| 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 |
1,513.0 |
1,509.6 |
-3.4 |
-0.2% |
1,491.1 |
| High |
1,522.5 |
1,511.9 |
-10.6 |
-0.7% |
1,512.5 |
| Low |
1,506.8 |
1,497.3 |
-9.5 |
-0.6% |
1,481.8 |
| Close |
1,512.6 |
1,506.9 |
-5.7 |
-0.4% |
1,507.2 |
| Range |
15.7 |
14.6 |
-1.1 |
-7.0% |
30.7 |
| ATR |
16.2 |
16.1 |
-0.1 |
-0.4% |
0.0 |
| Volume |
1,156 |
1,569 |
413 |
35.7% |
6,356 |
|
| Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,549.2 |
1,542.6 |
1,514.9 |
|
| R3 |
1,534.6 |
1,528.0 |
1,510.9 |
|
| R2 |
1,520.0 |
1,520.0 |
1,509.6 |
|
| R1 |
1,513.4 |
1,513.4 |
1,508.2 |
1,509.4 |
| PP |
1,505.4 |
1,505.4 |
1,505.4 |
1,503.4 |
| S1 |
1,498.8 |
1,498.8 |
1,505.6 |
1,494.8 |
| S2 |
1,490.8 |
1,490.8 |
1,504.2 |
|
| S3 |
1,476.2 |
1,484.2 |
1,502.9 |
|
| S4 |
1,461.6 |
1,469.6 |
1,498.9 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,592.6 |
1,580.6 |
1,524.1 |
|
| R3 |
1,561.9 |
1,549.9 |
1,515.6 |
|
| R2 |
1,531.2 |
1,531.2 |
1,512.8 |
|
| R1 |
1,519.2 |
1,519.2 |
1,510.0 |
1,525.2 |
| PP |
1,500.5 |
1,500.5 |
1,500.5 |
1,503.5 |
| S1 |
1,488.5 |
1,488.5 |
1,504.4 |
1,494.5 |
| S2 |
1,469.8 |
1,469.8 |
1,501.6 |
|
| S3 |
1,439.1 |
1,457.8 |
1,498.8 |
|
| S4 |
1,408.4 |
1,427.1 |
1,490.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,522.5 |
1,492.7 |
29.8 |
2.0% |
12.0 |
0.8% |
48% |
False |
False |
1,422 |
| 10 |
1,522.5 |
1,450.0 |
72.5 |
4.8% |
15.0 |
1.0% |
78% |
False |
False |
2,078 |
| 20 |
1,522.5 |
1,416.8 |
105.7 |
7.0% |
15.8 |
1.0% |
85% |
False |
False |
1,980 |
| 40 |
1,522.5 |
1,387.1 |
135.4 |
9.0% |
16.8 |
1.1% |
88% |
False |
False |
1,644 |
| 60 |
1,522.5 |
1,329.9 |
192.6 |
12.8% |
16.2 |
1.1% |
92% |
False |
False |
1,509 |
| 80 |
1,522.5 |
1,317.4 |
205.1 |
13.6% |
17.0 |
1.1% |
92% |
False |
False |
1,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,574.0 |
|
2.618 |
1,550.1 |
|
1.618 |
1,535.5 |
|
1.000 |
1,526.5 |
|
0.618 |
1,520.9 |
|
HIGH |
1,511.9 |
|
0.618 |
1,506.3 |
|
0.500 |
1,504.6 |
|
0.382 |
1,502.9 |
|
LOW |
1,497.3 |
|
0.618 |
1,488.3 |
|
1.000 |
1,482.7 |
|
1.618 |
1,473.7 |
|
2.618 |
1,459.1 |
|
4.250 |
1,435.3 |
|
|
| Fisher Pivots for day following 26-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,506.1 |
1,509.9 |
| PP |
1,505.4 |
1,508.9 |
| S1 |
1,504.6 |
1,507.9 |
|