| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1,642.2 |
1,644.5 |
2.3 |
0.1% |
1,658.7 |
| High |
1,647.6 |
1,662.0 |
14.4 |
0.9% |
1,659.6 |
| Low |
1,625.0 |
1,642.5 |
17.5 |
1.1% |
1,631.2 |
| Close |
1,642.3 |
1,660.5 |
18.2 |
1.1% |
1,642.8 |
| Range |
22.6 |
19.5 |
-3.1 |
-13.7% |
28.4 |
| ATR |
24.2 |
23.9 |
-0.3 |
-1.3% |
0.0 |
| Volume |
158,567 |
117,288 |
-41,279 |
-26.0% |
576,201 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,713.5 |
1,706.5 |
1,671.2 |
|
| R3 |
1,694.0 |
1,687.0 |
1,665.9 |
|
| R2 |
1,674.5 |
1,674.5 |
1,664.1 |
|
| R1 |
1,667.5 |
1,667.5 |
1,662.3 |
1,671.0 |
| PP |
1,655.0 |
1,655.0 |
1,655.0 |
1,656.8 |
| S1 |
1,648.0 |
1,648.0 |
1,658.7 |
1,651.5 |
| S2 |
1,635.5 |
1,635.5 |
1,656.9 |
|
| S3 |
1,616.0 |
1,628.5 |
1,655.1 |
|
| S4 |
1,596.5 |
1,609.0 |
1,649.8 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,729.7 |
1,714.7 |
1,658.4 |
|
| R3 |
1,701.3 |
1,686.3 |
1,650.6 |
|
| R2 |
1,672.9 |
1,672.9 |
1,648.0 |
|
| R1 |
1,657.9 |
1,657.9 |
1,645.4 |
1,651.2 |
| PP |
1,644.5 |
1,644.5 |
1,644.5 |
1,641.2 |
| S1 |
1,629.5 |
1,629.5 |
1,640.2 |
1,622.8 |
| S2 |
1,616.1 |
1,616.1 |
1,637.6 |
|
| S3 |
1,587.7 |
1,601.1 |
1,635.0 |
|
| S4 |
1,559.3 |
1,572.7 |
1,627.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,662.0 |
1,623.6 |
38.4 |
2.3% |
17.6 |
1.1% |
96% |
True |
False |
115,150 |
| 10 |
1,679.2 |
1,623.6 |
55.6 |
3.3% |
19.9 |
1.2% |
66% |
False |
False |
119,075 |
| 20 |
1,685.4 |
1,613.0 |
72.4 |
4.4% |
21.5 |
1.3% |
66% |
False |
False |
122,969 |
| 40 |
1,729.6 |
1,613.0 |
116.6 |
7.0% |
24.8 |
1.5% |
41% |
False |
False |
74,812 |
| 60 |
1,795.1 |
1,613.0 |
182.1 |
11.0% |
25.9 |
1.6% |
26% |
False |
False |
51,795 |
| 80 |
1,795.1 |
1,576.9 |
218.2 |
13.1% |
25.6 |
1.5% |
38% |
False |
False |
40,434 |
| 100 |
1,795.1 |
1,528.6 |
266.5 |
16.0% |
26.8 |
1.6% |
49% |
False |
False |
32,733 |
| 120 |
1,808.5 |
1,528.6 |
279.9 |
16.9% |
27.5 |
1.7% |
47% |
False |
False |
27,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,744.9 |
|
2.618 |
1,713.1 |
|
1.618 |
1,693.6 |
|
1.000 |
1,681.5 |
|
0.618 |
1,674.1 |
|
HIGH |
1,662.0 |
|
0.618 |
1,654.6 |
|
0.500 |
1,652.3 |
|
0.382 |
1,649.9 |
|
LOW |
1,642.5 |
|
0.618 |
1,630.4 |
|
1.000 |
1,623.0 |
|
1.618 |
1,610.9 |
|
2.618 |
1,591.4 |
|
4.250 |
1,559.6 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,657.8 |
1,654.8 |
| PP |
1,655.0 |
1,649.2 |
| S1 |
1,652.3 |
1,643.5 |
|