| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
137.84 |
137.84 |
0.00 |
0.0% |
138.03 |
| High |
138.04 |
139.36 |
1.32 |
1.0% |
139.84 |
| Low |
136.58 |
137.70 |
1.12 |
0.8% |
135.76 |
| Close |
137.05 |
139.08 |
2.03 |
1.5% |
137.14 |
| Range |
1.46 |
1.66 |
0.20 |
13.7% |
4.08 |
| ATR |
1.52 |
1.58 |
0.06 |
3.7% |
0.00 |
| Volume |
147,764,375 |
147,772,828 |
8,453 |
0.0% |
838,915,282 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.69 |
143.05 |
139.99 |
|
| R3 |
142.03 |
141.39 |
139.54 |
|
| R2 |
140.37 |
140.37 |
139.38 |
|
| R1 |
139.73 |
139.73 |
139.23 |
140.05 |
| PP |
138.71 |
138.71 |
138.71 |
138.88 |
| S1 |
138.07 |
138.07 |
138.93 |
138.39 |
| S2 |
137.05 |
137.05 |
138.78 |
|
| S3 |
135.39 |
136.41 |
138.62 |
|
| S4 |
133.73 |
134.75 |
138.17 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.82 |
147.56 |
139.38 |
|
| R3 |
145.74 |
143.48 |
138.26 |
|
| R2 |
141.66 |
141.66 |
137.89 |
|
| R1 |
139.40 |
139.40 |
137.51 |
138.49 |
| PP |
137.58 |
137.58 |
137.58 |
137.13 |
| S1 |
135.32 |
135.32 |
136.77 |
134.41 |
| S2 |
133.50 |
133.50 |
136.39 |
|
| S3 |
129.42 |
131.24 |
136.02 |
|
| S4 |
125.34 |
127.16 |
134.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139.36 |
136.58 |
2.78 |
2.0% |
1.52 |
1.1% |
90% |
True |
False |
154,357,553 |
| 10 |
141.88 |
135.76 |
6.12 |
4.4% |
1.56 |
1.1% |
54% |
False |
False |
157,446,423 |
| 20 |
142.21 |
135.76 |
6.45 |
4.6% |
1.35 |
1.0% |
51% |
False |
False |
145,704,688 |
| 40 |
142.21 |
134.36 |
7.85 |
5.6% |
1.20 |
0.9% |
60% |
False |
False |
143,577,309 |
| 60 |
142.21 |
130.06 |
12.15 |
8.7% |
1.18 |
0.9% |
74% |
False |
False |
145,454,063 |
| 80 |
142.21 |
122.75 |
19.46 |
14.0% |
1.18 |
0.8% |
84% |
False |
False |
142,275,480 |
| 100 |
142.21 |
116.20 |
26.01 |
18.7% |
1.36 |
1.0% |
88% |
False |
False |
156,680,683 |
| 120 |
142.21 |
116.20 |
26.01 |
18.7% |
1.52 |
1.1% |
88% |
False |
False |
173,321,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.42 |
|
2.618 |
143.71 |
|
1.618 |
142.05 |
|
1.000 |
141.02 |
|
0.618 |
140.39 |
|
HIGH |
139.36 |
|
0.618 |
138.73 |
|
0.500 |
138.53 |
|
0.382 |
138.33 |
|
LOW |
137.70 |
|
0.618 |
136.67 |
|
1.000 |
136.04 |
|
1.618 |
135.01 |
|
2.618 |
133.35 |
|
4.250 |
130.65 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
138.90 |
138.71 |
| PP |
138.71 |
138.34 |
| S1 |
138.53 |
137.97 |
|