| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
12,381.19 |
12,263.65 |
-117.54 |
-0.9% |
12,374.60 |
| High |
12,381.19 |
12,335.10 |
-46.09 |
-0.4% |
12,450.93 |
| Low |
12,233.00 |
12,224.45 |
-8.55 |
-0.1% |
12,320.72 |
| Close |
12,263.58 |
12,270.99 |
7.41 |
0.1% |
12,380.05 |
| Range |
148.19 |
110.65 |
-37.54 |
-25.3% |
130.21 |
| ATR |
117.98 |
117.46 |
-0.52 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,608.80 |
12,550.54 |
12,331.85 |
|
| R3 |
12,498.15 |
12,439.89 |
12,301.42 |
|
| R2 |
12,387.50 |
12,387.50 |
12,291.28 |
|
| R1 |
12,329.24 |
12,329.24 |
12,281.13 |
12,358.37 |
| PP |
12,276.85 |
12,276.85 |
12,276.85 |
12,291.41 |
| S1 |
12,218.59 |
12,218.59 |
12,260.85 |
12,247.72 |
| S2 |
12,166.20 |
12,166.20 |
12,250.70 |
|
| S3 |
12,055.55 |
12,107.94 |
12,240.56 |
|
| S4 |
11,944.90 |
11,997.29 |
12,210.13 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,774.53 |
12,707.50 |
12,451.67 |
|
| R3 |
12,644.32 |
12,577.29 |
12,415.86 |
|
| R2 |
12,514.11 |
12,514.11 |
12,403.92 |
|
| R1 |
12,447.08 |
12,447.08 |
12,391.99 |
12,480.60 |
| PP |
12,383.90 |
12,383.90 |
12,383.90 |
12,400.66 |
| S1 |
12,316.87 |
12,316.87 |
12,368.11 |
12,350.39 |
| S2 |
12,253.69 |
12,253.69 |
12,356.18 |
|
| S3 |
12,123.48 |
12,186.66 |
12,344.24 |
|
| S4 |
11,993.27 |
12,056.45 |
12,308.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,450.36 |
12,224.45 |
225.91 |
1.8% |
118.36 |
1.0% |
21% |
False |
True |
|
| 10 |
12,450.93 |
12,224.45 |
226.48 |
1.8% |
94.05 |
0.8% |
21% |
False |
True |
|
| 20 |
12,450.93 |
11,614.82 |
836.11 |
6.8% |
108.45 |
0.9% |
78% |
False |
False |
|
| 40 |
12,450.93 |
11,555.48 |
895.45 |
7.3% |
136.23 |
1.1% |
80% |
False |
False |
|
| 60 |
12,450.93 |
11,555.48 |
895.45 |
7.3% |
120.08 |
1.0% |
80% |
False |
False |
|
| 80 |
12,450.93 |
11,442.68 |
1,008.25 |
8.2% |
108.63 |
0.9% |
82% |
False |
False |
|
| 100 |
12,450.93 |
10,929.28 |
1,521.65 |
12.4% |
108.40 |
0.9% |
88% |
False |
False |
|
| 120 |
12,450.93 |
10,929.28 |
1,521.65 |
12.4% |
110.08 |
0.9% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,805.36 |
|
2.618 |
12,624.78 |
|
1.618 |
12,514.13 |
|
1.000 |
12,445.75 |
|
0.618 |
12,403.48 |
|
HIGH |
12,335.10 |
|
0.618 |
12,292.83 |
|
0.500 |
12,279.78 |
|
0.382 |
12,266.72 |
|
LOW |
12,224.45 |
|
0.618 |
12,156.07 |
|
1.000 |
12,113.80 |
|
1.618 |
12,045.42 |
|
2.618 |
11,934.77 |
|
4.250 |
11,754.19 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,279.78 |
12,334.23 |
| PP |
12,276.85 |
12,313.15 |
| S1 |
12,273.92 |
12,292.07 |
|