| Trading Metrics calculated at close of trading on 25-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,356.00 |
2,373.00 |
17.00 |
0.7% |
2,308.00 |
| High |
2,382.75 |
2,382.25 |
-0.50 |
0.0% |
2,382.75 |
| Low |
2,356.00 |
2,371.75 |
15.75 |
0.7% |
2,250.25 |
| Close |
2,375.50 |
2,377.50 |
2.00 |
0.1% |
2,375.50 |
| Range |
26.75 |
10.50 |
-16.25 |
-60.7% |
132.50 |
| ATR |
35.51 |
33.72 |
-1.79 |
-5.0% |
0.00 |
| Volume |
242,215 |
242,215 |
0 |
0.0% |
1,152,497 |
|
| Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,408.75 |
2,403.50 |
2,383.25 |
|
| R3 |
2,398.25 |
2,393.00 |
2,380.50 |
|
| R2 |
2,387.75 |
2,387.75 |
2,379.50 |
|
| R1 |
2,382.50 |
2,382.50 |
2,378.50 |
2,385.00 |
| PP |
2,377.25 |
2,377.25 |
2,377.25 |
2,378.50 |
| S1 |
2,372.00 |
2,372.00 |
2,376.50 |
2,374.50 |
| S2 |
2,366.75 |
2,366.75 |
2,375.50 |
|
| S3 |
2,356.25 |
2,361.50 |
2,374.50 |
|
| S4 |
2,345.75 |
2,351.00 |
2,371.75 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,733.75 |
2,687.00 |
2,448.50 |
|
| R3 |
2,601.25 |
2,554.50 |
2,412.00 |
|
| R2 |
2,468.75 |
2,468.75 |
2,399.75 |
|
| R1 |
2,422.00 |
2,422.00 |
2,387.75 |
2,445.50 |
| PP |
2,336.25 |
2,336.25 |
2,336.25 |
2,347.75 |
| S1 |
2,289.50 |
2,289.50 |
2,363.25 |
2,313.00 |
| S2 |
2,203.75 |
2,203.75 |
2,351.25 |
|
| S3 |
2,071.25 |
2,157.00 |
2,339.00 |
|
| S4 |
1,938.75 |
2,024.50 |
2,302.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,382.75 |
2,250.25 |
132.50 |
5.6% |
37.50 |
1.6% |
96% |
False |
False |
278,942 |
| 10 |
2,382.75 |
2,250.25 |
132.50 |
5.6% |
32.25 |
1.4% |
96% |
False |
False |
272,106 |
| 20 |
2,382.75 |
2,250.25 |
132.50 |
5.6% |
30.50 |
1.3% |
96% |
False |
False |
249,194 |
| 40 |
2,382.75 |
2,185.75 |
197.00 |
8.3% |
38.00 |
1.6% |
97% |
False |
False |
226,829 |
| 60 |
2,400.00 |
2,185.75 |
214.25 |
9.0% |
35.75 |
1.5% |
89% |
False |
False |
151,307 |
| 80 |
2,400.00 |
2,185.75 |
214.25 |
9.0% |
33.50 |
1.4% |
89% |
False |
False |
113,515 |
| 100 |
2,400.00 |
2,154.00 |
246.00 |
10.3% |
28.75 |
1.2% |
91% |
False |
False |
90,818 |
| 120 |
2,400.00 |
2,092.50 |
307.50 |
12.9% |
24.50 |
1.0% |
93% |
False |
False |
75,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,427.00 |
|
2.618 |
2,409.75 |
|
1.618 |
2,399.25 |
|
1.000 |
2,392.75 |
|
0.618 |
2,388.75 |
|
HIGH |
2,382.25 |
|
0.618 |
2,378.25 |
|
0.500 |
2,377.00 |
|
0.382 |
2,375.75 |
|
LOW |
2,371.75 |
|
0.618 |
2,365.25 |
|
1.000 |
2,361.25 |
|
1.618 |
2,354.75 |
|
2.618 |
2,344.25 |
|
4.250 |
2,327.00 |
|
|
| Fisher Pivots for day following 25-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,377.25 |
2,367.50 |
| PP |
2,377.25 |
2,357.75 |
| S1 |
2,377.00 |
2,348.00 |
|