| Trading Metrics calculated at close of trading on 10-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,333.0 |
2,284.0 |
-49.0 |
-2.1% |
2,416.0 |
| High |
2,345.0 |
2,311.0 |
-34.0 |
-1.4% |
2,445.0 |
| Low |
2,296.0 |
2,231.0 |
-65.0 |
-2.8% |
2,296.0 |
| Close |
2,326.0 |
2,258.0 |
-68.0 |
-2.9% |
2,326.0 |
| Range |
49.0 |
80.0 |
31.0 |
63.3% |
149.0 |
| ATR |
48.1 |
51.5 |
3.3 |
7.0% |
0.0 |
| Volume |
1,347,941 |
1,504,117 |
156,176 |
11.6% |
5,144,261 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,506.7 |
2,462.3 |
2,302.0 |
|
| R3 |
2,426.7 |
2,382.3 |
2,280.0 |
|
| R2 |
2,346.7 |
2,346.7 |
2,272.7 |
|
| R1 |
2,302.3 |
2,302.3 |
2,265.3 |
2,284.5 |
| PP |
2,266.7 |
2,266.7 |
2,266.7 |
2,257.8 |
| S1 |
2,222.3 |
2,222.3 |
2,250.7 |
2,204.5 |
| S2 |
2,186.7 |
2,186.7 |
2,243.3 |
|
| S3 |
2,106.7 |
2,142.3 |
2,236.0 |
|
| S4 |
2,026.7 |
2,062.3 |
2,214.0 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,802.7 |
2,713.3 |
2,408.0 |
|
| R3 |
2,653.7 |
2,564.3 |
2,367.0 |
|
| R2 |
2,504.7 |
2,504.7 |
2,353.3 |
|
| R1 |
2,415.3 |
2,415.3 |
2,339.7 |
2,385.5 |
| PP |
2,355.7 |
2,355.7 |
2,355.7 |
2,340.8 |
| S1 |
2,266.3 |
2,266.3 |
2,312.3 |
2,236.5 |
| S2 |
2,206.7 |
2,206.7 |
2,298.7 |
|
| S3 |
2,057.7 |
2,117.3 |
2,285.0 |
|
| S4 |
1,908.7 |
1,968.3 |
2,244.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,445.0 |
2,231.0 |
214.0 |
9.5% |
64.4 |
2.9% |
13% |
False |
True |
1,329,675 |
| 10 |
2,502.0 |
2,231.0 |
271.0 |
12.0% |
56.7 |
2.5% |
10% |
False |
True |
1,210,941 |
| 20 |
2,550.0 |
2,231.0 |
319.0 |
14.1% |
47.1 |
2.1% |
8% |
False |
True |
1,151,542 |
| 40 |
2,550.0 |
2,231.0 |
319.0 |
14.1% |
42.7 |
1.9% |
8% |
False |
True |
600,603 |
| 60 |
2,550.0 |
2,231.0 |
319.0 |
14.1% |
39.9 |
1.8% |
8% |
False |
True |
400,684 |
| 80 |
2,550.0 |
2,109.0 |
441.0 |
19.5% |
41.4 |
1.8% |
34% |
False |
False |
300,939 |
| 100 |
2,550.0 |
1,999.0 |
551.0 |
24.4% |
45.0 |
2.0% |
47% |
False |
False |
242,655 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
24.4% |
46.9 |
2.1% |
47% |
False |
False |
202,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,651.0 |
|
2.618 |
2,520.4 |
|
1.618 |
2,440.4 |
|
1.000 |
2,391.0 |
|
0.618 |
2,360.4 |
|
HIGH |
2,311.0 |
|
0.618 |
2,280.4 |
|
0.500 |
2,271.0 |
|
0.382 |
2,261.6 |
|
LOW |
2,231.0 |
|
0.618 |
2,181.6 |
|
1.000 |
2,151.0 |
|
1.618 |
2,101.6 |
|
2.618 |
2,021.6 |
|
4.250 |
1,891.0 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,271.0 |
2,306.5 |
| PP |
2,266.7 |
2,290.3 |
| S1 |
2,262.3 |
2,274.2 |
|