| Trading Metrics calculated at close of trading on 04-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1,433.8 |
1,432.2 |
-1.6 |
-0.1% |
1,429.0 |
| High |
1,438.2 |
1,441.2 |
3.0 |
0.2% |
1,442.0 |
| Low |
1,415.5 |
1,431.4 |
15.9 |
1.1% |
1,413.5 |
| Close |
1,430.3 |
1,434.4 |
4.1 |
0.3% |
1,430.3 |
| Range |
22.7 |
9.8 |
-12.9 |
-56.8% |
28.5 |
| ATR |
17.4 |
17.0 |
-0.5 |
-2.7% |
0.0 |
| Volume |
1,096 |
1,136 |
40 |
3.6% |
12,794 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,465.1 |
1,459.5 |
1,439.8 |
|
| R3 |
1,455.3 |
1,449.7 |
1,437.1 |
|
| R2 |
1,445.5 |
1,445.5 |
1,436.2 |
|
| R1 |
1,439.9 |
1,439.9 |
1,435.3 |
1,442.7 |
| PP |
1,435.7 |
1,435.7 |
1,435.7 |
1,437.1 |
| S1 |
1,430.1 |
1,430.1 |
1,433.5 |
1,432.9 |
| S2 |
1,425.9 |
1,425.9 |
1,432.6 |
|
| S3 |
1,416.1 |
1,420.3 |
1,431.7 |
|
| S4 |
1,406.3 |
1,410.5 |
1,429.0 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,514.1 |
1,500.7 |
1,446.0 |
|
| R3 |
1,485.6 |
1,472.2 |
1,438.1 |
|
| R2 |
1,457.1 |
1,457.1 |
1,435.5 |
|
| R1 |
1,443.7 |
1,443.7 |
1,432.9 |
1,450.4 |
| PP |
1,428.6 |
1,428.6 |
1,428.6 |
1,432.0 |
| S1 |
1,415.2 |
1,415.2 |
1,427.7 |
1,421.9 |
| S2 |
1,400.1 |
1,400.1 |
1,425.1 |
|
| S3 |
1,371.6 |
1,386.7 |
1,422.5 |
|
| S4 |
1,343.1 |
1,358.2 |
1,414.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,442.0 |
1,414.5 |
27.5 |
1.9% |
15.6 |
1.1% |
72% |
False |
False |
2,072 |
| 10 |
1,451.1 |
1,413.5 |
37.6 |
2.6% |
15.8 |
1.1% |
56% |
False |
False |
2,306 |
| 20 |
1,451.1 |
1,389.8 |
61.3 |
4.3% |
16.6 |
1.2% |
73% |
False |
False |
1,953 |
| 40 |
1,451.1 |
1,347.4 |
103.7 |
7.2% |
14.9 |
1.0% |
84% |
False |
False |
1,727 |
| 60 |
1,451.1 |
1,314.2 |
136.9 |
9.5% |
15.9 |
1.1% |
88% |
False |
False |
1,464 |
| 80 |
1,451.1 |
1,314.2 |
136.9 |
9.5% |
14.8 |
1.0% |
88% |
False |
False |
1,183 |
| 100 |
1,451.1 |
1,314.2 |
136.9 |
9.5% |
15.3 |
1.1% |
88% |
False |
False |
1,046 |
| 120 |
1,451.1 |
1,314.2 |
136.9 |
9.5% |
14.1 |
1.0% |
88% |
False |
False |
1,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,482.9 |
|
2.618 |
1,466.9 |
|
1.618 |
1,457.1 |
|
1.000 |
1,451.0 |
|
0.618 |
1,447.3 |
|
HIGH |
1,441.2 |
|
0.618 |
1,437.5 |
|
0.500 |
1,436.3 |
|
0.382 |
1,435.1 |
|
LOW |
1,431.4 |
|
0.618 |
1,425.3 |
|
1.000 |
1,421.6 |
|
1.618 |
1,415.5 |
|
2.618 |
1,405.7 |
|
4.250 |
1,389.8 |
|
|
| Fisher Pivots for day following 04-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,436.3 |
1,432.5 |
| PP |
1,435.7 |
1,430.6 |
| S1 |
1,435.0 |
1,428.8 |
|