| Trading Metrics calculated at close of trading on 25-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,651.25 |
2,632.50 |
-18.75 |
-0.7% |
2,694.75 |
| High |
2,666.00 |
2,706.75 |
40.75 |
1.5% |
2,735.00 |
| Low |
2,624.75 |
2,632.00 |
7.25 |
0.3% |
2,654.25 |
| Close |
2,632.50 |
2,704.50 |
72.00 |
2.7% |
2,674.25 |
| Range |
41.25 |
74.75 |
33.50 |
81.2% |
80.75 |
| ATR |
41.63 |
44.00 |
2.37 |
5.7% |
0.00 |
| Volume |
265,558 |
339,631 |
74,073 |
27.9% |
1,711,877 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,905.25 |
2,879.75 |
2,745.50 |
|
| R3 |
2,830.50 |
2,805.00 |
2,725.00 |
|
| R2 |
2,755.75 |
2,755.75 |
2,718.25 |
|
| R1 |
2,730.25 |
2,730.25 |
2,711.25 |
2,743.00 |
| PP |
2,681.00 |
2,681.00 |
2,681.00 |
2,687.50 |
| S1 |
2,655.50 |
2,655.50 |
2,697.75 |
2,668.25 |
| S2 |
2,606.25 |
2,606.25 |
2,690.75 |
|
| S3 |
2,531.50 |
2,580.75 |
2,684.00 |
|
| S4 |
2,456.75 |
2,506.00 |
2,663.50 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,930.00 |
2,883.00 |
2,718.75 |
|
| R3 |
2,849.25 |
2,802.25 |
2,696.50 |
|
| R2 |
2,768.50 |
2,768.50 |
2,689.00 |
|
| R1 |
2,721.50 |
2,721.50 |
2,681.75 |
2,704.50 |
| PP |
2,687.75 |
2,687.75 |
2,687.75 |
2,679.50 |
| S1 |
2,640.75 |
2,640.75 |
2,666.75 |
2,624.00 |
| S2 |
2,607.00 |
2,607.00 |
2,659.50 |
|
| S3 |
2,526.25 |
2,560.00 |
2,652.00 |
|
| S4 |
2,445.50 |
2,479.25 |
2,629.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,735.00 |
2,624.75 |
110.25 |
4.1% |
53.50 |
2.0% |
72% |
False |
False |
330,371 |
| 10 |
2,742.75 |
2,624.75 |
118.00 |
4.4% |
51.50 |
1.9% |
68% |
False |
False |
321,243 |
| 20 |
2,791.50 |
2,624.75 |
166.75 |
6.2% |
45.25 |
1.7% |
48% |
False |
False |
285,788 |
| 40 |
2,791.50 |
2,569.75 |
221.75 |
8.2% |
36.75 |
1.4% |
61% |
False |
False |
226,149 |
| 60 |
2,791.50 |
2,471.75 |
319.75 |
11.8% |
32.75 |
1.2% |
73% |
False |
False |
150,799 |
| 80 |
2,791.50 |
2,309.00 |
482.50 |
17.8% |
29.25 |
1.1% |
82% |
False |
False |
113,105 |
| 100 |
2,791.50 |
2,206.50 |
585.00 |
21.6% |
26.75 |
1.0% |
85% |
False |
False |
90,485 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
23.6% |
24.25 |
0.9% |
86% |
False |
False |
75,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,024.50 |
|
2.618 |
2,902.50 |
|
1.618 |
2,827.75 |
|
1.000 |
2,781.50 |
|
0.618 |
2,753.00 |
|
HIGH |
2,706.75 |
|
0.618 |
2,678.25 |
|
0.500 |
2,669.50 |
|
0.382 |
2,660.50 |
|
LOW |
2,632.00 |
|
0.618 |
2,585.75 |
|
1.000 |
2,557.25 |
|
1.618 |
2,511.00 |
|
2.618 |
2,436.25 |
|
4.250 |
2,314.25 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,692.75 |
2,691.50 |
| PP |
2,681.00 |
2,678.75 |
| S1 |
2,669.50 |
2,665.75 |
|