| Trading Metrics calculated at close of trading on 20-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,785.0 |
2,800.0 |
15.0 |
0.5% |
2,905.0 |
| High |
2,796.0 |
2,855.0 |
59.0 |
2.1% |
2,907.0 |
| Low |
2,779.0 |
2,800.0 |
21.0 |
0.8% |
2,826.0 |
| Close |
2,779.0 |
2,843.0 |
64.0 |
2.3% |
2,844.0 |
| Range |
17.0 |
55.0 |
38.0 |
223.5% |
81.0 |
| ATR |
41.8 |
44.2 |
2.4 |
5.9% |
0.0 |
| Volume |
347 |
4,505 |
4,158 |
1,198.3% |
1,285 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,997.7 |
2,975.3 |
2,873.3 |
|
| R3 |
2,942.7 |
2,920.3 |
2,858.1 |
|
| R2 |
2,887.7 |
2,887.7 |
2,853.1 |
|
| R1 |
2,865.3 |
2,865.3 |
2,848.0 |
2,876.5 |
| PP |
2,832.7 |
2,832.7 |
2,832.7 |
2,838.3 |
| S1 |
2,810.3 |
2,810.3 |
2,838.0 |
2,821.5 |
| S2 |
2,777.7 |
2,777.7 |
2,832.9 |
|
| S3 |
2,722.7 |
2,755.3 |
2,827.9 |
|
| S4 |
2,667.7 |
2,700.3 |
2,812.8 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,102.0 |
3,054.0 |
2,888.6 |
|
| R3 |
3,021.0 |
2,973.0 |
2,866.3 |
|
| R2 |
2,940.0 |
2,940.0 |
2,858.9 |
|
| R1 |
2,892.0 |
2,892.0 |
2,851.4 |
2,875.5 |
| PP |
2,859.0 |
2,859.0 |
2,859.0 |
2,850.8 |
| S1 |
2,811.0 |
2,811.0 |
2,836.6 |
2,794.5 |
| S2 |
2,778.0 |
2,778.0 |
2,829.2 |
|
| S3 |
2,697.0 |
2,730.0 |
2,821.7 |
|
| S4 |
2,616.0 |
2,649.0 |
2,799.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,864.0 |
2,758.0 |
106.0 |
3.7% |
43.6 |
1.5% |
80% |
False |
False |
84,811 |
| 10 |
2,916.0 |
2,758.0 |
158.0 |
5.6% |
36.3 |
1.3% |
54% |
False |
False |
42,670 |
| 20 |
2,916.0 |
2,758.0 |
158.0 |
5.6% |
34.9 |
1.2% |
54% |
False |
False |
21,446 |
| 40 |
2,960.0 |
2,591.0 |
369.0 |
13.0% |
43.8 |
1.5% |
68% |
False |
False |
18,321 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
14.4% |
40.4 |
1.4% |
62% |
False |
False |
12,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,088.8 |
|
2.618 |
2,999.0 |
|
1.618 |
2,944.0 |
|
1.000 |
2,910.0 |
|
0.618 |
2,889.0 |
|
HIGH |
2,855.0 |
|
0.618 |
2,834.0 |
|
0.500 |
2,827.5 |
|
0.382 |
2,821.0 |
|
LOW |
2,800.0 |
|
0.618 |
2,766.0 |
|
1.000 |
2,745.0 |
|
1.618 |
2,711.0 |
|
2.618 |
2,656.0 |
|
4.250 |
2,566.3 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,837.8 |
2,830.8 |
| PP |
2,832.7 |
2,818.7 |
| S1 |
2,827.5 |
2,806.5 |
|