| Trading Metrics calculated at close of trading on 15-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,864.0 |
2,846.0 |
-18.0 |
-0.6% |
2,902.0 |
| High |
2,866.0 |
2,854.0 |
-12.0 |
-0.4% |
2,909.0 |
| Low |
2,826.0 |
2,827.0 |
1.0 |
0.0% |
2,826.0 |
| Close |
2,846.0 |
2,844.0 |
-2.0 |
-0.1% |
2,844.0 |
| Range |
40.0 |
27.0 |
-13.0 |
-32.5% |
83.0 |
| ATR |
44.4 |
43.2 |
-1.2 |
-2.8% |
0.0 |
| Volume |
1,318,410 |
0 |
-1,318,410 |
-100.0% |
4,608,602 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,922.7 |
2,910.3 |
2,858.9 |
|
| R3 |
2,895.7 |
2,883.3 |
2,851.4 |
|
| R2 |
2,868.7 |
2,868.7 |
2,849.0 |
|
| R1 |
2,856.3 |
2,856.3 |
2,846.5 |
2,849.0 |
| PP |
2,841.7 |
2,841.7 |
2,841.7 |
2,838.0 |
| S1 |
2,829.3 |
2,829.3 |
2,841.5 |
2,822.0 |
| S2 |
2,814.7 |
2,814.7 |
2,839.1 |
|
| S3 |
2,787.7 |
2,802.3 |
2,836.6 |
|
| S4 |
2,760.7 |
2,775.3 |
2,829.2 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,108.7 |
3,059.3 |
2,889.7 |
|
| R3 |
3,025.7 |
2,976.3 |
2,866.8 |
|
| R2 |
2,942.7 |
2,942.7 |
2,859.2 |
|
| R1 |
2,893.3 |
2,893.3 |
2,851.6 |
2,876.5 |
| PP |
2,859.7 |
2,859.7 |
2,859.7 |
2,851.3 |
| S1 |
2,810.3 |
2,810.3 |
2,836.4 |
2,793.5 |
| S2 |
2,776.7 |
2,776.7 |
2,828.8 |
|
| S3 |
2,693.7 |
2,727.3 |
2,821.2 |
|
| S4 |
2,610.7 |
2,644.3 |
2,798.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,909.0 |
2,826.0 |
83.0 |
2.9% |
33.2 |
1.2% |
22% |
False |
False |
921,720 |
| 10 |
2,918.0 |
2,826.0 |
92.0 |
3.2% |
33.3 |
1.2% |
20% |
False |
False |
971,358 |
| 20 |
2,918.0 |
2,735.0 |
183.0 |
6.4% |
37.2 |
1.3% |
60% |
False |
False |
1,028,990 |
| 40 |
2,990.0 |
2,590.0 |
400.0 |
14.1% |
47.6 |
1.7% |
64% |
False |
False |
714,095 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.3% |
44.5 |
1.6% |
62% |
False |
False |
476,852 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.3% |
43.7 |
1.5% |
62% |
False |
False |
357,894 |
| 100 |
2,998.0 |
2,561.0 |
437.0 |
15.4% |
43.0 |
1.5% |
65% |
False |
False |
287,574 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.4% |
41.7 |
1.5% |
65% |
False |
False |
239,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,968.8 |
|
2.618 |
2,924.7 |
|
1.618 |
2,897.7 |
|
1.000 |
2,881.0 |
|
0.618 |
2,870.7 |
|
HIGH |
2,854.0 |
|
0.618 |
2,843.7 |
|
0.500 |
2,840.5 |
|
0.382 |
2,837.3 |
|
LOW |
2,827.0 |
|
0.618 |
2,810.3 |
|
1.000 |
2,800.0 |
|
1.618 |
2,783.3 |
|
2.618 |
2,756.3 |
|
4.250 |
2,712.3 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,842.8 |
2,859.0 |
| PP |
2,841.7 |
2,854.0 |
| S1 |
2,840.5 |
2,849.0 |
|