| Trading Metrics calculated at close of trading on 06-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,889.0 |
2,883.0 |
-6.0 |
-0.2% |
2,834.0 |
| High |
2,889.0 |
2,910.0 |
21.0 |
0.7% |
2,889.0 |
| Low |
2,857.0 |
2,860.0 |
3.0 |
0.1% |
2,806.0 |
| Close |
2,877.0 |
2,897.0 |
20.0 |
0.7% |
2,885.0 |
| Range |
32.0 |
50.0 |
18.0 |
56.3% |
83.0 |
| ATR |
47.9 |
48.1 |
0.1 |
0.3% |
0.0 |
| Volume |
948,019 |
1,230,054 |
282,035 |
29.7% |
4,862,853 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,039.0 |
3,018.0 |
2,924.5 |
|
| R3 |
2,989.0 |
2,968.0 |
2,910.8 |
|
| R2 |
2,939.0 |
2,939.0 |
2,906.2 |
|
| R1 |
2,918.0 |
2,918.0 |
2,901.6 |
2,928.5 |
| PP |
2,889.0 |
2,889.0 |
2,889.0 |
2,894.3 |
| S1 |
2,868.0 |
2,868.0 |
2,892.4 |
2,878.5 |
| S2 |
2,839.0 |
2,839.0 |
2,887.8 |
|
| S3 |
2,789.0 |
2,818.0 |
2,883.3 |
|
| S4 |
2,739.0 |
2,768.0 |
2,869.5 |
|
|
| 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 |
2,910.0 |
2,829.0 |
81.0 |
2.8% |
37.2 |
1.3% |
84% |
True |
False |
1,027,547 |
| 10 |
2,910.0 |
2,769.0 |
141.0 |
4.9% |
37.7 |
1.3% |
91% |
True |
False |
1,001,916 |
| 20 |
2,910.0 |
2,590.0 |
320.0 |
11.0% |
49.5 |
1.7% |
96% |
True |
False |
1,070,838 |
| 40 |
2,998.0 |
2,590.0 |
408.0 |
14.1% |
48.2 |
1.7% |
75% |
False |
False |
543,689 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.1% |
45.2 |
1.6% |
75% |
False |
False |
363,227 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.1% |
43.3 |
1.5% |
75% |
False |
False |
273,535 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.1% |
43.1 |
1.5% |
77% |
False |
False |
219,311 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.1% |
41.0 |
1.4% |
77% |
False |
False |
182,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,122.5 |
|
2.618 |
3,040.9 |
|
1.618 |
2,990.9 |
|
1.000 |
2,960.0 |
|
0.618 |
2,940.9 |
|
HIGH |
2,910.0 |
|
0.618 |
2,890.9 |
|
0.500 |
2,885.0 |
|
0.382 |
2,879.1 |
|
LOW |
2,860.0 |
|
0.618 |
2,829.1 |
|
1.000 |
2,810.0 |
|
1.618 |
2,779.1 |
|
2.618 |
2,729.1 |
|
4.250 |
2,647.5 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,893.0 |
2,892.5 |
| PP |
2,889.0 |
2,888.0 |
| S1 |
2,885.0 |
2,883.5 |
|