| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1,469.0 |
1,457.6 |
-11.4 |
-0.8% |
1,435.3 |
| High |
1,471.2 |
1,466.8 |
-4.4 |
-0.3% |
1,480.5 |
| Low |
1,450.0 |
1,456.0 |
6.0 |
0.4% |
1,434.6 |
| Close |
1,457.5 |
1,459.4 |
1.9 |
0.1% |
1,478.3 |
| Range |
21.2 |
10.8 |
-10.4 |
-49.1% |
45.9 |
| ATR |
17.7 |
17.2 |
-0.5 |
-2.8% |
0.0 |
| Volume |
2,384 |
3,537 |
1,153 |
48.4% |
8,068 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,493.1 |
1,487.1 |
1,465.3 |
|
| R3 |
1,482.3 |
1,476.3 |
1,462.4 |
|
| R2 |
1,471.5 |
1,471.5 |
1,461.4 |
|
| R1 |
1,465.5 |
1,465.5 |
1,460.4 |
1,468.5 |
| PP |
1,460.7 |
1,460.7 |
1,460.7 |
1,462.3 |
| S1 |
1,454.7 |
1,454.7 |
1,458.4 |
1,457.7 |
| S2 |
1,449.9 |
1,449.9 |
1,457.4 |
|
| S3 |
1,439.1 |
1,443.9 |
1,456.4 |
|
| S4 |
1,428.3 |
1,433.1 |
1,453.5 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,602.2 |
1,586.1 |
1,503.5 |
|
| R3 |
1,556.3 |
1,540.2 |
1,490.9 |
|
| R2 |
1,510.4 |
1,510.4 |
1,486.7 |
|
| R1 |
1,494.3 |
1,494.3 |
1,482.5 |
1,502.4 |
| PP |
1,464.5 |
1,464.5 |
1,464.5 |
1,468.5 |
| S1 |
1,448.4 |
1,448.4 |
1,474.1 |
1,456.5 |
| S2 |
1,418.6 |
1,418.6 |
1,469.9 |
|
| S3 |
1,372.7 |
1,402.5 |
1,465.7 |
|
| S4 |
1,326.8 |
1,356.6 |
1,453.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,482.0 |
1,450.0 |
32.0 |
2.2% |
16.1 |
1.1% |
29% |
False |
False |
2,278 |
| 10 |
1,482.0 |
1,418.5 |
63.5 |
4.4% |
16.9 |
1.2% |
64% |
False |
False |
1,910 |
| 20 |
1,482.0 |
1,392.3 |
89.7 |
6.1% |
16.2 |
1.1% |
75% |
False |
False |
1,746 |
| 40 |
1,482.0 |
1,375.6 |
106.4 |
7.3% |
16.7 |
1.1% |
79% |
False |
False |
1,497 |
| 60 |
1,482.0 |
1,317.4 |
164.6 |
11.3% |
17.1 |
1.2% |
86% |
False |
False |
1,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,512.7 |
|
2.618 |
1,495.1 |
|
1.618 |
1,484.3 |
|
1.000 |
1,477.6 |
|
0.618 |
1,473.5 |
|
HIGH |
1,466.8 |
|
0.618 |
1,462.7 |
|
0.500 |
1,461.4 |
|
0.382 |
1,460.1 |
|
LOW |
1,456.0 |
|
0.618 |
1,449.3 |
|
1.000 |
1,445.2 |
|
1.618 |
1,438.5 |
|
2.618 |
1,427.7 |
|
4.250 |
1,410.1 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,461.4 |
1,466.0 |
| PP |
1,460.7 |
1,463.8 |
| S1 |
1,460.1 |
1,461.6 |
|