| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,238.0 |
2,305.0 |
67.0 |
3.0% |
2,284.0 |
| High |
2,308.0 |
2,305.0 |
-3.0 |
-0.1% |
2,311.0 |
| Low |
2,233.0 |
2,256.0 |
23.0 |
1.0% |
2,217.0 |
| Close |
2,302.0 |
2,265.0 |
-37.0 |
-1.6% |
2,226.0 |
| Range |
75.0 |
49.0 |
-26.0 |
-34.7% |
94.0 |
| ATR |
54.2 |
53.9 |
-0.4 |
-0.7% |
0.0 |
| Volume |
1,325,509 |
1,388,109 |
62,600 |
4.7% |
5,702,371 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,422.3 |
2,392.7 |
2,292.0 |
|
| R3 |
2,373.3 |
2,343.7 |
2,278.5 |
|
| R2 |
2,324.3 |
2,324.3 |
2,274.0 |
|
| R1 |
2,294.7 |
2,294.7 |
2,269.5 |
2,285.0 |
| PP |
2,275.3 |
2,275.3 |
2,275.3 |
2,270.5 |
| S1 |
2,245.7 |
2,245.7 |
2,260.5 |
2,236.0 |
| S2 |
2,226.3 |
2,226.3 |
2,256.0 |
|
| S3 |
2,177.3 |
2,196.7 |
2,251.5 |
|
| S4 |
2,128.3 |
2,147.7 |
2,238.1 |
|
|
| 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 |
2,308.0 |
2,210.0 |
98.0 |
4.3% |
59.0 |
2.6% |
56% |
False |
False |
1,364,883 |
| 10 |
2,442.0 |
2,210.0 |
232.0 |
10.2% |
60.5 |
2.7% |
24% |
False |
False |
1,363,194 |
| 20 |
2,539.0 |
2,210.0 |
329.0 |
14.5% |
55.0 |
2.4% |
17% |
False |
False |
1,231,879 |
| 40 |
2,550.0 |
2,210.0 |
340.0 |
15.0% |
46.4 |
2.0% |
16% |
False |
False |
805,980 |
| 60 |
2,550.0 |
2,210.0 |
340.0 |
15.0% |
41.8 |
1.8% |
16% |
False |
False |
537,617 |
| 80 |
2,550.0 |
2,178.0 |
372.0 |
16.4% |
41.8 |
1.8% |
23% |
False |
False |
403,379 |
| 100 |
2,550.0 |
2,073.0 |
477.0 |
21.1% |
45.8 |
2.0% |
40% |
False |
False |
324,850 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
24.3% |
47.3 |
2.1% |
48% |
False |
False |
270,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,513.3 |
|
2.618 |
2,433.3 |
|
1.618 |
2,384.3 |
|
1.000 |
2,354.0 |
|
0.618 |
2,335.3 |
|
HIGH |
2,305.0 |
|
0.618 |
2,286.3 |
|
0.500 |
2,280.5 |
|
0.382 |
2,274.7 |
|
LOW |
2,256.0 |
|
0.618 |
2,225.7 |
|
1.000 |
2,207.0 |
|
1.618 |
2,176.7 |
|
2.618 |
2,127.7 |
|
4.250 |
2,047.8 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,280.5 |
2,263.0 |
| PP |
2,275.3 |
2,261.0 |
| S1 |
2,270.2 |
2,259.0 |
|