| Trading Metrics calculated at close of trading on 28-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1,510.0 |
1,531.4 |
21.4 |
1.4% |
1,491.1 |
| High |
1,533.7 |
1,542.1 |
8.4 |
0.5% |
1,512.5 |
| Low |
1,508.0 |
1,529.0 |
21.0 |
1.4% |
1,481.8 |
| Close |
1,520.5 |
1,534.7 |
14.2 |
0.9% |
1,507.2 |
| Range |
25.7 |
13.1 |
-12.6 |
-49.0% |
30.7 |
| ATR |
16.9 |
17.2 |
0.3 |
2.0% |
0.0 |
| Volume |
3,078 |
1,144 |
-1,934 |
-62.8% |
6,356 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,574.6 |
1,567.7 |
1,541.9 |
|
| R3 |
1,561.5 |
1,554.6 |
1,538.3 |
|
| R2 |
1,548.4 |
1,548.4 |
1,537.1 |
|
| R1 |
1,541.5 |
1,541.5 |
1,535.9 |
1,545.0 |
| PP |
1,535.3 |
1,535.3 |
1,535.3 |
1,537.0 |
| S1 |
1,528.4 |
1,528.4 |
1,533.5 |
1,531.9 |
| S2 |
1,522.2 |
1,522.2 |
1,532.3 |
|
| S3 |
1,509.1 |
1,515.3 |
1,531.1 |
|
| S4 |
1,496.0 |
1,502.2 |
1,527.5 |
|
|
| 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 |
1,542.1 |
1,497.3 |
44.8 |
2.9% |
15.4 |
1.0% |
83% |
True |
False |
1,616 |
| 10 |
1,542.1 |
1,457.9 |
84.2 |
5.5% |
15.7 |
1.0% |
91% |
True |
False |
1,908 |
| 20 |
1,542.1 |
1,418.5 |
123.6 |
8.1% |
16.3 |
1.1% |
94% |
True |
False |
1,909 |
| 40 |
1,542.1 |
1,387.1 |
155.0 |
10.1% |
16.8 |
1.1% |
95% |
True |
False |
1,689 |
| 60 |
1,542.1 |
1,332.3 |
209.8 |
13.7% |
16.2 |
1.1% |
96% |
True |
False |
1,547 |
| 80 |
1,542.1 |
1,317.4 |
224.7 |
14.6% |
17.2 |
1.1% |
97% |
True |
False |
1,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,597.8 |
|
2.618 |
1,576.4 |
|
1.618 |
1,563.3 |
|
1.000 |
1,555.2 |
|
0.618 |
1,550.2 |
|
HIGH |
1,542.1 |
|
0.618 |
1,537.1 |
|
0.500 |
1,535.6 |
|
0.382 |
1,534.0 |
|
LOW |
1,529.0 |
|
0.618 |
1,520.9 |
|
1.000 |
1,515.9 |
|
1.618 |
1,507.8 |
|
2.618 |
1,494.7 |
|
4.250 |
1,473.3 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,535.6 |
1,529.7 |
| PP |
1,535.3 |
1,524.7 |
| S1 |
1,535.0 |
1,519.7 |
|