| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,226.0 |
2,238.0 |
12.0 |
0.5% |
2,284.0 |
| High |
2,267.0 |
2,308.0 |
41.0 |
1.8% |
2,311.0 |
| Low |
2,210.0 |
2,233.0 |
23.0 |
1.0% |
2,217.0 |
| Close |
2,241.0 |
2,302.0 |
61.0 |
2.7% |
2,226.0 |
| Range |
57.0 |
75.0 |
18.0 |
31.6% |
94.0 |
| ATR |
52.6 |
54.2 |
1.6 |
3.0% |
0.0 |
| Volume |
1,310,883 |
1,325,509 |
14,626 |
1.1% |
5,702,371 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,506.0 |
2,479.0 |
2,343.3 |
|
| R3 |
2,431.0 |
2,404.0 |
2,322.6 |
|
| R2 |
2,356.0 |
2,356.0 |
2,315.8 |
|
| R1 |
2,329.0 |
2,329.0 |
2,308.9 |
2,342.5 |
| PP |
2,281.0 |
2,281.0 |
2,281.0 |
2,287.8 |
| S1 |
2,254.0 |
2,254.0 |
2,295.1 |
2,267.5 |
| S2 |
2,206.0 |
2,206.0 |
2,288.3 |
|
| S3 |
2,131.0 |
2,179.0 |
2,281.4 |
|
| S4 |
2,056.0 |
2,104.0 |
2,260.8 |
|
|
| 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 |
2,308.0 |
2,210.0 |
98.0 |
4.3% |
59.2 |
2.6% |
94% |
True |
False |
1,366,929 |
| 10 |
2,445.0 |
2,210.0 |
235.0 |
10.2% |
61.8 |
2.7% |
39% |
False |
False |
1,348,302 |
| 20 |
2,550.0 |
2,210.0 |
340.0 |
14.8% |
54.0 |
2.3% |
27% |
False |
False |
1,196,793 |
| 40 |
2,550.0 |
2,210.0 |
340.0 |
14.8% |
45.7 |
2.0% |
27% |
False |
False |
771,284 |
| 60 |
2,550.0 |
2,210.0 |
340.0 |
14.8% |
41.6 |
1.8% |
27% |
False |
False |
514,488 |
| 80 |
2,550.0 |
2,178.0 |
372.0 |
16.2% |
41.4 |
1.8% |
33% |
False |
False |
386,032 |
| 100 |
2,550.0 |
1,999.0 |
551.0 |
23.9% |
45.8 |
2.0% |
55% |
False |
False |
310,970 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
23.9% |
47.1 |
2.0% |
55% |
False |
False |
259,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,626.8 |
|
2.618 |
2,504.4 |
|
1.618 |
2,429.4 |
|
1.000 |
2,383.0 |
|
0.618 |
2,354.4 |
|
HIGH |
2,308.0 |
|
0.618 |
2,279.4 |
|
0.500 |
2,270.5 |
|
0.382 |
2,261.7 |
|
LOW |
2,233.0 |
|
0.618 |
2,186.7 |
|
1.000 |
2,158.0 |
|
1.618 |
2,111.7 |
|
2.618 |
2,036.7 |
|
4.250 |
1,914.3 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,291.5 |
2,287.7 |
| PP |
2,281.0 |
2,273.3 |
| S1 |
2,270.5 |
2,259.0 |
|