| Trading Metrics calculated at close of trading on 25-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1,505.5 |
1,513.0 |
7.5 |
0.5% |
1,491.1 |
| High |
1,512.5 |
1,522.5 |
10.0 |
0.7% |
1,512.5 |
| Low |
1,504.7 |
1,506.8 |
2.1 |
0.1% |
1,481.8 |
| Close |
1,507.2 |
1,512.6 |
5.4 |
0.4% |
1,507.2 |
| Range |
7.8 |
15.7 |
7.9 |
101.3% |
30.7 |
| ATR |
16.2 |
16.2 |
0.0 |
-0.2% |
0.0 |
| Volume |
1,133 |
1,156 |
23 |
2.0% |
6,356 |
|
| Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,561.1 |
1,552.5 |
1,521.2 |
|
| R3 |
1,545.4 |
1,536.8 |
1,516.9 |
|
| R2 |
1,529.7 |
1,529.7 |
1,515.5 |
|
| R1 |
1,521.1 |
1,521.1 |
1,514.0 |
1,517.6 |
| PP |
1,514.0 |
1,514.0 |
1,514.0 |
1,512.2 |
| S1 |
1,505.4 |
1,505.4 |
1,511.2 |
1,501.9 |
| S2 |
1,498.3 |
1,498.3 |
1,509.7 |
|
| S3 |
1,482.6 |
1,489.7 |
1,508.3 |
|
| S4 |
1,466.9 |
1,474.0 |
1,504.0 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,592.6 |
1,580.6 |
1,524.1 |
|
| R3 |
1,561.9 |
1,549.9 |
1,515.6 |
|
| R2 |
1,531.2 |
1,531.2 |
1,512.8 |
|
| R1 |
1,519.2 |
1,519.2 |
1,510.0 |
1,525.2 |
| PP |
1,500.5 |
1,500.5 |
1,500.5 |
1,503.5 |
| S1 |
1,488.5 |
1,488.5 |
1,504.4 |
1,494.5 |
| S2 |
1,469.8 |
1,469.8 |
1,501.6 |
|
| S3 |
1,439.1 |
1,457.8 |
1,498.8 |
|
| S4 |
1,408.4 |
1,427.1 |
1,490.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,522.5 |
1,481.8 |
40.7 |
2.7% |
13.0 |
0.9% |
76% |
True |
False |
1,502 |
| 10 |
1,522.5 |
1,450.0 |
72.5 |
4.8% |
15.3 |
1.0% |
86% |
True |
False |
2,149 |
| 20 |
1,522.5 |
1,416.8 |
105.7 |
7.0% |
15.7 |
1.0% |
91% |
True |
False |
2,024 |
| 40 |
1,522.5 |
1,387.1 |
135.4 |
9.0% |
16.6 |
1.1% |
93% |
True |
False |
1,634 |
| 60 |
1,522.5 |
1,319.2 |
203.3 |
13.4% |
16.5 |
1.1% |
95% |
True |
False |
1,513 |
| 80 |
1,522.5 |
1,317.4 |
205.1 |
13.6% |
16.9 |
1.1% |
95% |
True |
False |
1,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,589.2 |
|
2.618 |
1,563.6 |
|
1.618 |
1,547.9 |
|
1.000 |
1,538.2 |
|
0.618 |
1,532.2 |
|
HIGH |
1,522.5 |
|
0.618 |
1,516.5 |
|
0.500 |
1,514.7 |
|
0.382 |
1,512.8 |
|
LOW |
1,506.8 |
|
0.618 |
1,497.1 |
|
1.000 |
1,491.1 |
|
1.618 |
1,481.4 |
|
2.618 |
1,465.7 |
|
4.250 |
1,440.1 |
|
|
| Fisher Pivots for day following 25-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,514.7 |
1,511.8 |
| PP |
1,514.0 |
1,511.0 |
| S1 |
1,513.3 |
1,510.3 |
|