| Trading Metrics calculated at close of trading on 28-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,388.00 |
2,409.25 |
21.25 |
0.9% |
2,308.00 |
| High |
2,412.75 |
2,415.75 |
3.00 |
0.1% |
2,382.75 |
| Low |
2,387.25 |
2,396.25 |
9.00 |
0.4% |
2,250.25 |
| Close |
2,409.00 |
2,401.75 |
-7.25 |
-0.3% |
2,375.50 |
| Range |
25.50 |
19.50 |
-6.00 |
-23.5% |
132.50 |
| ATR |
33.02 |
32.05 |
-0.97 |
-2.9% |
0.00 |
| Volume |
213,497 |
229,280 |
15,783 |
7.4% |
1,152,497 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,463.00 |
2,452.00 |
2,412.50 |
|
| R3 |
2,443.50 |
2,432.50 |
2,407.00 |
|
| R2 |
2,424.00 |
2,424.00 |
2,405.25 |
|
| R1 |
2,413.00 |
2,413.00 |
2,403.50 |
2,408.75 |
| PP |
2,404.50 |
2,404.50 |
2,404.50 |
2,402.50 |
| S1 |
2,393.50 |
2,393.50 |
2,400.00 |
2,389.25 |
| S2 |
2,385.00 |
2,385.00 |
2,398.25 |
|
| S3 |
2,365.50 |
2,374.00 |
2,396.50 |
|
| S4 |
2,346.00 |
2,354.50 |
2,391.00 |
|
|
| 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 |
2,415.75 |
2,356.00 |
59.75 |
2.5% |
22.25 |
0.9% |
77% |
True |
False |
230,732 |
| 10 |
2,415.75 |
2,250.25 |
165.50 |
6.9% |
31.00 |
1.3% |
92% |
True |
False |
259,232 |
| 20 |
2,415.75 |
2,250.25 |
165.50 |
6.9% |
29.50 |
1.2% |
92% |
True |
False |
252,232 |
| 40 |
2,415.75 |
2,185.75 |
230.00 |
9.6% |
36.50 |
1.5% |
94% |
True |
False |
243,520 |
| 60 |
2,415.75 |
2,185.75 |
230.00 |
9.6% |
34.25 |
1.4% |
94% |
True |
False |
162,449 |
| 80 |
2,415.75 |
2,185.75 |
230.00 |
9.6% |
33.50 |
1.4% |
94% |
True |
False |
121,879 |
| 100 |
2,415.75 |
2,175.00 |
240.75 |
10.0% |
29.50 |
1.2% |
94% |
True |
False |
97,510 |
| 120 |
2,415.75 |
2,092.50 |
323.25 |
13.5% |
25.00 |
1.0% |
96% |
True |
False |
81,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,498.50 |
|
2.618 |
2,466.75 |
|
1.618 |
2,447.25 |
|
1.000 |
2,435.25 |
|
0.618 |
2,427.75 |
|
HIGH |
2,415.75 |
|
0.618 |
2,408.25 |
|
0.500 |
2,406.00 |
|
0.382 |
2,403.75 |
|
LOW |
2,396.25 |
|
0.618 |
2,384.25 |
|
1.000 |
2,376.75 |
|
1.618 |
2,364.75 |
|
2.618 |
2,345.25 |
|
4.250 |
2,313.50 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,406.00 |
2,399.25 |
| PP |
2,404.50 |
2,396.75 |
| S1 |
2,403.25 |
2,394.25 |
|