| Trading Metrics calculated at close of trading on 04-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
12,263 |
12,309 |
46 |
0.4% |
12,170 |
| High |
12,358 |
12,346 |
-12 |
-0.1% |
12,358 |
| Low |
12,258 |
12,286 |
28 |
0.2% |
12,108 |
| Close |
12,318 |
12,337 |
19 |
0.2% |
12,318 |
| Range |
100 |
60 |
-40 |
-40.0% |
250 |
| ATR |
147 |
141 |
-6 |
-4.2% |
0 |
| Volume |
83,890 |
59,990 |
-23,900 |
-28.5% |
386,398 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,503 |
12,480 |
12,370 |
|
| R3 |
12,443 |
12,420 |
12,354 |
|
| R2 |
12,383 |
12,383 |
12,348 |
|
| R1 |
12,360 |
12,360 |
12,343 |
12,372 |
| PP |
12,323 |
12,323 |
12,323 |
12,329 |
| S1 |
12,300 |
12,300 |
12,332 |
12,312 |
| S2 |
12,263 |
12,263 |
12,326 |
|
| S3 |
12,203 |
12,240 |
12,321 |
|
| S4 |
12,143 |
12,180 |
12,304 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,011 |
12,915 |
12,456 |
|
| R3 |
12,761 |
12,665 |
12,387 |
|
| R2 |
12,511 |
12,511 |
12,364 |
|
| R1 |
12,415 |
12,415 |
12,341 |
12,463 |
| PP |
12,261 |
12,261 |
12,261 |
12,286 |
| S1 |
12,165 |
12,165 |
12,295 |
12,213 |
| S2 |
12,011 |
12,011 |
12,272 |
|
| S3 |
11,761 |
11,915 |
12,249 |
|
| S4 |
11,511 |
11,665 |
12,181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,358 |
12,108 |
250 |
2.0% |
93 |
0.8% |
92% |
False |
False |
75,056 |
| 10 |
12,358 |
11,907 |
451 |
3.7% |
99 |
0.8% |
95% |
False |
False |
84,436 |
| 20 |
12,358 |
11,451 |
907 |
7.4% |
162 |
1.3% |
98% |
False |
False |
100,301 |
| 40 |
12,358 |
11,451 |
907 |
7.4% |
149 |
1.2% |
98% |
False |
False |
50,253 |
| 60 |
12,358 |
11,451 |
907 |
7.4% |
133 |
1.1% |
98% |
False |
False |
33,514 |
| 80 |
12,358 |
11,200 |
1,158 |
9.4% |
112 |
0.9% |
98% |
False |
False |
25,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,601 |
|
2.618 |
12,503 |
|
1.618 |
12,443 |
|
1.000 |
12,406 |
|
0.618 |
12,383 |
|
HIGH |
12,346 |
|
0.618 |
12,323 |
|
0.500 |
12,316 |
|
0.382 |
12,309 |
|
LOW |
12,286 |
|
0.618 |
12,249 |
|
1.000 |
12,226 |
|
1.618 |
12,189 |
|
2.618 |
12,129 |
|
4.250 |
12,031 |
|
|
| Fisher Pivots for day following 04-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,330 |
12,326 |
| PP |
12,323 |
12,316 |
| S1 |
12,316 |
12,305 |
|