| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
4,413.0 |
4,383.0 |
-30.0 |
-0.7% |
4,375.0 |
| High |
4,414.0 |
4,389.0 |
-25.0 |
-0.6% |
4,414.0 |
| Low |
4,366.0 |
4,359.0 |
-7.0 |
-0.2% |
4,334.0 |
| Close |
4,381.0 |
4,369.0 |
-12.0 |
-0.3% |
4,369.0 |
| Range |
48.0 |
30.0 |
-18.0 |
-37.5% |
80.0 |
| ATR |
42.6 |
41.7 |
-0.9 |
-2.1% |
0.0 |
| Volume |
24,289 |
21,183 |
-3,106 |
-12.8% |
87,649 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,462.3 |
4,445.7 |
4,385.5 |
|
| R3 |
4,432.3 |
4,415.7 |
4,377.3 |
|
| R2 |
4,402.3 |
4,402.3 |
4,374.5 |
|
| R1 |
4,385.7 |
4,385.7 |
4,371.8 |
4,379.0 |
| PP |
4,372.3 |
4,372.3 |
4,372.3 |
4,369.0 |
| S1 |
4,355.7 |
4,355.7 |
4,366.3 |
4,349.0 |
| S2 |
4,342.3 |
4,342.3 |
4,363.5 |
|
| S3 |
4,312.3 |
4,325.7 |
4,360.8 |
|
| S4 |
4,282.3 |
4,295.7 |
4,352.5 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,612.3 |
4,570.7 |
4,413.0 |
|
| R3 |
4,532.3 |
4,490.7 |
4,391.0 |
|
| R2 |
4,452.3 |
4,452.3 |
4,383.7 |
|
| R1 |
4,410.7 |
4,410.7 |
4,376.3 |
4,391.5 |
| PP |
4,372.3 |
4,372.3 |
4,372.3 |
4,362.8 |
| S1 |
4,330.7 |
4,330.7 |
4,361.7 |
4,311.5 |
| S2 |
4,292.3 |
4,292.3 |
4,354.3 |
|
| S3 |
4,212.3 |
4,250.7 |
4,347.0 |
|
| S4 |
4,132.3 |
4,170.7 |
4,325.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,414.0 |
4,334.0 |
80.0 |
1.8% |
32.8 |
0.8% |
44% |
False |
False |
21,240 |
| 10 |
4,414.0 |
4,288.0 |
126.0 |
2.9% |
31.2 |
0.7% |
64% |
False |
False |
23,085 |
| 20 |
4,414.0 |
4,245.0 |
169.0 |
3.9% |
35.4 |
0.8% |
73% |
False |
False |
25,066 |
| 40 |
4,414.0 |
4,150.0 |
264.0 |
6.0% |
33.1 |
0.8% |
83% |
False |
False |
23,875 |
| 60 |
4,414.0 |
4,150.0 |
264.0 |
6.0% |
22.7 |
0.5% |
83% |
False |
False |
15,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,516.5 |
|
2.618 |
4,467.5 |
|
1.618 |
4,437.5 |
|
1.000 |
4,419.0 |
|
0.618 |
4,407.5 |
|
HIGH |
4,389.0 |
|
0.618 |
4,377.5 |
|
0.500 |
4,374.0 |
|
0.382 |
4,370.5 |
|
LOW |
4,359.0 |
|
0.618 |
4,340.5 |
|
1.000 |
4,329.0 |
|
1.618 |
4,310.5 |
|
2.618 |
4,280.5 |
|
4.250 |
4,231.5 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,374.0 |
4,374.0 |
| PP |
4,372.3 |
4,372.3 |
| S1 |
4,370.7 |
4,370.7 |
|