |
1,326,353 |
|
| Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,421.25 |
2,406.00 |
2,332.75 |
|
| R3 |
2,381.50 |
2,366.25 |
2,322.00 |
|
| R2 |
2,341.75 |
2,341.75 |
2,318.25 |
|
| R1 |
2,326.50 |
2,326.50 |
2,314.75 |
2,334.00 |
| PP |
2,302.00 |
2,302.00 |
2,302.00 |
2,306.00 |
| S1 |
2,286.75 |
2,286.75 |
2,307.25 |
2,294.50 |
| S2 |
2,262.25 |
2,262.25 |
2,303.75 |
|
| S3 |
2,222.50 |
2,247.00 |
2,300.00 |
|
| S4 |
2,182.75 |
2,207.25 |
2,289.25 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,456.50 |
2,432.25 |
2,336.75 |
|
| R3 |
2,407.50 |
2,383.25 |
2,323.25 |
|
| R2 |
2,358.50 |
2,358.50 |
2,318.75 |
|
| R1 |
2,334.25 |
2,334.25 |
2,314.25 |
2,322.00 |
| PP |
2,309.50 |
2,309.50 |
2,309.50 |
2,303.50 |
| S1 |
2,285.25 |
2,285.25 |
2,305.25 |
2,273.00 |
| S2 |
2,260.50 |
2,260.50 |
2,300.75 |
|
| S3 |
2,211.50 |
2,236.25 |
2,296.25 |
|
| S4 |
2,162.50 |
2,187.25 |
2,282.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,319.50 |
2,250.25 |
69.25 |
3.0% |
35.25 |
1.5% |
88% |
False |
False |
283,258 |
| 10 |
2,350.00 |
2,250.25 |
99.75 |
4.3% |
33.75 |
1.5% |
61% |
False |
False |
272,034 |
| 20 |
2,358.00 |
2,232.00 |
126.00 |
5.5% |
32.25 |
1.4% |
63% |
False |
False |
250,783 |
| 40 |
2,376.50 |
2,185.75 |
190.75 |
8.3% |
39.00 |
1.7% |
66% |
False |
False |
207,083 |
| 60 |
2,400.00 |
2,185.75 |
214.25 |
9.3% |
35.25 |
1.5% |
58% |
False |
False |
138,116 |
| 80 |
2,400.00 |
2,185.75 |
214.25 |
9.3% |
33.00 |
1.4% |
58% |
False |
False |
103,619 |
| 100 |
2,400.00 |
2,118.75 |
281.25 |
12.2% |
27.75 |
1.2% |
68% |
False |
False |
82,900 |
| 120 |
2,400.00 |
2,092.50 |
307.50 |
13.3% |
23.75 |
1.0% |
71% |
False |
False |
69,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,486.50 |
|
2.618 |
2,421.50 |
|
1.618 |
2,381.75 |
|
1.000 |
2,357.25 |
|
0.618 |
2,342.00 |
|
HIGH |
2,317.50 |
|
0.618 |
2,302.25 |
|
0.500 |
2,297.50 |
|
0.382 |
2,293.00 |
|
LOW |
2,277.75 |
|
0.618 |
2,253.25 |
|
1.000 |
2,238.00 |
|
1.618 |
2,213.50 |
|
2.618 |
2,173.75 |
|
4.250 |
2,108.75 |
|
|
| Fisher Pivots for day following 19-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,306.50 |
2,302.00 |
| PP |
2,302.00 |
2,293.00 |
| S1 |
2,297.50 |
2,284.00 |
|