| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,246.0 |
2,274.0 |
28.0 |
1.2% |
2,416.0 |
| High |
2,292.0 |
2,292.0 |
0.0 |
0.0% |
2,445.0 |
| Low |
2,242.0 |
2,247.0 |
5.0 |
0.2% |
2,296.0 |
| Close |
2,268.0 |
2,287.0 |
19.0 |
0.8% |
2,326.0 |
| Range |
50.0 |
45.0 |
-5.0 |
-10.0% |
149.0 |
| ATR |
51.4 |
50.9 |
-0.5 |
-0.9% |
0.0 |
| Volume |
1,398,336 |
1,340,560 |
-57,776 |
-4.1% |
5,144,261 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,410.3 |
2,393.7 |
2,311.8 |
|
| R3 |
2,365.3 |
2,348.7 |
2,299.4 |
|
| R2 |
2,320.3 |
2,320.3 |
2,295.3 |
|
| R1 |
2,303.7 |
2,303.7 |
2,291.1 |
2,312.0 |
| PP |
2,275.3 |
2,275.3 |
2,275.3 |
2,279.5 |
| S1 |
2,258.7 |
2,258.7 |
2,282.9 |
2,267.0 |
| S2 |
2,230.3 |
2,230.3 |
2,278.8 |
|
| S3 |
2,185.3 |
2,213.7 |
2,274.6 |
|
| S4 |
2,140.3 |
2,168.7 |
2,262.3 |
|
|
| 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 |
2,382.0 |
2,231.0 |
151.0 |
6.6% |
56.2 |
2.5% |
37% |
False |
False |
1,421,901 |
| 10 |
2,470.0 |
2,231.0 |
239.0 |
10.5% |
56.3 |
2.5% |
23% |
False |
False |
1,294,683 |
| 20 |
2,550.0 |
2,231.0 |
319.0 |
13.9% |
48.1 |
2.1% |
18% |
False |
False |
1,180,621 |
| 40 |
2,550.0 |
2,231.0 |
319.0 |
13.9% |
43.6 |
1.9% |
18% |
False |
False |
669,066 |
| 60 |
2,550.0 |
2,231.0 |
319.0 |
13.9% |
40.0 |
1.7% |
18% |
False |
False |
446,323 |
| 80 |
2,550.0 |
2,122.0 |
428.0 |
18.7% |
41.2 |
1.8% |
39% |
False |
False |
334,869 |
| 100 |
2,550.0 |
1,999.0 |
551.0 |
24.1% |
45.2 |
2.0% |
52% |
False |
False |
270,037 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
24.1% |
46.8 |
2.0% |
52% |
False |
False |
225,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,483.3 |
|
2.618 |
2,409.8 |
|
1.618 |
2,364.8 |
|
1.000 |
2,337.0 |
|
0.618 |
2,319.8 |
|
HIGH |
2,292.0 |
|
0.618 |
2,274.8 |
|
0.500 |
2,269.5 |
|
0.382 |
2,264.2 |
|
LOW |
2,247.0 |
|
0.618 |
2,219.2 |
|
1.000 |
2,202.0 |
|
1.618 |
2,174.2 |
|
2.618 |
2,129.2 |
|
4.250 |
2,055.8 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,281.2 |
2,281.7 |
| PP |
2,275.3 |
2,276.3 |
| S1 |
2,269.5 |
2,271.0 |
|