| Trading Metrics calculated at close of trading on 20-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
13,028.73 |
12,964.48 |
-64.25 |
-0.5% |
12,850.88 |
| High |
13,080.20 |
13,082.54 |
2.34 |
0.0% |
13,131.36 |
| Low |
12,896.82 |
12,964.25 |
67.43 |
0.5% |
12,850.80 |
| Close |
12,964.10 |
13,029.26 |
65.16 |
0.5% |
13,029.26 |
| Range |
183.38 |
118.29 |
-65.09 |
-35.5% |
280.56 |
| ATR |
134.64 |
133.48 |
-1.16 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,380.22 |
13,323.03 |
13,094.32 |
|
| R3 |
13,261.93 |
13,204.74 |
13,061.79 |
|
| R2 |
13,143.64 |
13,143.64 |
13,050.95 |
|
| R1 |
13,086.45 |
13,086.45 |
13,040.10 |
13,115.05 |
| PP |
13,025.35 |
13,025.35 |
13,025.35 |
13,039.65 |
| S1 |
12,968.16 |
12,968.16 |
13,018.42 |
12,996.76 |
| S2 |
12,907.06 |
12,907.06 |
13,007.57 |
|
| S3 |
12,788.77 |
12,849.87 |
12,996.73 |
|
| S4 |
12,670.48 |
12,731.58 |
12,964.20 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,845.49 |
13,717.93 |
13,183.57 |
|
| R3 |
13,564.93 |
13,437.37 |
13,106.41 |
|
| R2 |
13,284.37 |
13,284.37 |
13,080.70 |
|
| R1 |
13,156.81 |
13,156.81 |
13,054.98 |
13,220.59 |
| PP |
13,003.81 |
13,003.81 |
13,003.81 |
13,035.70 |
| S1 |
12,876.25 |
12,876.25 |
13,003.54 |
12,940.03 |
| S2 |
12,723.25 |
12,723.25 |
12,977.82 |
|
| S3 |
12,442.69 |
12,595.69 |
12,952.11 |
|
| S4 |
12,162.13 |
12,315.13 |
12,874.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,131.36 |
12,850.80 |
280.56 |
2.2% |
146.86 |
1.1% |
64% |
False |
False |
|
| 10 |
13,131.36 |
12,710.56 |
420.80 |
3.2% |
155.69 |
1.2% |
76% |
False |
False |
|
| 20 |
13,297.11 |
12,710.56 |
586.55 |
4.5% |
137.78 |
1.1% |
54% |
False |
False |
|
| 40 |
13,297.11 |
12,710.56 |
586.55 |
4.5% |
118.64 |
0.9% |
54% |
False |
False |
|
| 60 |
13,297.11 |
12,529.41 |
767.70 |
5.9% |
115.51 |
0.9% |
65% |
False |
False |
|
| 80 |
13,297.11 |
12,140.17 |
1,156.94 |
8.9% |
116.27 |
0.9% |
77% |
False |
False |
|
| 100 |
13,297.11 |
11,232.16 |
2,064.95 |
15.8% |
132.02 |
1.0% |
87% |
False |
False |
|
| 120 |
13,297.11 |
11,231.56 |
2,065.55 |
15.9% |
146.19 |
1.1% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,585.27 |
|
2.618 |
13,392.22 |
|
1.618 |
13,273.93 |
|
1.000 |
13,200.83 |
|
0.618 |
13,155.64 |
|
HIGH |
13,082.54 |
|
0.618 |
13,037.35 |
|
0.500 |
13,023.40 |
|
0.382 |
13,009.44 |
|
LOW |
12,964.25 |
|
0.618 |
12,891.15 |
|
1.000 |
12,845.96 |
|
1.618 |
12,772.86 |
|
2.618 |
12,654.57 |
|
4.250 |
12,461.52 |
|
|
| Fisher Pivots for day following 20-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
13,027.31 |
13,021.40 |
| PP |
13,025.35 |
13,013.55 |
| S1 |
13,023.40 |
13,005.69 |
|