| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
12,321 |
12,192 |
-129 |
-1.0% |
12,309 |
| High |
12,329 |
12,287 |
-42 |
-0.3% |
12,406 |
| Low |
12,177 |
12,169 |
-8 |
-0.1% |
12,266 |
| Close |
12,193 |
12,199 |
6 |
0.0% |
12,326 |
| Range |
152 |
118 |
-34 |
-22.4% |
140 |
| ATR |
132 |
131 |
-1 |
-0.7% |
0 |
| Volume |
98,554 |
112,586 |
14,032 |
14.2% |
432,242 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,572 |
12,504 |
12,264 |
|
| R3 |
12,454 |
12,386 |
12,232 |
|
| R2 |
12,336 |
12,336 |
12,221 |
|
| R1 |
12,268 |
12,268 |
12,210 |
12,302 |
| PP |
12,218 |
12,218 |
12,218 |
12,236 |
| S1 |
12,150 |
12,150 |
12,188 |
12,184 |
| S2 |
12,100 |
12,100 |
12,177 |
|
| S3 |
11,982 |
12,032 |
12,167 |
|
| S4 |
11,864 |
11,914 |
12,134 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,753 |
12,679 |
12,403 |
|
| R3 |
12,613 |
12,539 |
12,365 |
|
| R2 |
12,473 |
12,473 |
12,352 |
|
| R1 |
12,399 |
12,399 |
12,339 |
12,436 |
| PP |
12,333 |
12,333 |
12,333 |
12,351 |
| S1 |
12,259 |
12,259 |
12,313 |
12,296 |
| S2 |
12,193 |
12,193 |
12,300 |
|
| S3 |
12,053 |
12,119 |
12,288 |
|
| S4 |
11,913 |
11,979 |
12,249 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,406 |
12,169 |
237 |
1.9% |
124 |
1.0% |
13% |
False |
True |
100,853 |
| 10 |
12,406 |
12,169 |
237 |
1.9% |
102 |
0.8% |
13% |
False |
True |
89,041 |
| 20 |
12,406 |
11,451 |
955 |
7.8% |
124 |
1.0% |
78% |
False |
False |
94,955 |
| 40 |
12,406 |
11,451 |
955 |
7.8% |
154 |
1.3% |
78% |
False |
False |
67,049 |
| 60 |
12,406 |
11,451 |
955 |
7.8% |
135 |
1.1% |
78% |
False |
False |
44,715 |
| 80 |
12,406 |
11,336 |
1,070 |
8.8% |
119 |
1.0% |
81% |
False |
False |
33,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,789 |
|
2.618 |
12,596 |
|
1.618 |
12,478 |
|
1.000 |
12,405 |
|
0.618 |
12,360 |
|
HIGH |
12,287 |
|
0.618 |
12,242 |
|
0.500 |
12,228 |
|
0.382 |
12,214 |
|
LOW |
12,169 |
|
0.618 |
12,096 |
|
1.000 |
12,051 |
|
1.618 |
11,978 |
|
2.618 |
11,860 |
|
4.250 |
11,668 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,228 |
12,280 |
| PP |
12,218 |
12,253 |
| S1 |
12,209 |
12,226 |
|