| 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 |
12,592.23 |
12,689.90 |
97.67 |
0.8% |
12,339.71 |
| High |
12,708.37 |
12,776.14 |
67.77 |
0.5% |
12,506.06 |
| Low |
12,588.33 |
12,674.54 |
86.21 |
0.7% |
12,093.89 |
| Close |
12,690.96 |
12,763.31 |
72.35 |
0.6% |
12,505.99 |
| Range |
120.04 |
101.60 |
-18.44 |
-15.4% |
412.17 |
| ATR |
120.88 |
119.50 |
-1.38 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,042.80 |
13,004.65 |
12,819.19 |
|
| R3 |
12,941.20 |
12,903.05 |
12,791.25 |
|
| R2 |
12,839.60 |
12,839.60 |
12,781.94 |
|
| R1 |
12,801.45 |
12,801.45 |
12,772.62 |
12,820.53 |
| PP |
12,738.00 |
12,738.00 |
12,738.00 |
12,747.53 |
| S1 |
12,699.85 |
12,699.85 |
12,754.00 |
12,718.93 |
| S2 |
12,636.40 |
12,636.40 |
12,744.68 |
|
| S3 |
12,534.80 |
12,598.25 |
12,735.37 |
|
| S4 |
12,433.20 |
12,496.65 |
12,707.43 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,605.16 |
13,467.74 |
12,732.68 |
|
| R3 |
13,192.99 |
13,055.57 |
12,619.34 |
|
| R2 |
12,780.82 |
12,780.82 |
12,581.55 |
|
| R1 |
12,643.40 |
12,643.40 |
12,543.77 |
12,712.11 |
| PP |
12,368.65 |
12,368.65 |
12,368.65 |
12,403.00 |
| S1 |
12,231.23 |
12,231.23 |
12,468.21 |
12,299.94 |
| S2 |
11,956.48 |
11,956.48 |
12,430.43 |
|
| S3 |
11,544.31 |
11,819.06 |
12,392.64 |
|
| S4 |
11,132.14 |
11,406.89 |
12,279.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,776.14 |
12,446.05 |
330.09 |
2.6% |
95.07 |
0.7% |
96% |
True |
False |
|
| 10 |
12,776.14 |
12,093.89 |
682.25 |
5.3% |
124.66 |
1.0% |
98% |
True |
False |
|
| 20 |
12,776.14 |
12,093.89 |
682.25 |
5.3% |
109.36 |
0.9% |
98% |
True |
False |
|
| 40 |
12,776.14 |
11,555.48 |
1,220.66 |
9.6% |
135.77 |
1.1% |
99% |
True |
False |
|
| 60 |
12,776.14 |
11,555.48 |
1,220.66 |
9.6% |
124.26 |
1.0% |
99% |
True |
False |
|
| 80 |
12,776.14 |
11,555.48 |
1,220.66 |
9.6% |
116.42 |
0.9% |
99% |
True |
False |
|
| 100 |
12,776.14 |
11,327.49 |
1,448.65 |
11.4% |
106.54 |
0.8% |
99% |
True |
False |
|
| 120 |
12,776.14 |
10,929.28 |
1,846.86 |
14.5% |
110.29 |
0.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,207.94 |
|
2.618 |
13,042.13 |
|
1.618 |
12,940.53 |
|
1.000 |
12,877.74 |
|
0.618 |
12,838.93 |
|
HIGH |
12,776.14 |
|
0.618 |
12,737.33 |
|
0.500 |
12,725.34 |
|
0.382 |
12,713.35 |
|
LOW |
12,674.54 |
|
0.618 |
12,611.75 |
|
1.000 |
12,572.94 |
|
1.618 |
12,510.15 |
|
2.618 |
12,408.55 |
|
4.250 |
12,242.74 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,750.65 |
12,717.92 |
| PP |
12,738.00 |
12,672.53 |
| S1 |
12,725.34 |
12,627.14 |
|