| Trading Metrics calculated at close of trading on 05-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1,429.1 |
1,437.9 |
8.8 |
0.6% |
1,428.5 |
| High |
1,439.1 |
1,457.6 |
18.5 |
1.3% |
1,440.0 |
| Low |
1,428.8 |
1,430.3 |
1.5 |
0.1% |
1,410.1 |
| Close |
1,432.2 |
1,451.8 |
19.6 |
1.4% |
1,428.1 |
| Range |
10.3 |
27.3 |
17.0 |
165.0% |
29.9 |
| ATR |
18.9 |
19.5 |
0.6 |
3.2% |
0.0 |
| Volume |
683 |
2,009 |
1,326 |
194.1% |
350,340 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,528.5 |
1,517.4 |
1,466.8 |
|
| R3 |
1,501.2 |
1,490.1 |
1,459.3 |
|
| R2 |
1,473.9 |
1,473.9 |
1,456.8 |
|
| R1 |
1,462.8 |
1,462.8 |
1,454.3 |
1,468.4 |
| PP |
1,446.6 |
1,446.6 |
1,446.6 |
1,449.3 |
| S1 |
1,435.5 |
1,435.5 |
1,449.3 |
1,441.1 |
| S2 |
1,419.3 |
1,419.3 |
1,446.8 |
|
| S3 |
1,392.0 |
1,408.2 |
1,444.3 |
|
| S4 |
1,364.7 |
1,380.9 |
1,436.8 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,515.8 |
1,501.8 |
1,444.5 |
|
| R3 |
1,485.9 |
1,471.9 |
1,436.3 |
|
| R2 |
1,456.0 |
1,456.0 |
1,433.6 |
|
| R1 |
1,442.0 |
1,442.0 |
1,430.8 |
1,434.1 |
| PP |
1,426.1 |
1,426.1 |
1,426.1 |
1,422.1 |
| S1 |
1,412.1 |
1,412.1 |
1,425.4 |
1,404.2 |
| S2 |
1,396.2 |
1,396.2 |
1,422.6 |
|
| S3 |
1,366.3 |
1,382.2 |
1,419.9 |
|
| S4 |
1,336.4 |
1,352.3 |
1,411.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,457.6 |
1,412.0 |
45.6 |
3.1% |
19.7 |
1.4% |
87% |
True |
False |
12,555 |
| 10 |
1,457.6 |
1,410.1 |
47.5 |
3.3% |
18.8 |
1.3% |
88% |
True |
False |
81,933 |
| 20 |
1,457.6 |
1,380.7 |
76.9 |
5.3% |
19.6 |
1.4% |
92% |
True |
False |
110,261 |
| 40 |
1,457.6 |
1,348.9 |
108.7 |
7.5% |
18.2 |
1.3% |
95% |
True |
False |
114,971 |
| 60 |
1,457.6 |
1,309.1 |
148.5 |
10.2% |
18.9 |
1.3% |
96% |
True |
False |
100,947 |
| 80 |
1,457.6 |
1,309.1 |
148.5 |
10.2% |
18.6 |
1.3% |
96% |
True |
False |
77,240 |
| 100 |
1,457.6 |
1,309.1 |
148.5 |
10.2% |
19.3 |
1.3% |
96% |
True |
False |
62,684 |
| 120 |
1,457.6 |
1,309.1 |
148.5 |
10.2% |
20.0 |
1.4% |
96% |
True |
False |
52,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,573.6 |
|
2.618 |
1,529.1 |
|
1.618 |
1,501.8 |
|
1.000 |
1,484.9 |
|
0.618 |
1,474.5 |
|
HIGH |
1,457.6 |
|
0.618 |
1,447.2 |
|
0.500 |
1,444.0 |
|
0.382 |
1,440.7 |
|
LOW |
1,430.3 |
|
0.618 |
1,413.4 |
|
1.000 |
1,403.0 |
|
1.618 |
1,386.1 |
|
2.618 |
1,358.8 |
|
4.250 |
1,314.3 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,449.2 |
1,446.3 |
| PP |
1,446.6 |
1,440.8 |
| S1 |
1,444.0 |
1,435.3 |
|