| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,301.75 |
2,308.00 |
6.25 |
0.3% |
2,322.75 |
| High |
2,313.75 |
2,310.00 |
-3.75 |
-0.2% |
2,334.00 |
| Low |
2,289.25 |
2,250.25 |
-39.00 |
-1.7% |
2,285.00 |
| Close |
2,309.75 |
2,290.00 |
-19.75 |
-0.9% |
2,309.75 |
| Range |
24.50 |
59.75 |
35.25 |
143.9% |
49.00 |
| ATR |
32.50 |
34.45 |
1.95 |
6.0% |
0.00 |
| Volume |
236,995 |
376,034 |
139,039 |
58.7% |
1,326,353 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,462.75 |
2,436.00 |
2,322.75 |
|
| R3 |
2,403.00 |
2,376.25 |
2,306.50 |
|
| R2 |
2,343.25 |
2,343.25 |
2,301.00 |
|
| R1 |
2,316.50 |
2,316.50 |
2,295.50 |
2,300.00 |
| PP |
2,283.50 |
2,283.50 |
2,283.50 |
2,275.00 |
| S1 |
2,256.75 |
2,256.75 |
2,284.50 |
2,240.25 |
| S2 |
2,223.75 |
2,223.75 |
2,279.00 |
|
| S3 |
2,164.00 |
2,197.00 |
2,273.50 |
|
| S4 |
2,104.25 |
2,137.25 |
2,257.25 |
|
|
| 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 |
2,319.50 |
2,250.25 |
69.25 |
3.0% |
32.25 |
1.4% |
57% |
False |
True |
295,677 |
| 10 |
2,350.00 |
2,250.25 |
99.75 |
4.4% |
32.25 |
1.4% |
40% |
False |
True |
273,971 |
| 20 |
2,358.00 |
2,232.00 |
126.00 |
5.5% |
31.00 |
1.4% |
46% |
False |
False |
250,152 |
| 40 |
2,389.00 |
2,185.75 |
203.25 |
8.9% |
40.00 |
1.7% |
51% |
False |
False |
201,413 |
| 60 |
2,400.00 |
2,185.75 |
214.25 |
9.4% |
35.25 |
1.5% |
49% |
False |
False |
134,337 |
| 80 |
2,400.00 |
2,185.75 |
214.25 |
9.4% |
32.75 |
1.4% |
49% |
False |
False |
100,785 |
| 100 |
2,400.00 |
2,118.75 |
281.25 |
12.3% |
27.50 |
1.2% |
61% |
False |
False |
80,631 |
| 120 |
2,400.00 |
2,092.50 |
307.50 |
13.4% |
23.50 |
1.0% |
64% |
False |
False |
67,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,564.00 |
|
2.618 |
2,466.50 |
|
1.618 |
2,406.75 |
|
1.000 |
2,369.75 |
|
0.618 |
2,347.00 |
|
HIGH |
2,310.00 |
|
0.618 |
2,287.25 |
|
0.500 |
2,280.00 |
|
0.382 |
2,273.00 |
|
LOW |
2,250.25 |
|
0.618 |
2,213.25 |
|
1.000 |
2,190.50 |
|
1.618 |
2,153.50 |
|
2.618 |
2,093.75 |
|
4.250 |
1,996.25 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,286.75 |
2,287.25 |
| PP |
2,283.50 |
2,284.75 |
| S1 |
2,280.00 |
2,282.00 |
|