| Trading Metrics calculated at close of trading on 29-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,931.0 |
2,943.0 |
12.0 |
0.4% |
2,858.0 |
| High |
2,950.0 |
2,953.0 |
3.0 |
0.1% |
2,953.0 |
| Low |
2,921.0 |
2,935.0 |
14.0 |
0.5% |
2,856.0 |
| Close |
2,940.0 |
2,946.0 |
6.0 |
0.2% |
2,946.0 |
| Range |
29.0 |
18.0 |
-11.0 |
-37.9% |
97.0 |
| ATR |
43.5 |
41.7 |
-1.8 |
-4.2% |
0.0 |
| Volume |
700 |
901 |
201 |
28.7% |
6,940 |
|
| Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,998.7 |
2,990.3 |
2,955.9 |
|
| R3 |
2,980.7 |
2,972.3 |
2,951.0 |
|
| R2 |
2,962.7 |
2,962.7 |
2,949.3 |
|
| R1 |
2,954.3 |
2,954.3 |
2,947.7 |
2,958.5 |
| PP |
2,944.7 |
2,944.7 |
2,944.7 |
2,946.8 |
| S1 |
2,936.3 |
2,936.3 |
2,944.4 |
2,940.5 |
| S2 |
2,926.7 |
2,926.7 |
2,942.7 |
|
| S3 |
2,908.7 |
2,918.3 |
2,941.1 |
|
| S4 |
2,890.7 |
2,900.3 |
2,936.1 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,209.3 |
3,174.7 |
2,999.4 |
|
| R3 |
3,112.3 |
3,077.7 |
2,972.7 |
|
| R2 |
3,015.3 |
3,015.3 |
2,963.8 |
|
| R1 |
2,980.7 |
2,980.7 |
2,954.9 |
2,998.0 |
| PP |
2,918.3 |
2,918.3 |
2,918.3 |
2,927.0 |
| S1 |
2,883.7 |
2,883.7 |
2,937.1 |
2,901.0 |
| S2 |
2,821.3 |
2,821.3 |
2,928.2 |
|
| S3 |
2,724.3 |
2,786.7 |
2,919.3 |
|
| S4 |
2,627.3 |
2,689.7 |
2,892.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,953.0 |
2,856.0 |
97.0 |
3.3% |
31.6 |
1.1% |
93% |
True |
False |
1,454 |
| 10 |
2,953.0 |
2,758.0 |
195.0 |
6.6% |
37.6 |
1.3% |
96% |
True |
False |
43,132 |
| 20 |
2,953.0 |
2,758.0 |
195.0 |
6.6% |
34.1 |
1.2% |
96% |
True |
False |
21,755 |
| 40 |
2,953.0 |
2,591.0 |
362.0 |
12.3% |
42.3 |
1.4% |
98% |
True |
False |
18,386 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
13.8% |
39.0 |
1.3% |
87% |
False |
False |
12,393 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
13.8% |
38.0 |
1.3% |
87% |
False |
False |
9,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,029.5 |
|
2.618 |
3,000.1 |
|
1.618 |
2,982.1 |
|
1.000 |
2,971.0 |
|
0.618 |
2,964.1 |
|
HIGH |
2,953.0 |
|
0.618 |
2,946.1 |
|
0.500 |
2,944.0 |
|
0.382 |
2,941.9 |
|
LOW |
2,935.0 |
|
0.618 |
2,923.9 |
|
1.000 |
2,917.0 |
|
1.618 |
2,905.9 |
|
2.618 |
2,887.9 |
|
4.250 |
2,858.5 |
|
|
| Fisher Pivots for day following 29-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,945.3 |
2,936.7 |
| PP |
2,944.7 |
2,927.3 |
| S1 |
2,944.0 |
2,918.0 |
|