| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,292.25 |
2,309.00 |
16.75 |
0.7% |
2,337.25 |
| High |
2,319.50 |
2,312.00 |
-7.50 |
-0.3% |
2,350.00 |
| Low |
2,291.50 |
2,287.50 |
-4.00 |
-0.2% |
2,304.75 |
| Close |
2,308.50 |
2,300.75 |
-7.75 |
-0.3% |
2,318.00 |
| Range |
28.00 |
24.50 |
-3.50 |
-12.5% |
45.25 |
| ATR |
33.78 |
33.12 |
-0.66 |
-2.0% |
0.00 |
| Volume |
284,983 |
291,384 |
6,401 |
2.2% |
1,250,885 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,373.50 |
2,361.75 |
2,314.25 |
|
| R3 |
2,349.00 |
2,337.25 |
2,307.50 |
|
| R2 |
2,324.50 |
2,324.50 |
2,305.25 |
|
| R1 |
2,312.75 |
2,312.75 |
2,303.00 |
2,306.50 |
| PP |
2,300.00 |
2,300.00 |
2,300.00 |
2,297.00 |
| S1 |
2,288.25 |
2,288.25 |
2,298.50 |
2,282.00 |
| S2 |
2,275.50 |
2,275.50 |
2,296.25 |
|
| S3 |
2,251.00 |
2,263.75 |
2,294.00 |
|
| S4 |
2,226.50 |
2,239.25 |
2,287.25 |
|
|
| 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 |
2,342.75 |
2,285.00 |
57.75 |
2.5% |
29.50 |
1.3% |
27% |
False |
False |
264,080 |
| 10 |
2,358.00 |
2,285.00 |
73.00 |
3.2% |
29.00 |
1.3% |
22% |
False |
False |
256,772 |
| 20 |
2,358.00 |
2,215.00 |
143.00 |
6.2% |
31.50 |
1.4% |
60% |
False |
False |
249,852 |
| 40 |
2,397.75 |
2,185.75 |
212.00 |
9.2% |
38.50 |
1.7% |
54% |
False |
False |
186,096 |
| 60 |
2,400.00 |
2,185.75 |
214.25 |
9.3% |
34.75 |
1.5% |
54% |
False |
False |
124,122 |
| 80 |
2,400.00 |
2,185.75 |
214.25 |
9.3% |
32.00 |
1.4% |
54% |
False |
False |
93,125 |
| 100 |
2,400.00 |
2,114.00 |
286.00 |
12.4% |
26.50 |
1.2% |
65% |
False |
False |
74,501 |
| 120 |
2,400.00 |
2,092.50 |
307.50 |
13.4% |
22.75 |
1.0% |
68% |
False |
False |
62,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,416.00 |
|
2.618 |
2,376.25 |
|
1.618 |
2,351.75 |
|
1.000 |
2,336.50 |
|
0.618 |
2,327.25 |
|
HIGH |
2,312.00 |
|
0.618 |
2,302.75 |
|
0.500 |
2,299.75 |
|
0.382 |
2,296.75 |
|
LOW |
2,287.50 |
|
0.618 |
2,272.25 |
|
1.000 |
2,263.00 |
|
1.618 |
2,247.75 |
|
2.618 |
2,223.25 |
|
4.250 |
2,183.50 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,300.50 |
2,302.25 |
| PP |
2,300.00 |
2,301.75 |
| S1 |
2,299.75 |
2,301.25 |
|