| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,780.50 |
2,738.50 |
-42.00 |
-1.5% |
2,729.75 |
| High |
2,781.00 |
2,760.75 |
-20.25 |
-0.7% |
2,790.25 |
| Low |
2,724.75 |
2,722.50 |
-2.25 |
-0.1% |
2,729.00 |
| Close |
2,736.50 |
2,753.75 |
17.25 |
0.6% |
2,750.75 |
| Range |
56.25 |
38.25 |
-18.00 |
-32.0% |
61.25 |
| ATR |
32.90 |
33.29 |
0.38 |
1.2% |
0.00 |
| Volume |
273,624 |
225,937 |
-47,687 |
-17.4% |
1,075,556 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,860.50 |
2,845.25 |
2,774.75 |
|
| R3 |
2,822.25 |
2,807.00 |
2,764.25 |
|
| R2 |
2,784.00 |
2,784.00 |
2,760.75 |
|
| R1 |
2,768.75 |
2,768.75 |
2,757.25 |
2,776.50 |
| PP |
2,745.75 |
2,745.75 |
2,745.75 |
2,749.50 |
| S1 |
2,730.50 |
2,730.50 |
2,750.25 |
2,738.00 |
| S2 |
2,707.50 |
2,707.50 |
2,746.75 |
|
| S3 |
2,669.25 |
2,692.25 |
2,743.25 |
|
| S4 |
2,631.00 |
2,654.00 |
2,732.75 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,940.50 |
2,906.75 |
2,784.50 |
|
| R3 |
2,879.25 |
2,845.50 |
2,767.50 |
|
| R2 |
2,818.00 |
2,818.00 |
2,762.00 |
|
| R1 |
2,784.25 |
2,784.25 |
2,756.25 |
2,801.00 |
| PP |
2,756.75 |
2,756.75 |
2,756.75 |
2,765.00 |
| S1 |
2,723.00 |
2,723.00 |
2,745.25 |
2,740.00 |
| S2 |
2,695.50 |
2,695.50 |
2,739.50 |
|
| S3 |
2,634.25 |
2,661.75 |
2,734.00 |
|
| S4 |
2,573.00 |
2,600.50 |
2,717.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,791.50 |
2,722.50 |
69.00 |
2.5% |
39.25 |
1.4% |
45% |
False |
True |
234,449 |
| 10 |
2,791.50 |
2,710.75 |
80.75 |
2.9% |
37.50 |
1.4% |
53% |
False |
False |
223,679 |
| 20 |
2,791.50 |
2,626.50 |
165.00 |
6.0% |
32.00 |
1.2% |
77% |
False |
False |
238,437 |
| 40 |
2,791.50 |
2,530.75 |
260.75 |
9.5% |
29.75 |
1.1% |
86% |
False |
False |
124,727 |
| 60 |
2,791.50 |
2,350.00 |
441.50 |
16.0% |
26.75 |
1.0% |
91% |
False |
False |
83,160 |
| 80 |
2,791.50 |
2,206.50 |
585.00 |
21.2% |
24.75 |
0.9% |
94% |
False |
False |
62,373 |
| 100 |
2,791.50 |
2,153.75 |
637.75 |
23.2% |
22.50 |
0.8% |
94% |
False |
False |
49,899 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
23.2% |
19.75 |
0.7% |
94% |
False |
False |
41,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,923.25 |
|
2.618 |
2,861.00 |
|
1.618 |
2,822.75 |
|
1.000 |
2,799.00 |
|
0.618 |
2,784.50 |
|
HIGH |
2,760.75 |
|
0.618 |
2,746.25 |
|
0.500 |
2,741.50 |
|
0.382 |
2,737.00 |
|
LOW |
2,722.50 |
|
0.618 |
2,698.75 |
|
1.000 |
2,684.25 |
|
1.618 |
2,660.50 |
|
2.618 |
2,622.25 |
|
4.250 |
2,560.00 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,749.75 |
2,757.00 |
| PP |
2,745.75 |
2,756.00 |
| S1 |
2,741.50 |
2,754.75 |
|