| 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 |
2,325.50 |
2,329.00 |
3.50 |
0.2% |
2,337.25 |
| High |
2,344.25 |
2,342.75 |
-1.50 |
-0.1% |
2,350.00 |
| Low |
2,311.75 |
2,304.75 |
-7.00 |
-0.3% |
2,304.75 |
| Close |
2,329.25 |
2,318.00 |
-11.25 |
-0.5% |
2,318.00 |
| Range |
32.50 |
38.00 |
5.50 |
16.9% |
45.25 |
| ATR |
34.94 |
35.16 |
0.22 |
0.6% |
0.00 |
| Volume |
299,965 |
231,045 |
-68,920 |
-23.0% |
1,250,885 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,435.75 |
2,415.00 |
2,339.00 |
|
| R3 |
2,397.75 |
2,377.00 |
2,328.50 |
|
| R2 |
2,359.75 |
2,359.75 |
2,325.00 |
|
| R1 |
2,339.00 |
2,339.00 |
2,321.50 |
2,330.50 |
| PP |
2,321.75 |
2,321.75 |
2,321.75 |
2,317.50 |
| S1 |
2,301.00 |
2,301.00 |
2,314.50 |
2,292.50 |
| S2 |
2,283.75 |
2,283.75 |
2,311.00 |
|
| S3 |
2,245.75 |
2,263.00 |
2,307.50 |
|
| S4 |
2,207.75 |
2,225.00 |
2,297.00 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,460.00 |
2,434.25 |
2,343.00 |
|
| R3 |
2,414.75 |
2,389.00 |
2,330.50 |
|
| R2 |
2,369.50 |
2,369.50 |
2,326.25 |
|
| R1 |
2,343.75 |
2,343.75 |
2,322.25 |
2,334.00 |
| PP |
2,324.25 |
2,324.25 |
2,324.25 |
2,319.50 |
| S1 |
2,298.50 |
2,298.50 |
2,313.75 |
2,288.75 |
| S2 |
2,279.00 |
2,279.00 |
2,309.75 |
|
| S3 |
2,233.75 |
2,253.25 |
2,305.50 |
|
| S4 |
2,188.50 |
2,208.00 |
2,293.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,350.00 |
2,304.75 |
45.25 |
2.0% |
31.25 |
1.3% |
29% |
False |
True |
250,177 |
| 10 |
2,358.00 |
2,289.50 |
68.50 |
3.0% |
28.75 |
1.2% |
42% |
False |
False |
226,283 |
| 20 |
2,358.00 |
2,185.75 |
172.25 |
7.4% |
38.00 |
1.6% |
77% |
False |
False |
287,857 |
| 40 |
2,400.00 |
2,185.75 |
214.25 |
9.2% |
37.75 |
1.6% |
62% |
False |
False |
158,897 |
| 60 |
2,400.00 |
2,185.75 |
214.25 |
9.2% |
35.25 |
1.5% |
62% |
False |
False |
105,975 |
| 80 |
2,400.00 |
2,185.75 |
214.25 |
9.2% |
31.25 |
1.3% |
62% |
False |
False |
79,509 |
| 100 |
2,400.00 |
2,092.50 |
307.50 |
13.3% |
25.50 |
1.1% |
73% |
False |
False |
63,608 |
| 120 |
2,400.00 |
2,062.50 |
337.50 |
14.6% |
22.00 |
0.9% |
76% |
False |
False |
53,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,504.25 |
|
2.618 |
2,442.25 |
|
1.618 |
2,404.25 |
|
1.000 |
2,380.75 |
|
0.618 |
2,366.25 |
|
HIGH |
2,342.75 |
|
0.618 |
2,328.25 |
|
0.500 |
2,323.75 |
|
0.382 |
2,319.25 |
|
LOW |
2,304.75 |
|
0.618 |
2,281.25 |
|
1.000 |
2,266.75 |
|
1.618 |
2,243.25 |
|
2.618 |
2,205.25 |
|
4.250 |
2,143.25 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,323.75 |
2,327.50 |
| PP |
2,321.75 |
2,324.25 |
| S1 |
2,320.00 |
2,321.00 |
|