| Trading Metrics calculated at close of trading on 11-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,284.0 |
2,246.0 |
-38.0 |
-1.7% |
2,416.0 |
| High |
2,311.0 |
2,292.0 |
-19.0 |
-0.8% |
2,445.0 |
| Low |
2,231.0 |
2,242.0 |
11.0 |
0.5% |
2,296.0 |
| Close |
2,258.0 |
2,268.0 |
10.0 |
0.4% |
2,326.0 |
| Range |
80.0 |
50.0 |
-30.0 |
-37.5% |
149.0 |
| ATR |
51.5 |
51.4 |
-0.1 |
-0.2% |
0.0 |
| Volume |
1,504,117 |
1,398,336 |
-105,781 |
-7.0% |
5,144,261 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,417.3 |
2,392.7 |
2,295.5 |
|
| R3 |
2,367.3 |
2,342.7 |
2,281.8 |
|
| R2 |
2,317.3 |
2,317.3 |
2,277.2 |
|
| R1 |
2,292.7 |
2,292.7 |
2,272.6 |
2,305.0 |
| PP |
2,267.3 |
2,267.3 |
2,267.3 |
2,273.5 |
| S1 |
2,242.7 |
2,242.7 |
2,263.4 |
2,255.0 |
| S2 |
2,217.3 |
2,217.3 |
2,258.8 |
|
| S3 |
2,167.3 |
2,192.7 |
2,254.3 |
|
| S4 |
2,117.3 |
2,142.7 |
2,240.5 |
|
|
| 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 |
2,442.0 |
2,231.0 |
211.0 |
9.3% |
62.0 |
2.7% |
18% |
False |
False |
1,361,504 |
| 10 |
2,502.0 |
2,231.0 |
271.0 |
11.9% |
57.2 |
2.5% |
14% |
False |
False |
1,257,768 |
| 20 |
2,550.0 |
2,231.0 |
319.0 |
14.1% |
48.4 |
2.1% |
12% |
False |
False |
1,187,101 |
| 40 |
2,550.0 |
2,231.0 |
319.0 |
14.1% |
43.3 |
1.9% |
12% |
False |
False |
635,555 |
| 60 |
2,550.0 |
2,231.0 |
319.0 |
14.1% |
39.9 |
1.8% |
12% |
False |
False |
423,985 |
| 80 |
2,550.0 |
2,109.0 |
441.0 |
19.4% |
41.3 |
1.8% |
36% |
False |
False |
318,116 |
| 100 |
2,550.0 |
1,999.0 |
551.0 |
24.3% |
45.2 |
2.0% |
49% |
False |
False |
256,638 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
24.3% |
46.9 |
2.1% |
49% |
False |
False |
213,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,504.5 |
|
2.618 |
2,422.9 |
|
1.618 |
2,372.9 |
|
1.000 |
2,342.0 |
|
0.618 |
2,322.9 |
|
HIGH |
2,292.0 |
|
0.618 |
2,272.9 |
|
0.500 |
2,267.0 |
|
0.382 |
2,261.1 |
|
LOW |
2,242.0 |
|
0.618 |
2,211.1 |
|
1.000 |
2,192.0 |
|
1.618 |
2,161.1 |
|
2.618 |
2,111.1 |
|
4.250 |
2,029.5 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,267.7 |
2,288.0 |
| PP |
2,267.3 |
2,281.3 |
| S1 |
2,267.0 |
2,274.7 |
|