| Trading Metrics calculated at close of trading on 09-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,738.50 |
2,725.75 |
-12.75 |
-0.5% |
2,758.00 |
| High |
2,760.75 |
2,748.00 |
-12.75 |
-0.5% |
2,791.50 |
| Low |
2,722.50 |
2,718.75 |
-3.75 |
-0.1% |
2,722.50 |
| Close |
2,753.75 |
2,728.50 |
-25.25 |
-0.9% |
2,753.75 |
| Range |
38.25 |
29.25 |
-9.00 |
-23.5% |
69.00 |
| ATR |
33.29 |
33.41 |
0.12 |
0.4% |
0.00 |
| Volume |
225,937 |
192,709 |
-33,228 |
-14.7% |
963,007 |
|
| Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,819.50 |
2,803.25 |
2,744.50 |
|
| R3 |
2,790.25 |
2,774.00 |
2,736.50 |
|
| R2 |
2,761.00 |
2,761.00 |
2,733.75 |
|
| R1 |
2,744.75 |
2,744.75 |
2,731.25 |
2,753.00 |
| PP |
2,731.75 |
2,731.75 |
2,731.75 |
2,735.75 |
| S1 |
2,715.50 |
2,715.50 |
2,725.75 |
2,723.50 |
| S2 |
2,702.50 |
2,702.50 |
2,723.25 |
|
| S3 |
2,673.25 |
2,686.25 |
2,720.50 |
|
| S4 |
2,644.00 |
2,657.00 |
2,712.50 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,963.00 |
2,927.25 |
2,791.75 |
|
| R3 |
2,894.00 |
2,858.25 |
2,772.75 |
|
| R2 |
2,825.00 |
2,825.00 |
2,766.50 |
|
| R1 |
2,789.25 |
2,789.25 |
2,760.00 |
2,772.50 |
| PP |
2,756.00 |
2,756.00 |
2,756.00 |
2,747.50 |
| S1 |
2,720.25 |
2,720.25 |
2,747.50 |
2,703.50 |
| S2 |
2,687.00 |
2,687.00 |
2,741.00 |
|
| S3 |
2,618.00 |
2,651.25 |
2,734.75 |
|
| S4 |
2,549.00 |
2,582.25 |
2,715.75 |
|
|
| 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 |
2,718.75 |
72.75 |
2.7% |
38.50 |
1.4% |
13% |
False |
True |
231,143 |
| 10 |
2,791.50 |
2,718.75 |
72.75 |
2.7% |
36.75 |
1.3% |
13% |
False |
True |
223,127 |
| 20 |
2,791.50 |
2,630.75 |
160.75 |
5.9% |
32.25 |
1.2% |
61% |
False |
False |
238,072 |
| 40 |
2,791.50 |
2,539.50 |
252.00 |
9.2% |
30.25 |
1.1% |
75% |
False |
False |
129,544 |
| 60 |
2,791.50 |
2,350.00 |
441.50 |
16.2% |
27.00 |
1.0% |
86% |
False |
False |
86,372 |
| 80 |
2,791.50 |
2,206.50 |
585.00 |
21.4% |
24.75 |
0.9% |
89% |
False |
False |
64,781 |
| 100 |
2,791.50 |
2,153.75 |
637.75 |
23.4% |
22.75 |
0.8% |
90% |
False |
False |
51,826 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
23.4% |
19.75 |
0.7% |
90% |
False |
False |
43,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,872.25 |
|
2.618 |
2,824.50 |
|
1.618 |
2,795.25 |
|
1.000 |
2,777.25 |
|
0.618 |
2,766.00 |
|
HIGH |
2,748.00 |
|
0.618 |
2,736.75 |
|
0.500 |
2,733.50 |
|
0.382 |
2,730.00 |
|
LOW |
2,718.75 |
|
0.618 |
2,700.75 |
|
1.000 |
2,689.50 |
|
1.618 |
2,671.50 |
|
2.618 |
2,642.25 |
|
4.250 |
2,594.50 |
|
|
| Fisher Pivots for day following 09-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,733.50 |
2,750.00 |
| PP |
2,731.75 |
2,742.75 |
| S1 |
2,730.00 |
2,735.50 |
|