| Trading Metrics calculated at close of trading on 11-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
5,998.0 |
6,013.5 |
15.5 |
0.3% |
5,963.0 |
| High |
6,026.0 |
6,029.5 |
3.5 |
0.1% |
6,026.0 |
| Low |
5,972.5 |
5,988.5 |
16.0 |
0.3% |
5,944.0 |
| Close |
5,998.5 |
6,011.0 |
12.5 |
0.2% |
5,998.5 |
| Range |
53.5 |
41.0 |
-12.5 |
-23.4% |
82.0 |
| ATR |
73.0 |
70.7 |
-2.3 |
-3.1% |
0.0 |
| Volume |
66,163 |
67,617 |
1,454 |
2.2% |
384,962 |
|
| Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,132.5 |
6,113.0 |
6,033.5 |
|
| R3 |
6,091.5 |
6,072.0 |
6,022.5 |
|
| R2 |
6,050.5 |
6,050.5 |
6,018.5 |
|
| R1 |
6,031.0 |
6,031.0 |
6,015.0 |
6,020.0 |
| PP |
6,009.5 |
6,009.5 |
6,009.5 |
6,004.5 |
| S1 |
5,990.0 |
5,990.0 |
6,007.0 |
5,979.0 |
| S2 |
5,968.5 |
5,968.5 |
6,003.5 |
|
| S3 |
5,927.5 |
5,949.0 |
5,999.5 |
|
| S4 |
5,886.5 |
5,908.0 |
5,988.5 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,235.5 |
6,199.0 |
6,043.5 |
|
| R3 |
6,153.5 |
6,117.0 |
6,021.0 |
|
| R2 |
6,071.5 |
6,071.5 |
6,013.5 |
|
| R1 |
6,035.0 |
6,035.0 |
6,006.0 |
6,053.0 |
| PP |
5,989.5 |
5,989.5 |
5,989.5 |
5,998.5 |
| S1 |
5,953.0 |
5,953.0 |
5,991.0 |
5,971.0 |
| S2 |
5,907.5 |
5,907.5 |
5,983.5 |
|
| S3 |
5,825.5 |
5,871.0 |
5,976.0 |
|
| S4 |
5,743.5 |
5,789.0 |
5,953.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,029.5 |
5,946.0 |
83.5 |
1.4% |
48.0 |
0.8% |
78% |
True |
False |
75,000 |
| 10 |
6,029.5 |
5,833.5 |
196.0 |
3.3% |
56.5 |
0.9% |
91% |
True |
False |
79,812 |
| 20 |
6,029.5 |
5,458.5 |
571.0 |
9.5% |
80.0 |
1.3% |
97% |
True |
False |
97,877 |
| 40 |
6,042.0 |
5,458.5 |
583.5 |
9.7% |
78.5 |
1.3% |
95% |
False |
False |
59,888 |
| 60 |
6,042.0 |
5,458.5 |
583.5 |
9.7% |
64.0 |
1.1% |
95% |
False |
False |
39,955 |
| 80 |
6,042.0 |
5,458.5 |
583.5 |
9.7% |
51.5 |
0.9% |
95% |
False |
False |
29,974 |
| 100 |
6,042.0 |
5,458.5 |
583.5 |
9.7% |
46.0 |
0.8% |
95% |
False |
False |
23,990 |
| 120 |
6,042.0 |
5,458.5 |
583.5 |
9.7% |
40.0 |
0.7% |
95% |
False |
False |
19,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,204.0 |
|
2.618 |
6,137.0 |
|
1.618 |
6,096.0 |
|
1.000 |
6,070.5 |
|
0.618 |
6,055.0 |
|
HIGH |
6,029.5 |
|
0.618 |
6,014.0 |
|
0.500 |
6,009.0 |
|
0.382 |
6,004.0 |
|
LOW |
5,988.5 |
|
0.618 |
5,963.0 |
|
1.000 |
5,947.5 |
|
1.618 |
5,922.0 |
|
2.618 |
5,881.0 |
|
4.250 |
5,814.0 |
|
|
| Fisher Pivots for day following 11-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,010.5 |
6,005.5 |
| PP |
6,009.5 |
6,000.0 |
| S1 |
6,009.0 |
5,994.5 |
|