| 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 |
2,713.50 |
2,698.25 |
-15.25 |
-0.6% |
2,725.75 |
| High |
2,728.25 |
2,735.00 |
6.75 |
0.2% |
2,748.00 |
| Low |
2,694.50 |
2,671.50 |
-23.00 |
-0.9% |
2,684.25 |
| Close |
2,694.50 |
2,683.50 |
-11.00 |
-0.4% |
2,693.50 |
| Range |
33.75 |
63.50 |
29.75 |
88.1% |
63.75 |
| ATR |
39.52 |
41.23 |
1.71 |
4.3% |
0.00 |
| Volume |
285,992 |
435,456 |
149,464 |
52.3% |
1,422,988 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,887.25 |
2,848.75 |
2,718.50 |
|
| R3 |
2,823.75 |
2,785.25 |
2,701.00 |
|
| R2 |
2,760.25 |
2,760.25 |
2,695.25 |
|
| R1 |
2,721.75 |
2,721.75 |
2,689.25 |
2,709.25 |
| PP |
2,696.75 |
2,696.75 |
2,696.75 |
2,690.50 |
| S1 |
2,658.25 |
2,658.25 |
2,677.75 |
2,645.75 |
| S2 |
2,633.25 |
2,633.25 |
2,671.75 |
|
| S3 |
2,569.75 |
2,594.75 |
2,666.00 |
|
| S4 |
2,506.25 |
2,531.25 |
2,648.50 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,899.75 |
2,860.50 |
2,728.50 |
|
| R3 |
2,836.00 |
2,796.75 |
2,711.00 |
|
| R2 |
2,772.25 |
2,772.25 |
2,705.25 |
|
| R1 |
2,733.00 |
2,733.00 |
2,699.25 |
2,720.75 |
| PP |
2,708.50 |
2,708.50 |
2,708.50 |
2,702.50 |
| S1 |
2,669.25 |
2,669.25 |
2,687.75 |
2,657.00 |
| S2 |
2,644.75 |
2,644.75 |
2,681.75 |
|
| S3 |
2,581.00 |
2,605.50 |
2,676.00 |
|
| S4 |
2,517.25 |
2,541.75 |
2,658.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,742.75 |
2,654.25 |
88.50 |
3.3% |
55.25 |
2.1% |
33% |
False |
False |
342,467 |
| 10 |
2,760.75 |
2,654.25 |
106.50 |
4.0% |
46.75 |
1.7% |
27% |
False |
False |
306,823 |
| 20 |
2,791.50 |
2,654.25 |
137.25 |
5.1% |
41.50 |
1.5% |
21% |
False |
False |
265,611 |
| 40 |
2,791.50 |
2,569.75 |
221.75 |
8.3% |
34.25 |
1.3% |
51% |
False |
False |
195,761 |
| 60 |
2,791.50 |
2,422.50 |
369.00 |
13.8% |
31.00 |
1.2% |
71% |
False |
False |
130,527 |
| 80 |
2,791.50 |
2,254.75 |
536.75 |
20.0% |
27.50 |
1.0% |
80% |
False |
False |
97,901 |
| 100 |
2,791.50 |
2,200.00 |
591.50 |
22.0% |
25.50 |
1.0% |
82% |
False |
False |
78,321 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
23.8% |
22.75 |
0.8% |
83% |
False |
False |
65,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,005.00 |
|
2.618 |
2,901.25 |
|
1.618 |
2,837.75 |
|
1.000 |
2,798.50 |
|
0.618 |
2,774.25 |
|
HIGH |
2,735.00 |
|
0.618 |
2,710.75 |
|
0.500 |
2,703.25 |
|
0.382 |
2,695.75 |
|
LOW |
2,671.50 |
|
0.618 |
2,632.25 |
|
1.000 |
2,608.00 |
|
1.618 |
2,568.75 |
|
2.618 |
2,505.25 |
|
4.250 |
2,401.50 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,703.25 |
2,694.50 |
| PP |
2,696.75 |
2,691.00 |
| S1 |
2,690.00 |
2,687.25 |
|