| Trading Metrics calculated at close of trading on 27-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,858.0 |
2,884.0 |
26.0 |
0.9% |
2,843.0 |
| High |
2,892.0 |
2,936.0 |
44.0 |
1.5% |
2,880.0 |
| Low |
2,856.0 |
2,883.0 |
27.0 |
0.9% |
2,758.0 |
| Close |
2,887.0 |
2,911.0 |
24.0 |
0.8% |
2,868.0 |
| Range |
36.0 |
53.0 |
17.0 |
47.2% |
122.0 |
| ATR |
43.2 |
43.9 |
0.7 |
1.6% |
0.0 |
| Volume |
1,213 |
4,126 |
2,913 |
240.1% |
423,806 |
|
| Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,069.0 |
3,043.0 |
2,940.2 |
|
| R3 |
3,016.0 |
2,990.0 |
2,925.6 |
|
| R2 |
2,963.0 |
2,963.0 |
2,920.7 |
|
| R1 |
2,937.0 |
2,937.0 |
2,915.9 |
2,950.0 |
| PP |
2,910.0 |
2,910.0 |
2,910.0 |
2,916.5 |
| S1 |
2,884.0 |
2,884.0 |
2,906.1 |
2,897.0 |
| S2 |
2,857.0 |
2,857.0 |
2,901.3 |
|
| S3 |
2,804.0 |
2,831.0 |
2,896.4 |
|
| S4 |
2,751.0 |
2,778.0 |
2,881.9 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,201.3 |
3,156.7 |
2,935.1 |
|
| R3 |
3,079.3 |
3,034.7 |
2,901.6 |
|
| R2 |
2,957.3 |
2,957.3 |
2,890.4 |
|
| R1 |
2,912.7 |
2,912.7 |
2,879.2 |
2,935.0 |
| PP |
2,835.3 |
2,835.3 |
2,835.3 |
2,846.5 |
| S1 |
2,790.7 |
2,790.7 |
2,856.8 |
2,813.0 |
| S2 |
2,713.3 |
2,713.3 |
2,845.6 |
|
| S3 |
2,591.3 |
2,668.7 |
2,834.5 |
|
| S4 |
2,469.3 |
2,546.7 |
2,800.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,936.0 |
2,779.0 |
157.0 |
5.4% |
36.6 |
1.3% |
84% |
True |
False |
2,104 |
| 10 |
2,936.0 |
2,758.0 |
178.0 |
6.1% |
40.1 |
1.4% |
86% |
True |
False |
43,039 |
| 20 |
2,936.0 |
2,758.0 |
178.0 |
6.1% |
34.7 |
1.2% |
86% |
True |
False |
21,687 |
| 40 |
2,960.0 |
2,591.0 |
369.0 |
12.7% |
43.7 |
1.5% |
87% |
False |
False |
18,444 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
14.0% |
39.5 |
1.4% |
78% |
False |
False |
12,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,161.3 |
|
2.618 |
3,074.8 |
|
1.618 |
3,021.8 |
|
1.000 |
2,989.0 |
|
0.618 |
2,968.8 |
|
HIGH |
2,936.0 |
|
0.618 |
2,915.8 |
|
0.500 |
2,909.5 |
|
0.382 |
2,903.2 |
|
LOW |
2,883.0 |
|
0.618 |
2,850.2 |
|
1.000 |
2,830.0 |
|
1.618 |
2,797.2 |
|
2.618 |
2,744.2 |
|
4.250 |
2,657.8 |
|
|
| Fisher Pivots for day following 27-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,910.5 |
2,906.0 |
| PP |
2,910.0 |
2,901.0 |
| S1 |
2,909.5 |
2,896.0 |
|