| Trading Metrics calculated at close of trading on 16-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,286.0 |
2,226.0 |
-60.0 |
-2.6% |
2,284.0 |
| High |
2,286.0 |
2,267.0 |
-19.0 |
-0.8% |
2,311.0 |
| Low |
2,217.0 |
2,210.0 |
-7.0 |
-0.3% |
2,217.0 |
| Close |
2,226.0 |
2,241.0 |
15.0 |
0.7% |
2,226.0 |
| Range |
69.0 |
57.0 |
-12.0 |
-17.4% |
94.0 |
| ATR |
52.3 |
52.6 |
0.3 |
0.6% |
0.0 |
| Volume |
1,459,358 |
1,310,883 |
-148,475 |
-10.2% |
5,702,371 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,410.3 |
2,382.7 |
2,272.4 |
|
| R3 |
2,353.3 |
2,325.7 |
2,256.7 |
|
| R2 |
2,296.3 |
2,296.3 |
2,251.5 |
|
| R1 |
2,268.7 |
2,268.7 |
2,246.2 |
2,282.5 |
| PP |
2,239.3 |
2,239.3 |
2,239.3 |
2,246.3 |
| S1 |
2,211.7 |
2,211.7 |
2,235.8 |
2,225.5 |
| S2 |
2,182.3 |
2,182.3 |
2,230.6 |
|
| S3 |
2,125.3 |
2,154.7 |
2,225.3 |
|
| S4 |
2,068.3 |
2,097.7 |
2,209.7 |
|
|
| 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 |
2,311.0 |
2,210.0 |
101.0 |
4.5% |
60.2 |
2.7% |
31% |
False |
True |
1,402,650 |
| 10 |
2,445.0 |
2,210.0 |
235.0 |
10.5% |
57.4 |
2.6% |
13% |
False |
True |
1,323,773 |
| 20 |
2,550.0 |
2,210.0 |
340.0 |
15.2% |
51.2 |
2.3% |
9% |
False |
True |
1,185,213 |
| 40 |
2,550.0 |
2,210.0 |
340.0 |
15.2% |
44.4 |
2.0% |
9% |
False |
True |
738,161 |
| 60 |
2,550.0 |
2,210.0 |
340.0 |
15.2% |
40.7 |
1.8% |
9% |
False |
True |
492,403 |
| 80 |
2,550.0 |
2,178.0 |
372.0 |
16.6% |
40.9 |
1.8% |
17% |
False |
False |
369,479 |
| 100 |
2,550.0 |
1,999.0 |
551.0 |
24.6% |
45.6 |
2.0% |
44% |
False |
False |
297,718 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
24.6% |
47.3 |
2.1% |
44% |
False |
False |
248,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,509.3 |
|
2.618 |
2,416.2 |
|
1.618 |
2,359.2 |
|
1.000 |
2,324.0 |
|
0.618 |
2,302.2 |
|
HIGH |
2,267.0 |
|
0.618 |
2,245.2 |
|
0.500 |
2,238.5 |
|
0.382 |
2,231.8 |
|
LOW |
2,210.0 |
|
0.618 |
2,174.8 |
|
1.000 |
2,153.0 |
|
1.618 |
2,117.8 |
|
2.618 |
2,060.8 |
|
4.250 |
1,967.8 |
|
|
| Fisher Pivots for day following 16-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,240.2 |
2,251.0 |
| PP |
2,239.3 |
2,247.7 |
| S1 |
2,238.5 |
2,244.3 |
|