| Trading Metrics calculated at close of trading on 27-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,860.0 |
2,892.0 |
32.0 |
1.1% |
2,847.0 |
| High |
2,896.0 |
2,938.0 |
42.0 |
1.5% |
2,881.0 |
| Low |
2,857.0 |
2,883.0 |
26.0 |
0.9% |
2,759.0 |
| Close |
2,888.0 |
2,912.0 |
24.0 |
0.8% |
2,869.0 |
| Range |
39.0 |
55.0 |
16.0 |
41.0% |
122.0 |
| ATR |
45.9 |
46.5 |
0.7 |
1.4% |
0.0 |
| Volume |
605,199 |
916,722 |
311,523 |
51.5% |
3,158,815 |
|
| Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,076.0 |
3,049.0 |
2,942.3 |
|
| R3 |
3,021.0 |
2,994.0 |
2,927.1 |
|
| R2 |
2,966.0 |
2,966.0 |
2,922.1 |
|
| R1 |
2,939.0 |
2,939.0 |
2,917.0 |
2,952.5 |
| PP |
2,911.0 |
2,911.0 |
2,911.0 |
2,917.8 |
| S1 |
2,884.0 |
2,884.0 |
2,907.0 |
2,897.5 |
| S2 |
2,856.0 |
2,856.0 |
2,901.9 |
|
| S3 |
2,801.0 |
2,829.0 |
2,896.9 |
|
| S4 |
2,746.0 |
2,774.0 |
2,881.8 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,202.3 |
3,157.7 |
2,936.1 |
|
| R3 |
3,080.3 |
3,035.7 |
2,902.6 |
|
| R2 |
2,958.3 |
2,958.3 |
2,891.4 |
|
| R1 |
2,913.7 |
2,913.7 |
2,880.2 |
2,936.0 |
| PP |
2,836.3 |
2,836.3 |
2,836.3 |
2,847.5 |
| S1 |
2,791.7 |
2,791.7 |
2,857.8 |
2,814.0 |
| S2 |
2,714.3 |
2,714.3 |
2,846.6 |
|
| S3 |
2,592.3 |
2,669.7 |
2,835.5 |
|
| S4 |
2,470.3 |
2,547.7 |
2,801.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,938.0 |
2,777.0 |
161.0 |
5.5% |
37.8 |
1.3% |
84% |
True |
False |
936,147 |
| 10 |
2,938.0 |
2,759.0 |
179.0 |
6.1% |
42.2 |
1.4% |
85% |
True |
False |
851,143 |
| 20 |
2,938.0 |
2,759.0 |
179.0 |
6.1% |
37.9 |
1.3% |
85% |
True |
False |
926,316 |
| 40 |
2,961.0 |
2,590.0 |
371.0 |
12.7% |
47.0 |
1.6% |
87% |
False |
False |
830,191 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.0% |
44.4 |
1.5% |
79% |
False |
False |
554,759 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.0% |
44.7 |
1.5% |
79% |
False |
False |
416,384 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.0% |
42.2 |
1.4% |
79% |
False |
False |
334,261 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.0% |
42.6 |
1.5% |
80% |
False |
False |
278,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,171.8 |
|
2.618 |
3,082.0 |
|
1.618 |
3,027.0 |
|
1.000 |
2,993.0 |
|
0.618 |
2,972.0 |
|
HIGH |
2,938.0 |
|
0.618 |
2,917.0 |
|
0.500 |
2,910.5 |
|
0.382 |
2,904.0 |
|
LOW |
2,883.0 |
|
0.618 |
2,849.0 |
|
1.000 |
2,828.0 |
|
1.618 |
2,794.0 |
|
2.618 |
2,739.0 |
|
4.250 |
2,649.3 |
|
|
| Fisher Pivots for day following 27-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,911.5 |
2,907.2 |
| PP |
2,911.0 |
2,902.3 |
| S1 |
2,910.5 |
2,897.5 |
|