| Trading Metrics calculated at close of trading on 15-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
12,201 |
12,234 |
33 |
0.3% |
12,339 |
| High |
12,251 |
12,314 |
63 |
0.5% |
12,391 |
| Low |
12,108 |
12,186 |
78 |
0.6% |
12,108 |
| Close |
12,228 |
12,303 |
75 |
0.6% |
12,303 |
| Range |
143 |
128 |
-15 |
-10.5% |
283 |
| ATR |
132 |
131 |
0 |
-0.2% |
0 |
| Volume |
115,990 |
87,644 |
-28,346 |
-24.4% |
503,555 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,652 |
12,605 |
12,374 |
|
| R3 |
12,524 |
12,477 |
12,338 |
|
| R2 |
12,396 |
12,396 |
12,327 |
|
| R1 |
12,349 |
12,349 |
12,315 |
12,373 |
| PP |
12,268 |
12,268 |
12,268 |
12,279 |
| S1 |
12,221 |
12,221 |
12,291 |
12,245 |
| S2 |
12,140 |
12,140 |
12,280 |
|
| S3 |
12,012 |
12,093 |
12,268 |
|
| S4 |
11,884 |
11,965 |
12,233 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,116 |
12,993 |
12,459 |
|
| R3 |
12,833 |
12,710 |
12,381 |
|
| R2 |
12,550 |
12,550 |
12,355 |
|
| R1 |
12,427 |
12,427 |
12,329 |
12,347 |
| PP |
12,267 |
12,267 |
12,267 |
12,228 |
| S1 |
12,144 |
12,144 |
12,277 |
12,064 |
| S2 |
11,984 |
11,984 |
12,251 |
|
| S3 |
11,701 |
11,861 |
12,225 |
|
| S4 |
11,418 |
11,578 |
12,147 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,391 |
12,108 |
283 |
2.3% |
127 |
1.0% |
69% |
False |
False |
100,711 |
| 10 |
12,406 |
12,108 |
298 |
2.4% |
112 |
0.9% |
65% |
False |
False |
93,579 |
| 20 |
12,406 |
11,802 |
604 |
4.9% |
113 |
0.9% |
83% |
False |
False |
91,680 |
| 40 |
12,406 |
11,451 |
955 |
7.8% |
157 |
1.3% |
89% |
False |
False |
72,132 |
| 60 |
12,406 |
11,451 |
955 |
7.8% |
136 |
1.1% |
89% |
False |
False |
48,108 |
| 80 |
12,406 |
11,397 |
1,009 |
8.2% |
121 |
1.0% |
90% |
False |
False |
36,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,858 |
|
2.618 |
12,649 |
|
1.618 |
12,521 |
|
1.000 |
12,442 |
|
0.618 |
12,393 |
|
HIGH |
12,314 |
|
0.618 |
12,265 |
|
0.500 |
12,250 |
|
0.382 |
12,235 |
|
LOW |
12,186 |
|
0.618 |
12,107 |
|
1.000 |
12,058 |
|
1.618 |
11,979 |
|
2.618 |
11,851 |
|
4.250 |
11,642 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,285 |
12,272 |
| PP |
12,268 |
12,242 |
| S1 |
12,250 |
12,211 |
|