| Trading Metrics calculated at close of trading on 28-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,884.0 |
2,931.0 |
47.0 |
1.6% |
2,843.0 |
| High |
2,936.0 |
2,950.0 |
14.0 |
0.5% |
2,880.0 |
| Low |
2,883.0 |
2,921.0 |
38.0 |
1.3% |
2,758.0 |
| Close |
2,911.0 |
2,940.0 |
29.0 |
1.0% |
2,868.0 |
| Range |
53.0 |
29.0 |
-24.0 |
-45.3% |
122.0 |
| ATR |
43.9 |
43.5 |
-0.3 |
-0.8% |
0.0 |
| Volume |
4,126 |
700 |
-3,426 |
-83.0% |
423,806 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,024.0 |
3,011.0 |
2,956.0 |
|
| R3 |
2,995.0 |
2,982.0 |
2,948.0 |
|
| R2 |
2,966.0 |
2,966.0 |
2,945.3 |
|
| R1 |
2,953.0 |
2,953.0 |
2,942.7 |
2,959.5 |
| PP |
2,937.0 |
2,937.0 |
2,937.0 |
2,940.3 |
| S1 |
2,924.0 |
2,924.0 |
2,937.3 |
2,930.5 |
| S2 |
2,908.0 |
2,908.0 |
2,934.7 |
|
| S3 |
2,879.0 |
2,895.0 |
2,932.0 |
|
| S4 |
2,850.0 |
2,866.0 |
2,924.1 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,201.3 |
3,156.7 |
2,935.1 |
|
| R3 |
3,079.3 |
3,034.7 |
2,901.6 |
|
| R2 |
2,957.3 |
2,957.3 |
2,890.4 |
|
| R1 |
2,912.7 |
2,912.7 |
2,879.2 |
2,935.0 |
| PP |
2,835.3 |
2,835.3 |
2,835.3 |
2,846.5 |
| S1 |
2,790.7 |
2,790.7 |
2,856.8 |
2,813.0 |
| S2 |
2,713.3 |
2,713.3 |
2,845.6 |
|
| S3 |
2,591.3 |
2,668.7 |
2,834.5 |
|
| S4 |
2,469.3 |
2,546.7 |
2,800.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,950.0 |
2,800.0 |
150.0 |
5.1% |
39.0 |
1.3% |
93% |
True |
False |
2,175 |
| 10 |
2,950.0 |
2,758.0 |
192.0 |
6.5% |
39.3 |
1.3% |
95% |
True |
False |
43,065 |
| 20 |
2,950.0 |
2,758.0 |
192.0 |
6.5% |
34.3 |
1.2% |
95% |
True |
False |
21,715 |
| 40 |
2,950.0 |
2,591.0 |
359.0 |
12.2% |
42.6 |
1.4% |
97% |
True |
False |
18,407 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
13.9% |
39.1 |
1.3% |
86% |
False |
False |
12,388 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
13.9% |
38.0 |
1.3% |
86% |
False |
False |
9,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,073.3 |
|
2.618 |
3,025.9 |
|
1.618 |
2,996.9 |
|
1.000 |
2,979.0 |
|
0.618 |
2,967.9 |
|
HIGH |
2,950.0 |
|
0.618 |
2,938.9 |
|
0.500 |
2,935.5 |
|
0.382 |
2,932.1 |
|
LOW |
2,921.0 |
|
0.618 |
2,903.1 |
|
1.000 |
2,892.0 |
|
1.618 |
2,874.1 |
|
2.618 |
2,845.1 |
|
4.250 |
2,797.8 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,938.5 |
2,927.7 |
| PP |
2,937.0 |
2,915.3 |
| S1 |
2,935.5 |
2,903.0 |
|