| Trading Metrics calculated at close of trading on 07-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
12,325 |
12,360 |
35 |
0.3% |
12,170 |
| High |
12,405 |
12,388 |
-17 |
-0.1% |
12,358 |
| Low |
12,321 |
12,273 |
-48 |
-0.4% |
12,108 |
| Close |
12,357 |
12,351 |
-6 |
0.0% |
12,318 |
| Range |
84 |
115 |
31 |
36.9% |
250 |
| ATR |
134 |
132 |
-1 |
-1.0% |
0 |
| Volume |
86,707 |
109,012 |
22,305 |
25.7% |
386,398 |
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,682 |
12,632 |
12,414 |
|
| R3 |
12,567 |
12,517 |
12,383 |
|
| R2 |
12,452 |
12,452 |
12,372 |
|
| R1 |
12,402 |
12,402 |
12,362 |
12,370 |
| PP |
12,337 |
12,337 |
12,337 |
12,321 |
| S1 |
12,287 |
12,287 |
12,341 |
12,255 |
| S2 |
12,222 |
12,222 |
12,330 |
|
| S3 |
12,107 |
12,172 |
12,320 |
|
| S4 |
11,992 |
12,057 |
12,288 |
|
|
| 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 |
12,258 |
147 |
1.2% |
90 |
0.7% |
63% |
False |
False |
84,159 |
| 10 |
12,405 |
12,107 |
298 |
2.4% |
94 |
0.8% |
82% |
False |
False |
81,755 |
| 20 |
12,405 |
11,451 |
954 |
7.7% |
151 |
1.2% |
94% |
False |
False |
110,293 |
| 40 |
12,405 |
11,451 |
954 |
7.7% |
149 |
1.2% |
94% |
False |
False |
57,174 |
| 60 |
12,405 |
11,451 |
954 |
7.7% |
133 |
1.1% |
94% |
False |
False |
38,129 |
| 80 |
12,405 |
11,336 |
1,069 |
8.7% |
114 |
0.9% |
95% |
False |
False |
28,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,877 |
|
2.618 |
12,689 |
|
1.618 |
12,574 |
|
1.000 |
12,503 |
|
0.618 |
12,459 |
|
HIGH |
12,388 |
|
0.618 |
12,344 |
|
0.500 |
12,331 |
|
0.382 |
12,317 |
|
LOW |
12,273 |
|
0.618 |
12,202 |
|
1.000 |
12,158 |
|
1.618 |
12,087 |
|
2.618 |
11,972 |
|
4.250 |
11,784 |
|
|
| Fisher Pivots for day following 07-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,344 |
12,347 |
| PP |
12,337 |
12,343 |
| S1 |
12,331 |
12,339 |
|