| Trading Metrics calculated at close of trading on 08-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1,329.00 |
1,328.50 |
-0.50 |
0.0% |
1,327.00 |
| High |
1,335.25 |
1,335.75 |
0.50 |
0.0% |
1,336.50 |
| Low |
1,322.25 |
1,318.75 |
-3.50 |
-0.3% |
1,318.75 |
| Close |
1,328.50 |
1,323.75 |
-4.75 |
-0.4% |
1,323.75 |
| Range |
13.00 |
17.00 |
4.00 |
30.8% |
17.75 |
| ATR |
16.11 |
16.17 |
0.06 |
0.4% |
0.00 |
| Volume |
2,179,895 |
1,857,370 |
-322,525 |
-14.8% |
8,521,991 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,377.00 |
1,367.50 |
1,333.00 |
|
| R3 |
1,360.00 |
1,350.50 |
1,328.50 |
|
| R2 |
1,343.00 |
1,343.00 |
1,326.75 |
|
| R1 |
1,333.50 |
1,333.50 |
1,325.25 |
1,329.75 |
| PP |
1,326.00 |
1,326.00 |
1,326.00 |
1,324.25 |
| S1 |
1,316.50 |
1,316.50 |
1,322.25 |
1,312.75 |
| S2 |
1,309.00 |
1,309.00 |
1,320.75 |
|
| S3 |
1,292.00 |
1,299.50 |
1,319.00 |
|
| S4 |
1,275.00 |
1,282.50 |
1,314.50 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,379.50 |
1,369.50 |
1,333.50 |
|
| R3 |
1,361.75 |
1,351.75 |
1,328.75 |
|
| R2 |
1,344.00 |
1,344.00 |
1,327.00 |
|
| R1 |
1,334.00 |
1,334.00 |
1,325.50 |
1,330.00 |
| PP |
1,326.25 |
1,326.25 |
1,326.25 |
1,324.50 |
| S1 |
1,316.25 |
1,316.25 |
1,322.00 |
1,312.50 |
| S2 |
1,308.50 |
1,308.50 |
1,320.50 |
|
| S3 |
1,290.75 |
1,298.50 |
1,318.75 |
|
| S4 |
1,273.00 |
1,280.75 |
1,314.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,336.50 |
1,318.75 |
17.75 |
1.3% |
12.00 |
0.9% |
28% |
False |
True |
1,704,398 |
| 10 |
1,336.50 |
1,300.25 |
36.25 |
2.7% |
12.25 |
0.9% |
65% |
False |
False |
1,592,977 |
| 20 |
1,336.50 |
1,241.25 |
95.25 |
7.2% |
18.00 |
1.4% |
87% |
False |
False |
2,016,476 |
| 40 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
18.25 |
1.4% |
85% |
False |
False |
1,123,983 |
| 60 |
1,337.75 |
1,241.25 |
96.50 |
7.3% |
16.75 |
1.3% |
85% |
False |
False |
749,778 |
| 80 |
1,337.75 |
1,224.00 |
113.75 |
8.6% |
15.00 |
1.1% |
88% |
False |
False |
562,482 |
| 100 |
1,337.75 |
1,161.50 |
176.25 |
13.3% |
15.00 |
1.1% |
92% |
False |
False |
449,998 |
| 120 |
1,337.75 |
1,145.75 |
192.00 |
14.5% |
14.75 |
1.1% |
93% |
False |
False |
375,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,408.00 |
|
2.618 |
1,380.25 |
|
1.618 |
1,363.25 |
|
1.000 |
1,352.75 |
|
0.618 |
1,346.25 |
|
HIGH |
1,335.75 |
|
0.618 |
1,329.25 |
|
0.500 |
1,327.25 |
|
0.382 |
1,325.25 |
|
LOW |
1,318.75 |
|
0.618 |
1,308.25 |
|
1.000 |
1,301.75 |
|
1.618 |
1,291.25 |
|
2.618 |
1,274.25 |
|
4.250 |
1,246.50 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,327.25 |
1,327.50 |
| PP |
1,326.00 |
1,326.25 |
| S1 |
1,325.00 |
1,325.00 |
|