| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1,383.75 |
1,378.75 |
-5.00 |
-0.4% |
1,375.00 |
| High |
1,386.75 |
1,390.00 |
3.25 |
0.2% |
1,388.50 |
| Low |
1,377.75 |
1,365.50 |
-12.25 |
-0.9% |
1,352.50 |
| Close |
1,378.25 |
1,372.50 |
-5.75 |
-0.4% |
1,365.00 |
| Range |
9.00 |
24.50 |
15.50 |
172.2% |
36.00 |
| ATR |
17.39 |
17.90 |
0.51 |
2.9% |
0.00 |
| Volume |
1,848,186 |
2,631,716 |
783,530 |
42.4% |
9,115,446 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,449.50 |
1,435.50 |
1,386.00 |
|
| R3 |
1,425.00 |
1,411.00 |
1,379.25 |
|
| R2 |
1,400.50 |
1,400.50 |
1,377.00 |
|
| R1 |
1,386.50 |
1,386.50 |
1,374.75 |
1,381.25 |
| PP |
1,376.00 |
1,376.00 |
1,376.00 |
1,373.50 |
| S1 |
1,362.00 |
1,362.00 |
1,370.25 |
1,356.75 |
| S2 |
1,351.50 |
1,351.50 |
1,368.00 |
|
| S3 |
1,327.00 |
1,337.50 |
1,365.75 |
|
| S4 |
1,302.50 |
1,313.00 |
1,359.00 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,476.75 |
1,456.75 |
1,384.75 |
|
| R3 |
1,440.75 |
1,420.75 |
1,375.00 |
|
| R2 |
1,404.75 |
1,404.75 |
1,371.50 |
|
| R1 |
1,384.75 |
1,384.75 |
1,368.25 |
1,376.75 |
| PP |
1,368.75 |
1,368.75 |
1,368.75 |
1,364.50 |
| S1 |
1,348.75 |
1,348.75 |
1,361.75 |
1,340.75 |
| S2 |
1,332.75 |
1,332.75 |
1,358.50 |
|
| S3 |
1,296.75 |
1,312.75 |
1,355.00 |
|
| S4 |
1,260.75 |
1,276.75 |
1,345.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,390.00 |
1,359.25 |
30.75 |
2.2% |
20.50 |
1.5% |
43% |
True |
False |
2,042,625 |
| 10 |
1,397.75 |
1,352.50 |
45.25 |
3.3% |
19.25 |
1.4% |
44% |
False |
False |
1,893,923 |
| 20 |
1,419.75 |
1,352.50 |
67.25 |
4.9% |
18.25 |
1.3% |
30% |
False |
False |
1,765,074 |
| 40 |
1,419.75 |
1,332.75 |
87.00 |
6.3% |
16.00 |
1.2% |
46% |
False |
False |
1,330,362 |
| 60 |
1,419.75 |
1,291.25 |
128.50 |
9.4% |
15.50 |
1.1% |
63% |
False |
False |
888,270 |
| 80 |
1,419.75 |
1,237.75 |
182.00 |
13.3% |
14.75 |
1.1% |
74% |
False |
False |
666,603 |
| 100 |
1,419.75 |
1,140.25 |
279.50 |
20.4% |
16.50 |
1.2% |
83% |
False |
False |
533,376 |
| 120 |
1,419.75 |
1,140.25 |
279.50 |
20.4% |
16.50 |
1.2% |
83% |
False |
False |
444,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,494.00 |
|
2.618 |
1,454.25 |
|
1.618 |
1,429.75 |
|
1.000 |
1,414.50 |
|
0.618 |
1,405.25 |
|
HIGH |
1,390.00 |
|
0.618 |
1,380.75 |
|
0.500 |
1,377.75 |
|
0.382 |
1,374.75 |
|
LOW |
1,365.50 |
|
0.618 |
1,350.25 |
|
1.000 |
1,341.00 |
|
1.618 |
1,325.75 |
|
2.618 |
1,301.25 |
|
4.250 |
1,261.50 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,377.75 |
1,374.50 |
| PP |
1,376.00 |
1,374.00 |
| S1 |
1,374.25 |
1,373.25 |
|