| Trading Metrics calculated at close of trading on 30-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,719.50 |
2,741.00 |
21.50 |
0.8% |
2,671.00 |
| High |
2,746.00 |
2,744.25 |
-1.75 |
-0.1% |
2,746.00 |
| Low |
2,708.75 |
2,715.50 |
6.75 |
0.2% |
2,624.75 |
| Close |
2,736.75 |
2,719.25 |
-17.50 |
-0.6% |
2,736.75 |
| Range |
37.25 |
28.75 |
-8.50 |
-22.8% |
121.25 |
| ATR |
42.72 |
41.72 |
-1.00 |
-2.3% |
0.00 |
| Volume |
211,998 |
198,658 |
-13,340 |
-6.3% |
1,342,712 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,812.50 |
2,794.75 |
2,735.00 |
|
| R3 |
2,783.75 |
2,766.00 |
2,727.25 |
|
| R2 |
2,755.00 |
2,755.00 |
2,724.50 |
|
| R1 |
2,737.25 |
2,737.25 |
2,722.00 |
2,731.75 |
| PP |
2,726.25 |
2,726.25 |
2,726.25 |
2,723.50 |
| S1 |
2,708.50 |
2,708.50 |
2,716.50 |
2,703.00 |
| S2 |
2,697.50 |
2,697.50 |
2,714.00 |
|
| S3 |
2,668.75 |
2,679.75 |
2,711.25 |
|
| S4 |
2,640.00 |
2,651.00 |
2,703.50 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,066.25 |
3,022.75 |
2,803.50 |
|
| R3 |
2,945.00 |
2,901.50 |
2,770.00 |
|
| R2 |
2,823.75 |
2,823.75 |
2,759.00 |
|
| R1 |
2,780.25 |
2,780.25 |
2,747.75 |
2,802.00 |
| PP |
2,702.50 |
2,702.50 |
2,702.50 |
2,713.50 |
| S1 |
2,659.00 |
2,659.00 |
2,725.75 |
2,680.75 |
| S2 |
2,581.25 |
2,581.25 |
2,714.50 |
|
| S3 |
2,460.00 |
2,537.75 |
2,703.50 |
|
| S4 |
2,338.75 |
2,416.50 |
2,670.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,746.00 |
2,624.75 |
121.25 |
4.5% |
42.75 |
1.6% |
78% |
False |
False |
244,546 |
| 10 |
2,746.00 |
2,624.75 |
121.25 |
4.5% |
47.25 |
1.7% |
78% |
False |
False |
285,624 |
| 20 |
2,791.50 |
2,624.75 |
166.75 |
6.1% |
44.75 |
1.6% |
57% |
False |
False |
281,962 |
| 40 |
2,791.50 |
2,569.75 |
221.75 |
8.2% |
37.00 |
1.4% |
67% |
False |
False |
241,441 |
| 60 |
2,791.50 |
2,504.50 |
287.00 |
10.6% |
33.50 |
1.2% |
75% |
False |
False |
161,090 |
| 80 |
2,791.50 |
2,330.25 |
461.25 |
17.0% |
29.75 |
1.1% |
84% |
False |
False |
120,824 |
| 100 |
2,791.50 |
2,206.50 |
585.00 |
21.5% |
27.50 |
1.0% |
88% |
False |
False |
96,660 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
23.5% |
25.00 |
0.9% |
89% |
False |
False |
80,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,866.50 |
|
2.618 |
2,819.50 |
|
1.618 |
2,790.75 |
|
1.000 |
2,773.00 |
|
0.618 |
2,762.00 |
|
HIGH |
2,744.25 |
|
0.618 |
2,733.25 |
|
0.500 |
2,730.00 |
|
0.382 |
2,726.50 |
|
LOW |
2,715.50 |
|
0.618 |
2,697.75 |
|
1.000 |
2,686.75 |
|
1.618 |
2,669.00 |
|
2.618 |
2,640.25 |
|
4.250 |
2,593.25 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,730.00 |
2,720.50 |
| PP |
2,726.25 |
2,720.00 |
| S1 |
2,722.75 |
2,719.75 |
|