| 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 |
1,509.6 |
1,510.0 |
0.4 |
0.0% |
1,491.1 |
| High |
1,511.9 |
1,533.7 |
21.8 |
1.4% |
1,512.5 |
| Low |
1,497.3 |
1,508.0 |
10.7 |
0.7% |
1,481.8 |
| Close |
1,506.9 |
1,520.5 |
13.6 |
0.9% |
1,507.2 |
| Range |
14.6 |
25.7 |
11.1 |
76.0% |
30.7 |
| ATR |
16.1 |
16.9 |
0.8 |
4.7% |
0.0 |
| Volume |
1,569 |
3,078 |
1,509 |
96.2% |
6,356 |
|
| Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,597.8 |
1,584.9 |
1,534.6 |
|
| R3 |
1,572.1 |
1,559.2 |
1,527.6 |
|
| R2 |
1,546.4 |
1,546.4 |
1,525.2 |
|
| R1 |
1,533.5 |
1,533.5 |
1,522.9 |
1,540.0 |
| PP |
1,520.7 |
1,520.7 |
1,520.7 |
1,524.0 |
| S1 |
1,507.8 |
1,507.8 |
1,518.1 |
1,514.3 |
| S2 |
1,495.0 |
1,495.0 |
1,515.8 |
|
| S3 |
1,469.3 |
1,482.1 |
1,513.4 |
|
| S4 |
1,443.6 |
1,456.4 |
1,506.4 |
|
|
| 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 |
1,533.7 |
1,497.3 |
36.4 |
2.4% |
15.1 |
1.0% |
64% |
True |
False |
1,548 |
| 10 |
1,533.7 |
1,456.0 |
77.7 |
5.1% |
15.4 |
1.0% |
83% |
True |
False |
2,148 |
| 20 |
1,533.7 |
1,418.5 |
115.2 |
7.6% |
16.5 |
1.1% |
89% |
True |
False |
1,991 |
| 40 |
1,533.7 |
1,387.1 |
146.6 |
9.6% |
16.8 |
1.1% |
91% |
True |
False |
1,701 |
| 60 |
1,533.7 |
1,332.3 |
201.4 |
13.2% |
16.3 |
1.1% |
93% |
True |
False |
1,551 |
| 80 |
1,533.7 |
1,317.4 |
216.3 |
14.2% |
17.1 |
1.1% |
94% |
True |
False |
1,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,642.9 |
|
2.618 |
1,601.0 |
|
1.618 |
1,575.3 |
|
1.000 |
1,559.4 |
|
0.618 |
1,549.6 |
|
HIGH |
1,533.7 |
|
0.618 |
1,523.9 |
|
0.500 |
1,520.9 |
|
0.382 |
1,517.8 |
|
LOW |
1,508.0 |
|
0.618 |
1,492.1 |
|
1.000 |
1,482.3 |
|
1.618 |
1,466.4 |
|
2.618 |
1,440.7 |
|
4.250 |
1,398.8 |
|
|
| Fisher Pivots for day following 27-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,520.9 |
1,518.8 |
| PP |
1,520.7 |
1,517.2 |
| S1 |
1,520.6 |
1,515.5 |
|