| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
5,930.0 |
5,964.0 |
34.0 |
0.6% |
5,963.0 |
| High |
6,008.5 |
5,964.0 |
-44.5 |
-0.7% |
6,026.0 |
| Low |
5,930.0 |
5,900.0 |
-30.0 |
-0.5% |
5,944.0 |
| Close |
5,967.5 |
5,929.5 |
-38.0 |
-0.6% |
5,998.5 |
| Range |
78.5 |
64.0 |
-14.5 |
-18.5% |
82.0 |
| ATR |
73.4 |
73.0 |
-0.4 |
-0.6% |
0.0 |
| Volume |
96,855 |
95,673 |
-1,182 |
-1.2% |
384,962 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,123.0 |
6,090.5 |
5,964.5 |
|
| R3 |
6,059.0 |
6,026.5 |
5,947.0 |
|
| R2 |
5,995.0 |
5,995.0 |
5,941.0 |
|
| R1 |
5,962.5 |
5,962.5 |
5,935.5 |
5,947.0 |
| PP |
5,931.0 |
5,931.0 |
5,931.0 |
5,923.5 |
| S1 |
5,898.5 |
5,898.5 |
5,923.5 |
5,883.0 |
| S2 |
5,867.0 |
5,867.0 |
5,918.0 |
|
| S3 |
5,803.0 |
5,834.5 |
5,912.0 |
|
| S4 |
5,739.0 |
5,770.5 |
5,894.5 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,235.5 |
6,199.0 |
6,043.5 |
|
| R3 |
6,153.5 |
6,117.0 |
6,021.0 |
|
| R2 |
6,071.5 |
6,071.5 |
6,013.5 |
|
| R1 |
6,035.0 |
6,035.0 |
6,006.0 |
6,053.0 |
| PP |
5,989.5 |
5,989.5 |
5,989.5 |
5,998.5 |
| S1 |
5,953.0 |
5,953.0 |
5,991.0 |
5,971.0 |
| S2 |
5,907.5 |
5,907.5 |
5,983.5 |
|
| S3 |
5,825.5 |
5,871.0 |
5,976.0 |
|
| S4 |
5,743.5 |
5,789.0 |
5,953.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,029.5 |
5,900.0 |
129.5 |
2.2% |
63.0 |
1.1% |
23% |
False |
True |
87,919 |
| 10 |
6,029.5 |
5,879.5 |
150.0 |
2.5% |
61.0 |
1.0% |
33% |
False |
False |
85,237 |
| 20 |
6,029.5 |
5,650.5 |
379.0 |
6.4% |
64.0 |
1.1% |
74% |
False |
False |
88,100 |
| 40 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
82.0 |
1.4% |
81% |
False |
False |
67,531 |
| 60 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
64.0 |
1.1% |
81% |
False |
False |
45,041 |
| 80 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
54.0 |
0.9% |
81% |
False |
False |
33,795 |
| 100 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
46.0 |
0.8% |
81% |
False |
False |
27,044 |
| 120 |
6,042.0 |
5,458.5 |
583.5 |
9.8% |
41.5 |
0.7% |
81% |
False |
False |
22,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,236.0 |
|
2.618 |
6,131.5 |
|
1.618 |
6,067.5 |
|
1.000 |
6,028.0 |
|
0.618 |
6,003.5 |
|
HIGH |
5,964.0 |
|
0.618 |
5,939.5 |
|
0.500 |
5,932.0 |
|
0.382 |
5,924.5 |
|
LOW |
5,900.0 |
|
0.618 |
5,860.5 |
|
1.000 |
5,836.0 |
|
1.618 |
5,796.5 |
|
2.618 |
5,732.5 |
|
4.250 |
5,628.0 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,932.0 |
5,954.0 |
| PP |
5,931.0 |
5,946.0 |
| S1 |
5,930.5 |
5,938.0 |
|