| Trading Metrics calculated at close of trading on 13-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,274.0 |
2,286.0 |
12.0 |
0.5% |
2,284.0 |
| High |
2,292.0 |
2,286.0 |
-6.0 |
-0.3% |
2,311.0 |
| Low |
2,247.0 |
2,217.0 |
-30.0 |
-1.3% |
2,217.0 |
| Close |
2,287.0 |
2,226.0 |
-61.0 |
-2.7% |
2,226.0 |
| Range |
45.0 |
69.0 |
24.0 |
53.3% |
94.0 |
| ATR |
50.9 |
52.3 |
1.4 |
2.7% |
0.0 |
| Volume |
1,340,560 |
1,459,358 |
118,798 |
8.9% |
5,702,371 |
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,450.0 |
2,407.0 |
2,264.0 |
|
| R3 |
2,381.0 |
2,338.0 |
2,245.0 |
|
| R2 |
2,312.0 |
2,312.0 |
2,238.7 |
|
| R1 |
2,269.0 |
2,269.0 |
2,232.3 |
2,256.0 |
| PP |
2,243.0 |
2,243.0 |
2,243.0 |
2,236.5 |
| S1 |
2,200.0 |
2,200.0 |
2,219.7 |
2,187.0 |
| S2 |
2,174.0 |
2,174.0 |
2,213.4 |
|
| S3 |
2,105.0 |
2,131.0 |
2,207.0 |
|
| S4 |
2,036.0 |
2,062.0 |
2,188.1 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,533.3 |
2,473.7 |
2,277.7 |
|
| R3 |
2,439.3 |
2,379.7 |
2,251.9 |
|
| R2 |
2,345.3 |
2,345.3 |
2,243.2 |
|
| R1 |
2,285.7 |
2,285.7 |
2,234.6 |
2,268.5 |
| PP |
2,251.3 |
2,251.3 |
2,251.3 |
2,242.8 |
| S1 |
2,191.7 |
2,191.7 |
2,217.4 |
2,174.5 |
| S2 |
2,157.3 |
2,157.3 |
2,208.8 |
|
| S3 |
2,063.3 |
2,097.7 |
2,200.2 |
|
| S4 |
1,969.3 |
2,003.7 |
2,174.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,345.0 |
2,217.0 |
128.0 |
5.8% |
58.6 |
2.6% |
7% |
False |
True |
1,410,062 |
| 10 |
2,445.0 |
2,217.0 |
228.0 |
10.2% |
57.2 |
2.6% |
4% |
False |
True |
1,335,571 |
| 20 |
2,550.0 |
2,217.0 |
333.0 |
15.0% |
50.0 |
2.2% |
3% |
False |
True |
1,186,171 |
| 40 |
2,550.0 |
2,217.0 |
333.0 |
15.0% |
44.3 |
2.0% |
3% |
False |
True |
705,395 |
| 60 |
2,550.0 |
2,217.0 |
333.0 |
15.0% |
40.4 |
1.8% |
3% |
False |
True |
470,575 |
| 80 |
2,550.0 |
2,166.0 |
384.0 |
17.3% |
41.1 |
1.8% |
16% |
False |
False |
353,104 |
| 100 |
2,550.0 |
1,999.0 |
551.0 |
24.8% |
45.4 |
2.0% |
41% |
False |
False |
284,630 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
24.8% |
47.1 |
2.1% |
41% |
False |
False |
237,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,579.3 |
|
2.618 |
2,466.6 |
|
1.618 |
2,397.6 |
|
1.000 |
2,355.0 |
|
0.618 |
2,328.6 |
|
HIGH |
2,286.0 |
|
0.618 |
2,259.6 |
|
0.500 |
2,251.5 |
|
0.382 |
2,243.4 |
|
LOW |
2,217.0 |
|
0.618 |
2,174.4 |
|
1.000 |
2,148.0 |
|
1.618 |
2,105.4 |
|
2.618 |
2,036.4 |
|
4.250 |
1,923.8 |
|
|
| Fisher Pivots for day following 13-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,251.5 |
2,254.5 |
| PP |
2,243.0 |
2,245.0 |
| S1 |
2,234.5 |
2,235.5 |
|