| Trading Metrics calculated at close of trading on 01-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,868.0 |
2,846.0 |
-22.0 |
-0.8% |
2,834.0 |
| High |
2,868.0 |
2,889.0 |
21.0 |
0.7% |
2,889.0 |
| Low |
2,829.0 |
2,845.0 |
16.0 |
0.6% |
2,806.0 |
| Close |
2,844.0 |
2,885.0 |
41.0 |
1.4% |
2,885.0 |
| Range |
39.0 |
44.0 |
5.0 |
12.8% |
83.0 |
| ATR |
51.8 |
51.3 |
-0.5 |
-0.9% |
0.0 |
| Volume |
1,143,835 |
1,108,509 |
-35,326 |
-3.1% |
4,862,853 |
|
| Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,005.0 |
2,989.0 |
2,909.2 |
|
| R3 |
2,961.0 |
2,945.0 |
2,897.1 |
|
| R2 |
2,917.0 |
2,917.0 |
2,893.1 |
|
| R1 |
2,901.0 |
2,901.0 |
2,889.0 |
2,909.0 |
| PP |
2,873.0 |
2,873.0 |
2,873.0 |
2,877.0 |
| S1 |
2,857.0 |
2,857.0 |
2,881.0 |
2,865.0 |
| S2 |
2,829.0 |
2,829.0 |
2,876.9 |
|
| S3 |
2,785.0 |
2,813.0 |
2,872.9 |
|
| S4 |
2,741.0 |
2,769.0 |
2,860.8 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,109.0 |
3,080.0 |
2,930.7 |
|
| R3 |
3,026.0 |
2,997.0 |
2,907.8 |
|
| R2 |
2,943.0 |
2,943.0 |
2,900.2 |
|
| R1 |
2,914.0 |
2,914.0 |
2,892.6 |
2,928.5 |
| PP |
2,860.0 |
2,860.0 |
2,860.0 |
2,867.3 |
| S1 |
2,831.0 |
2,831.0 |
2,877.4 |
2,845.5 |
| S2 |
2,777.0 |
2,777.0 |
2,869.8 |
|
| S3 |
2,694.0 |
2,748.0 |
2,862.2 |
|
| S4 |
2,611.0 |
2,665.0 |
2,839.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,889.0 |
2,806.0 |
83.0 |
2.9% |
34.6 |
1.2% |
95% |
True |
False |
972,570 |
| 10 |
2,889.0 |
2,735.0 |
154.0 |
5.3% |
41.0 |
1.4% |
97% |
True |
False |
1,086,623 |
| 20 |
2,897.0 |
2,590.0 |
307.0 |
10.6% |
51.4 |
1.8% |
96% |
False |
False |
936,140 |
| 40 |
2,998.0 |
2,590.0 |
408.0 |
14.1% |
47.8 |
1.7% |
72% |
False |
False |
472,011 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.1% |
46.3 |
1.6% |
72% |
False |
False |
315,183 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.1% |
42.9 |
1.5% |
72% |
False |
False |
237,677 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.1% |
43.6 |
1.5% |
74% |
False |
False |
190,531 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.1% |
40.7 |
1.4% |
74% |
False |
False |
158,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,076.0 |
|
2.618 |
3,004.2 |
|
1.618 |
2,960.2 |
|
1.000 |
2,933.0 |
|
0.618 |
2,916.2 |
|
HIGH |
2,889.0 |
|
0.618 |
2,872.2 |
|
0.500 |
2,867.0 |
|
0.382 |
2,861.8 |
|
LOW |
2,845.0 |
|
0.618 |
2,817.8 |
|
1.000 |
2,801.0 |
|
1.618 |
2,773.8 |
|
2.618 |
2,729.8 |
|
4.250 |
2,658.0 |
|
|
| Fisher Pivots for day following 01-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,879.0 |
2,876.3 |
| PP |
2,873.0 |
2,867.7 |
| S1 |
2,867.0 |
2,859.0 |
|