| Trading Metrics calculated at close of trading on 20-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,289.00 |
2,313.75 |
24.75 |
1.1% |
2,322.75 |
| High |
2,317.50 |
2,363.75 |
46.25 |
2.0% |
2,334.00 |
| Low |
2,277.75 |
2,313.00 |
35.25 |
1.5% |
2,285.00 |
| Close |
2,311.00 |
2,355.00 |
44.00 |
1.9% |
2,309.75 |
| Range |
39.75 |
50.75 |
11.00 |
27.7% |
49.00 |
| ATR |
34.83 |
36.11 |
1.28 |
3.7% |
0.00 |
| Volume |
226,895 |
307,353 |
80,458 |
35.5% |
1,326,353 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,496.25 |
2,476.25 |
2,383.00 |
|
| R3 |
2,445.50 |
2,425.50 |
2,369.00 |
|
| R2 |
2,394.75 |
2,394.75 |
2,364.25 |
|
| R1 |
2,374.75 |
2,374.75 |
2,359.75 |
2,384.75 |
| PP |
2,344.00 |
2,344.00 |
2,344.00 |
2,349.00 |
| S1 |
2,324.00 |
2,324.00 |
2,350.25 |
2,334.00 |
| S2 |
2,293.25 |
2,293.25 |
2,345.75 |
|
| S3 |
2,242.50 |
2,273.25 |
2,341.00 |
|
| S4 |
2,191.75 |
2,222.50 |
2,327.00 |
|
|
| 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 |
2,363.75 |
2,250.25 |
113.50 |
4.8% |
39.75 |
1.7% |
92% |
True |
False |
287,732 |
| 10 |
2,363.75 |
2,250.25 |
113.50 |
4.8% |
35.50 |
1.5% |
92% |
True |
False |
276,764 |
| 20 |
2,363.75 |
2,250.25 |
113.50 |
4.8% |
32.75 |
1.4% |
92% |
True |
False |
252,291 |
| 40 |
2,376.50 |
2,185.75 |
190.75 |
8.1% |
39.00 |
1.7% |
89% |
False |
False |
214,748 |
| 60 |
2,400.00 |
2,185.75 |
214.25 |
9.1% |
35.75 |
1.5% |
79% |
False |
False |
143,238 |
| 80 |
2,400.00 |
2,185.75 |
214.25 |
9.1% |
33.25 |
1.4% |
79% |
False |
False |
107,460 |
| 100 |
2,400.00 |
2,118.75 |
281.25 |
11.9% |
28.25 |
1.2% |
84% |
False |
False |
85,974 |
| 120 |
2,400.00 |
2,092.50 |
307.50 |
13.1% |
24.25 |
1.0% |
85% |
False |
False |
71,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,579.50 |
|
2.618 |
2,496.50 |
|
1.618 |
2,445.75 |
|
1.000 |
2,414.50 |
|
0.618 |
2,395.00 |
|
HIGH |
2,363.75 |
|
0.618 |
2,344.25 |
|
0.500 |
2,338.50 |
|
0.382 |
2,332.50 |
|
LOW |
2,313.00 |
|
0.618 |
2,281.75 |
|
1.000 |
2,262.25 |
|
1.618 |
2,231.00 |
|
2.618 |
2,180.25 |
|
4.250 |
2,097.25 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,349.50 |
2,339.00 |
| PP |
2,344.00 |
2,323.00 |
| S1 |
2,338.50 |
2,307.00 |
|