| 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 |
2,843.0 |
2,843.0 |
0.0 |
0.0% |
2,905.0 |
| High |
2,852.0 |
2,843.0 |
-9.0 |
-0.3% |
2,907.0 |
| Low |
2,829.0 |
2,758.0 |
-71.0 |
-2.5% |
2,826.0 |
| Close |
2,844.0 |
2,774.0 |
-70.0 |
-2.5% |
2,844.0 |
| Range |
23.0 |
85.0 |
62.0 |
269.6% |
81.0 |
| ATR |
40.0 |
43.3 |
3.3 |
8.2% |
0.0 |
| Volume |
304 |
418,623 |
418,319 |
137,604.9% |
1,285 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,046.7 |
2,995.3 |
2,820.8 |
|
| R3 |
2,961.7 |
2,910.3 |
2,797.4 |
|
| R2 |
2,876.7 |
2,876.7 |
2,789.6 |
|
| R1 |
2,825.3 |
2,825.3 |
2,781.8 |
2,808.5 |
| PP |
2,791.7 |
2,791.7 |
2,791.7 |
2,783.3 |
| S1 |
2,740.3 |
2,740.3 |
2,766.2 |
2,723.5 |
| S2 |
2,706.7 |
2,706.7 |
2,758.4 |
|
| S3 |
2,621.7 |
2,655.3 |
2,750.6 |
|
| S4 |
2,536.7 |
2,570.3 |
2,727.3 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,102.0 |
3,054.0 |
2,888.6 |
|
| R3 |
3,021.0 |
2,973.0 |
2,866.3 |
|
| R2 |
2,940.0 |
2,940.0 |
2,858.9 |
|
| R1 |
2,892.0 |
2,892.0 |
2,851.4 |
2,875.5 |
| PP |
2,859.0 |
2,859.0 |
2,859.0 |
2,850.8 |
| S1 |
2,811.0 |
2,811.0 |
2,836.6 |
2,794.5 |
| S2 |
2,778.0 |
2,778.0 |
2,829.2 |
|
| S3 |
2,697.0 |
2,730.0 |
2,821.7 |
|
| S4 |
2,616.0 |
2,649.0 |
2,799.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,892.0 |
2,758.0 |
134.0 |
4.8% |
43.6 |
1.6% |
12% |
False |
True |
83,973 |
| 10 |
2,916.0 |
2,758.0 |
158.0 |
5.7% |
36.2 |
1.3% |
10% |
False |
True |
42,260 |
| 20 |
2,916.0 |
2,757.0 |
159.0 |
5.7% |
35.0 |
1.3% |
11% |
False |
False |
21,250 |
| 40 |
2,960.0 |
2,591.0 |
369.0 |
13.3% |
43.9 |
1.6% |
50% |
False |
False |
18,216 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
14.7% |
40.0 |
1.4% |
45% |
False |
False |
12,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,204.3 |
|
2.618 |
3,065.5 |
|
1.618 |
2,980.5 |
|
1.000 |
2,928.0 |
|
0.618 |
2,895.5 |
|
HIGH |
2,843.0 |
|
0.618 |
2,810.5 |
|
0.500 |
2,800.5 |
|
0.382 |
2,790.5 |
|
LOW |
2,758.0 |
|
0.618 |
2,705.5 |
|
1.000 |
2,673.0 |
|
1.618 |
2,620.5 |
|
2.618 |
2,535.5 |
|
4.250 |
2,396.8 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,800.5 |
2,811.0 |
| PP |
2,791.7 |
2,798.7 |
| S1 |
2,782.8 |
2,786.3 |
|