| Trading Metrics calculated at close of trading on 06-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
12,340 |
12,325 |
-15 |
-0.1% |
12,170 |
| High |
12,377 |
12,405 |
28 |
0.2% |
12,358 |
| Low |
12,288 |
12,321 |
33 |
0.3% |
12,108 |
| Close |
12,327 |
12,357 |
30 |
0.2% |
12,318 |
| Range |
89 |
84 |
-5 |
-5.6% |
250 |
| ATR |
137 |
134 |
-4 |
-2.8% |
0 |
| Volume |
81,198 |
86,707 |
5,509 |
6.8% |
386,398 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,613 |
12,569 |
12,403 |
|
| R3 |
12,529 |
12,485 |
12,380 |
|
| R2 |
12,445 |
12,445 |
12,373 |
|
| R1 |
12,401 |
12,401 |
12,365 |
12,423 |
| PP |
12,361 |
12,361 |
12,361 |
12,372 |
| S1 |
12,317 |
12,317 |
12,349 |
12,339 |
| S2 |
12,277 |
12,277 |
12,342 |
|
| S3 |
12,193 |
12,233 |
12,334 |
|
| S4 |
12,109 |
12,149 |
12,311 |
|
|
| 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 |
12,405 |
12,252 |
153 |
1.2% |
80 |
0.6% |
69% |
True |
False |
77,228 |
| 10 |
12,405 |
12,003 |
402 |
3.3% |
95 |
0.8% |
88% |
True |
False |
81,623 |
| 20 |
12,405 |
11,451 |
954 |
7.7% |
157 |
1.3% |
95% |
True |
False |
107,614 |
| 40 |
12,405 |
11,451 |
954 |
7.7% |
148 |
1.2% |
95% |
True |
False |
54,450 |
| 60 |
12,405 |
11,451 |
954 |
7.7% |
132 |
1.1% |
95% |
True |
False |
36,312 |
| 80 |
12,405 |
11,293 |
1,112 |
9.0% |
113 |
0.9% |
96% |
True |
False |
27,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,762 |
|
2.618 |
12,625 |
|
1.618 |
12,541 |
|
1.000 |
12,489 |
|
0.618 |
12,457 |
|
HIGH |
12,405 |
|
0.618 |
12,373 |
|
0.500 |
12,363 |
|
0.382 |
12,353 |
|
LOW |
12,321 |
|
0.618 |
12,269 |
|
1.000 |
12,237 |
|
1.618 |
12,185 |
|
2.618 |
12,101 |
|
4.250 |
11,964 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,363 |
12,353 |
| PP |
12,361 |
12,349 |
| S1 |
12,359 |
12,346 |
|