| Trading Metrics calculated at close of trading on 27-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,377.25 |
2,388.00 |
10.75 |
0.5% |
2,308.00 |
| High |
2,402.00 |
2,412.75 |
10.75 |
0.4% |
2,382.75 |
| Low |
2,372.75 |
2,387.25 |
14.50 |
0.6% |
2,250.25 |
| Close |
2,384.75 |
2,409.00 |
24.25 |
1.0% |
2,375.50 |
| Range |
29.25 |
25.50 |
-3.75 |
-12.8% |
132.50 |
| ATR |
33.41 |
33.02 |
-0.39 |
-1.2% |
0.00 |
| Volume |
226,453 |
213,497 |
-12,956 |
-5.7% |
1,152,497 |
|
| Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,479.50 |
2,469.75 |
2,423.00 |
|
| R3 |
2,454.00 |
2,444.25 |
2,416.00 |
|
| R2 |
2,428.50 |
2,428.50 |
2,413.75 |
|
| R1 |
2,418.75 |
2,418.75 |
2,411.25 |
2,423.50 |
| PP |
2,403.00 |
2,403.00 |
2,403.00 |
2,405.50 |
| S1 |
2,393.25 |
2,393.25 |
2,406.75 |
2,398.00 |
| S2 |
2,377.50 |
2,377.50 |
2,404.25 |
|
| S3 |
2,352.00 |
2,367.75 |
2,402.00 |
|
| S4 |
2,326.50 |
2,342.25 |
2,395.00 |
|
|
| 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 |
2,412.75 |
2,313.00 |
99.75 |
4.1% |
28.50 |
1.2% |
96% |
True |
False |
246,346 |
| 10 |
2,412.75 |
2,250.25 |
162.50 |
6.7% |
32.00 |
1.3% |
98% |
True |
False |
264,802 |
| 20 |
2,412.75 |
2,250.25 |
162.50 |
6.7% |
29.75 |
1.2% |
98% |
True |
False |
249,850 |
| 40 |
2,412.75 |
2,185.75 |
227.00 |
9.4% |
37.00 |
1.5% |
98% |
True |
False |
237,816 |
| 60 |
2,412.75 |
2,185.75 |
227.00 |
9.4% |
34.75 |
1.4% |
98% |
True |
False |
158,632 |
| 80 |
2,412.75 |
2,185.75 |
227.00 |
9.4% |
33.75 |
1.4% |
98% |
True |
False |
119,014 |
| 100 |
2,412.75 |
2,175.00 |
237.75 |
9.9% |
29.25 |
1.2% |
98% |
True |
False |
95,218 |
| 120 |
2,412.75 |
2,092.50 |
320.25 |
13.3% |
25.00 |
1.0% |
99% |
True |
False |
79,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,521.00 |
|
2.618 |
2,479.50 |
|
1.618 |
2,454.00 |
|
1.000 |
2,438.25 |
|
0.618 |
2,428.50 |
|
HIGH |
2,412.75 |
|
0.618 |
2,403.00 |
|
0.500 |
2,400.00 |
|
0.382 |
2,397.00 |
|
LOW |
2,387.25 |
|
0.618 |
2,371.50 |
|
1.000 |
2,361.75 |
|
1.618 |
2,346.00 |
|
2.618 |
2,320.50 |
|
4.250 |
2,279.00 |
|
|
| Fisher Pivots for day following 27-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,406.00 |
2,403.50 |
| PP |
2,403.00 |
2,397.75 |
| S1 |
2,400.00 |
2,392.25 |
|