| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
131.80 |
130.59 |
-1.21 |
-0.9% |
133.00 |
| High |
132.37 |
130.81 |
-1.56 |
-1.2% |
133.45 |
| Low |
131.41 |
129.51 |
-1.90 |
-1.4% |
130.27 |
| Close |
132.04 |
130.56 |
-1.48 |
-1.1% |
132.04 |
| Range |
0.96 |
1.30 |
0.34 |
35.4% |
3.18 |
| ATR |
1.37 |
1.45 |
0.08 |
6.0% |
0.00 |
| Volume |
170,005,215 |
210,531,529 |
40,526,314 |
23.8% |
775,651,869 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.19 |
133.68 |
131.28 |
|
| R3 |
132.89 |
132.38 |
130.92 |
|
| R2 |
131.59 |
131.59 |
130.80 |
|
| R1 |
131.08 |
131.08 |
130.68 |
130.69 |
| PP |
130.29 |
130.29 |
130.29 |
130.10 |
| S1 |
129.78 |
129.78 |
130.44 |
129.39 |
| S2 |
128.99 |
128.99 |
130.32 |
|
| S3 |
127.69 |
128.48 |
130.20 |
|
| S4 |
126.39 |
127.18 |
129.85 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.46 |
139.93 |
133.79 |
|
| R3 |
138.28 |
136.75 |
132.91 |
|
| R2 |
135.10 |
135.10 |
132.62 |
|
| R1 |
133.57 |
133.57 |
132.33 |
132.75 |
| PP |
131.92 |
131.92 |
131.92 |
131.51 |
| S1 |
130.39 |
130.39 |
131.75 |
129.57 |
| S2 |
128.74 |
128.74 |
131.46 |
|
| S3 |
125.56 |
127.21 |
131.17 |
|
| S4 |
122.38 |
124.03 |
130.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132.37 |
129.51 |
2.86 |
2.2% |
1.19 |
0.9% |
37% |
False |
True |
172,966,225 |
| 10 |
134.00 |
129.51 |
4.49 |
3.4% |
1.20 |
0.9% |
23% |
False |
True |
154,592,837 |
| 20 |
134.00 |
128.32 |
5.68 |
4.4% |
1.12 |
0.9% |
39% |
False |
False |
144,930,970 |
| 40 |
134.00 |
125.28 |
8.72 |
6.7% |
1.44 |
1.1% |
61% |
False |
False |
189,495,539 |
| 60 |
134.69 |
125.28 |
9.41 |
7.2% |
1.32 |
1.0% |
56% |
False |
False |
173,048,598 |
| 80 |
134.69 |
125.04 |
9.65 |
7.4% |
1.21 |
0.9% |
57% |
False |
False |
158,239,389 |
| 100 |
134.69 |
117.74 |
16.95 |
13.0% |
1.17 |
0.9% |
76% |
False |
False |
156,352,776 |
| 120 |
134.69 |
117.26 |
17.43 |
13.4% |
1.18 |
0.9% |
76% |
False |
False |
162,024,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.34 |
|
2.618 |
134.21 |
|
1.618 |
132.91 |
|
1.000 |
132.11 |
|
0.618 |
131.61 |
|
HIGH |
130.81 |
|
0.618 |
130.31 |
|
0.500 |
130.16 |
|
0.382 |
130.01 |
|
LOW |
129.51 |
|
0.618 |
128.71 |
|
1.000 |
128.21 |
|
1.618 |
127.41 |
|
2.618 |
126.11 |
|
4.250 |
123.99 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
130.43 |
130.94 |
| PP |
130.29 |
130.81 |
| S1 |
130.16 |
130.69 |
|