| 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 |
2,309.00 |
2,301.75 |
-7.25 |
-0.3% |
2,322.75 |
| High |
2,312.00 |
2,313.75 |
1.75 |
0.1% |
2,334.00 |
| Low |
2,287.50 |
2,289.25 |
1.75 |
0.1% |
2,285.00 |
| Close |
2,300.75 |
2,309.75 |
9.00 |
0.4% |
2,309.75 |
| Range |
24.50 |
24.50 |
0.00 |
0.0% |
49.00 |
| ATR |
33.12 |
32.50 |
-0.62 |
-1.9% |
0.00 |
| Volume |
291,384 |
236,995 |
-54,389 |
-18.7% |
1,326,353 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,377.75 |
2,368.25 |
2,323.25 |
|
| R3 |
2,353.25 |
2,343.75 |
2,316.50 |
|
| R2 |
2,328.75 |
2,328.75 |
2,314.25 |
|
| R1 |
2,319.25 |
2,319.25 |
2,312.00 |
2,324.00 |
| PP |
2,304.25 |
2,304.25 |
2,304.25 |
2,306.50 |
| S1 |
2,294.75 |
2,294.75 |
2,307.50 |
2,299.50 |
| S2 |
2,279.75 |
2,279.75 |
2,305.25 |
|
| S3 |
2,255.25 |
2,270.25 |
2,303.00 |
|
| S4 |
2,230.75 |
2,245.75 |
2,296.25 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,456.50 |
2,432.25 |
2,336.75 |
|
| R3 |
2,407.50 |
2,383.25 |
2,323.25 |
|
| R2 |
2,358.50 |
2,358.50 |
2,318.75 |
|
| R1 |
2,334.25 |
2,334.25 |
2,314.25 |
2,322.00 |
| PP |
2,309.50 |
2,309.50 |
2,309.50 |
2,303.50 |
| S1 |
2,285.25 |
2,285.25 |
2,305.25 |
2,273.00 |
| S2 |
2,260.50 |
2,260.50 |
2,300.75 |
|
| S3 |
2,211.50 |
2,236.25 |
2,296.25 |
|
| S4 |
2,162.50 |
2,187.25 |
2,282.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,334.00 |
2,285.00 |
49.00 |
2.1% |
26.75 |
1.2% |
51% |
False |
False |
265,270 |
| 10 |
2,350.00 |
2,285.00 |
65.00 |
2.8% |
29.00 |
1.3% |
38% |
False |
False |
257,723 |
| 20 |
2,358.00 |
2,219.00 |
139.00 |
6.0% |
30.75 |
1.3% |
65% |
False |
False |
243,874 |
| 40 |
2,397.00 |
2,185.75 |
211.25 |
9.1% |
38.75 |
1.7% |
59% |
False |
False |
192,016 |
| 60 |
2,400.00 |
2,185.75 |
214.25 |
9.3% |
34.75 |
1.5% |
58% |
False |
False |
128,071 |
| 80 |
2,400.00 |
2,185.75 |
214.25 |
9.3% |
32.00 |
1.4% |
58% |
False |
False |
96,085 |
| 100 |
2,400.00 |
2,114.00 |
286.00 |
12.4% |
26.75 |
1.2% |
68% |
False |
False |
76,871 |
| 120 |
2,400.00 |
2,092.50 |
307.50 |
13.3% |
23.00 |
1.0% |
71% |
False |
False |
64,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,418.00 |
|
2.618 |
2,378.00 |
|
1.618 |
2,353.50 |
|
1.000 |
2,338.25 |
|
0.618 |
2,329.00 |
|
HIGH |
2,313.75 |
|
0.618 |
2,304.50 |
|
0.500 |
2,301.50 |
|
0.382 |
2,298.50 |
|
LOW |
2,289.25 |
|
0.618 |
2,274.00 |
|
1.000 |
2,264.75 |
|
1.618 |
2,249.50 |
|
2.618 |
2,225.00 |
|
4.250 |
2,185.00 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,307.00 |
2,307.75 |
| PP |
2,304.25 |
2,305.50 |
| S1 |
2,301.50 |
2,303.50 |
|