| Trading Metrics calculated at close of trading on 29-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,409.25 |
2,401.00 |
-8.25 |
-0.3% |
2,373.00 |
| High |
2,415.75 |
2,412.50 |
-3.25 |
-0.1% |
2,415.75 |
| Low |
2,396.25 |
2,397.25 |
1.00 |
0.0% |
2,371.75 |
| Close |
2,401.75 |
2,400.75 |
-1.00 |
0.0% |
2,400.75 |
| Range |
19.50 |
15.25 |
-4.25 |
-21.8% |
44.00 |
| ATR |
32.05 |
30.85 |
-1.20 |
-3.7% |
0.00 |
| Volume |
229,280 |
164,149 |
-65,131 |
-28.4% |
1,075,594 |
|
| Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,449.25 |
2,440.25 |
2,409.25 |
|
| R3 |
2,434.00 |
2,425.00 |
2,405.00 |
|
| R2 |
2,418.75 |
2,418.75 |
2,403.50 |
|
| R1 |
2,409.75 |
2,409.75 |
2,402.25 |
2,406.50 |
| PP |
2,403.50 |
2,403.50 |
2,403.50 |
2,402.00 |
| S1 |
2,394.50 |
2,394.50 |
2,399.25 |
2,391.50 |
| S2 |
2,388.25 |
2,388.25 |
2,398.00 |
|
| S3 |
2,373.00 |
2,379.25 |
2,396.50 |
|
| S4 |
2,357.75 |
2,364.00 |
2,392.25 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,528.00 |
2,508.50 |
2,425.00 |
|
| R3 |
2,484.00 |
2,464.50 |
2,412.75 |
|
| R2 |
2,440.00 |
2,440.00 |
2,408.75 |
|
| R1 |
2,420.50 |
2,420.50 |
2,404.75 |
2,430.25 |
| PP |
2,396.00 |
2,396.00 |
2,396.00 |
2,401.00 |
| S1 |
2,376.50 |
2,376.50 |
2,396.75 |
2,386.25 |
| S2 |
2,352.00 |
2,352.00 |
2,392.75 |
|
| S3 |
2,308.00 |
2,332.50 |
2,388.75 |
|
| S4 |
2,264.00 |
2,288.50 |
2,376.50 |
|
|
| 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 |
2,371.75 |
44.00 |
1.8% |
20.00 |
0.8% |
66% |
False |
False |
215,118 |
| 10 |
2,415.75 |
2,250.25 |
165.50 |
6.9% |
30.25 |
1.3% |
91% |
False |
False |
246,508 |
| 20 |
2,415.75 |
2,250.25 |
165.50 |
6.9% |
29.50 |
1.2% |
91% |
False |
False |
251,640 |
| 40 |
2,415.75 |
2,185.75 |
230.00 |
9.6% |
35.50 |
1.5% |
93% |
False |
False |
247,597 |
| 60 |
2,415.75 |
2,185.75 |
230.00 |
9.6% |
34.25 |
1.4% |
93% |
False |
False |
165,182 |
| 80 |
2,415.75 |
2,185.75 |
230.00 |
9.6% |
33.50 |
1.4% |
93% |
False |
False |
123,930 |
| 100 |
2,415.75 |
2,175.00 |
240.75 |
10.0% |
29.50 |
1.2% |
94% |
False |
False |
99,152 |
| 120 |
2,415.75 |
2,092.50 |
323.25 |
13.5% |
25.25 |
1.1% |
95% |
False |
False |
82,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,477.25 |
|
2.618 |
2,452.50 |
|
1.618 |
2,437.25 |
|
1.000 |
2,427.75 |
|
0.618 |
2,422.00 |
|
HIGH |
2,412.50 |
|
0.618 |
2,406.75 |
|
0.500 |
2,405.00 |
|
0.382 |
2,403.00 |
|
LOW |
2,397.25 |
|
0.618 |
2,387.75 |
|
1.000 |
2,382.00 |
|
1.618 |
2,372.50 |
|
2.618 |
2,357.25 |
|
4.250 |
2,332.50 |
|
|
| Fisher Pivots for day following 29-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,405.00 |
2,401.50 |
| PP |
2,403.50 |
2,401.25 |
| S1 |
2,402.00 |
2,401.00 |
|