| Trading Metrics calculated at close of trading on 26-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,373.00 |
2,377.25 |
4.25 |
0.2% |
2,308.00 |
| High |
2,382.25 |
2,402.00 |
19.75 |
0.8% |
2,382.75 |
| Low |
2,371.75 |
2,372.75 |
1.00 |
0.0% |
2,250.25 |
| Close |
2,377.50 |
2,384.75 |
7.25 |
0.3% |
2,375.50 |
| Range |
10.50 |
29.25 |
18.75 |
178.6% |
132.50 |
| ATR |
33.72 |
33.41 |
-0.32 |
-0.9% |
0.00 |
| Volume |
242,215 |
226,453 |
-15,762 |
-6.5% |
1,152,497 |
|
| Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,474.25 |
2,458.75 |
2,400.75 |
|
| R3 |
2,445.00 |
2,429.50 |
2,392.75 |
|
| R2 |
2,415.75 |
2,415.75 |
2,390.00 |
|
| R1 |
2,400.25 |
2,400.25 |
2,387.50 |
2,408.00 |
| PP |
2,386.50 |
2,386.50 |
2,386.50 |
2,390.50 |
| S1 |
2,371.00 |
2,371.00 |
2,382.00 |
2,378.75 |
| S2 |
2,357.25 |
2,357.25 |
2,379.50 |
|
| S3 |
2,328.00 |
2,341.75 |
2,376.75 |
|
| S4 |
2,298.75 |
2,312.50 |
2,368.75 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,733.75 |
2,687.00 |
2,448.50 |
|
| R3 |
2,601.25 |
2,554.50 |
2,412.00 |
|
| R2 |
2,468.75 |
2,468.75 |
2,399.75 |
|
| R1 |
2,422.00 |
2,422.00 |
2,387.75 |
2,445.50 |
| PP |
2,336.25 |
2,336.25 |
2,336.25 |
2,347.75 |
| S1 |
2,289.50 |
2,289.50 |
2,363.25 |
2,313.00 |
| S2 |
2,203.75 |
2,203.75 |
2,351.25 |
|
| S3 |
2,071.25 |
2,157.00 |
2,339.00 |
|
| S4 |
1,938.75 |
2,024.50 |
2,302.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,402.00 |
2,277.75 |
124.25 |
5.2% |
31.50 |
1.3% |
86% |
True |
False |
249,026 |
| 10 |
2,402.00 |
2,250.25 |
151.75 |
6.4% |
32.00 |
1.3% |
89% |
True |
False |
272,351 |
| 20 |
2,402.00 |
2,250.25 |
151.75 |
6.4% |
30.25 |
1.3% |
89% |
True |
False |
250,227 |
| 40 |
2,402.00 |
2,185.75 |
216.25 |
9.1% |
38.00 |
1.6% |
92% |
True |
False |
232,486 |
| 60 |
2,402.00 |
2,185.75 |
216.25 |
9.1% |
35.00 |
1.5% |
92% |
True |
False |
155,077 |
| 80 |
2,402.00 |
2,185.75 |
216.25 |
9.1% |
33.75 |
1.4% |
92% |
True |
False |
116,346 |
| 100 |
2,402.00 |
2,172.75 |
229.25 |
9.6% |
29.00 |
1.2% |
92% |
True |
False |
93,083 |
| 120 |
2,402.00 |
2,092.50 |
309.50 |
13.0% |
24.75 |
1.0% |
94% |
True |
False |
77,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,526.25 |
|
2.618 |
2,478.50 |
|
1.618 |
2,449.25 |
|
1.000 |
2,431.25 |
|
0.618 |
2,420.00 |
|
HIGH |
2,402.00 |
|
0.618 |
2,390.75 |
|
0.500 |
2,387.50 |
|
0.382 |
2,384.00 |
|
LOW |
2,372.75 |
|
0.618 |
2,354.75 |
|
1.000 |
2,343.50 |
|
1.618 |
2,325.50 |
|
2.618 |
2,296.25 |
|
4.250 |
2,248.50 |
|
|
| Fisher Pivots for day following 26-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,387.50 |
2,382.75 |
| PP |
2,386.50 |
2,381.00 |
| S1 |
2,385.50 |
2,379.00 |
|