| Trading Metrics calculated at close of trading on 21-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,313.75 |
2,356.00 |
42.25 |
1.8% |
2,322.75 |
| High |
2,363.75 |
2,382.75 |
19.00 |
0.8% |
2,334.00 |
| Low |
2,313.00 |
2,356.00 |
43.00 |
1.9% |
2,285.00 |
| Close |
2,355.00 |
2,375.50 |
20.50 |
0.9% |
2,309.75 |
| Range |
50.75 |
26.75 |
-24.00 |
-47.3% |
49.00 |
| ATR |
36.11 |
35.51 |
-0.60 |
-1.7% |
0.00 |
| Volume |
307,353 |
242,215 |
-65,138 |
-21.2% |
1,326,353 |
|
| Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,451.75 |
2,440.25 |
2,390.25 |
|
| R3 |
2,425.00 |
2,413.50 |
2,382.75 |
|
| R2 |
2,398.25 |
2,398.25 |
2,380.50 |
|
| R1 |
2,386.75 |
2,386.75 |
2,378.00 |
2,392.50 |
| PP |
2,371.50 |
2,371.50 |
2,371.50 |
2,374.25 |
| S1 |
2,360.00 |
2,360.00 |
2,373.00 |
2,365.75 |
| S2 |
2,344.75 |
2,344.75 |
2,370.50 |
|
| S3 |
2,318.00 |
2,333.25 |
2,368.25 |
|
| S4 |
2,291.25 |
2,306.50 |
2,360.75 |
|
|
| 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 |
2,382.75 |
2,250.25 |
132.50 |
5.6% |
40.25 |
1.7% |
95% |
True |
False |
277,898 |
| 10 |
2,382.75 |
2,250.25 |
132.50 |
5.6% |
35.00 |
1.5% |
95% |
True |
False |
270,989 |
| 20 |
2,382.75 |
2,250.25 |
132.50 |
5.6% |
31.50 |
1.3% |
95% |
True |
False |
249,933 |
| 40 |
2,382.75 |
2,185.75 |
197.00 |
8.3% |
38.75 |
1.6% |
96% |
True |
False |
220,784 |
| 60 |
2,400.00 |
2,185.75 |
214.25 |
9.0% |
35.75 |
1.5% |
89% |
False |
False |
147,273 |
| 80 |
2,400.00 |
2,185.75 |
214.25 |
9.0% |
33.50 |
1.4% |
89% |
False |
False |
110,488 |
| 100 |
2,400.00 |
2,118.75 |
281.25 |
11.8% |
28.50 |
1.2% |
91% |
False |
False |
88,396 |
| 120 |
2,400.00 |
2,092.50 |
307.50 |
12.9% |
24.50 |
1.0% |
92% |
False |
False |
73,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,496.50 |
|
2.618 |
2,452.75 |
|
1.618 |
2,426.00 |
|
1.000 |
2,409.50 |
|
0.618 |
2,399.25 |
|
HIGH |
2,382.75 |
|
0.618 |
2,372.50 |
|
0.500 |
2,369.50 |
|
0.382 |
2,366.25 |
|
LOW |
2,356.00 |
|
0.618 |
2,339.50 |
|
1.000 |
2,329.25 |
|
1.618 |
2,312.75 |
|
2.618 |
2,286.00 |
|
4.250 |
2,242.25 |
|
|
| Fisher Pivots for day following 21-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,373.50 |
2,360.50 |
| PP |
2,371.50 |
2,345.25 |
| S1 |
2,369.50 |
2,330.25 |
|