| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,305.0 |
2,267.0 |
-38.0 |
-1.6% |
2,284.0 |
| High |
2,305.0 |
2,294.0 |
-11.0 |
-0.5% |
2,311.0 |
| Low |
2,256.0 |
2,205.0 |
-51.0 |
-2.3% |
2,217.0 |
| Close |
2,265.0 |
2,219.0 |
-46.0 |
-2.0% |
2,226.0 |
| Range |
49.0 |
89.0 |
40.0 |
81.6% |
94.0 |
| ATR |
53.9 |
56.4 |
2.5 |
4.7% |
0.0 |
| Volume |
1,388,109 |
2,043,361 |
655,252 |
47.2% |
5,702,371 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,506.3 |
2,451.7 |
2,268.0 |
|
| R3 |
2,417.3 |
2,362.7 |
2,243.5 |
|
| R2 |
2,328.3 |
2,328.3 |
2,235.3 |
|
| R1 |
2,273.7 |
2,273.7 |
2,227.2 |
2,256.5 |
| PP |
2,239.3 |
2,239.3 |
2,239.3 |
2,230.8 |
| S1 |
2,184.7 |
2,184.7 |
2,210.8 |
2,167.5 |
| S2 |
2,150.3 |
2,150.3 |
2,202.7 |
|
| S3 |
2,061.3 |
2,095.7 |
2,194.5 |
|
| S4 |
1,972.3 |
2,006.7 |
2,170.1 |
|
|
| 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 |
2,205.0 |
103.0 |
4.6% |
67.8 |
3.1% |
14% |
False |
True |
1,505,444 |
| 10 |
2,382.0 |
2,205.0 |
177.0 |
8.0% |
62.0 |
2.8% |
8% |
False |
True |
1,463,672 |
| 20 |
2,530.0 |
2,205.0 |
325.0 |
14.6% |
57.7 |
2.6% |
4% |
False |
True |
1,288,122 |
| 40 |
2,550.0 |
2,205.0 |
345.0 |
15.5% |
47.8 |
2.2% |
4% |
False |
True |
856,679 |
| 60 |
2,550.0 |
2,205.0 |
345.0 |
15.5% |
42.9 |
1.9% |
4% |
False |
True |
571,667 |
| 80 |
2,550.0 |
2,178.0 |
372.0 |
16.8% |
42.7 |
1.9% |
11% |
False |
False |
428,919 |
| 100 |
2,550.0 |
2,109.0 |
441.0 |
19.9% |
45.9 |
2.1% |
25% |
False |
False |
345,272 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
24.8% |
47.6 |
2.1% |
40% |
False |
False |
287,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,672.3 |
|
2.618 |
2,527.0 |
|
1.618 |
2,438.0 |
|
1.000 |
2,383.0 |
|
0.618 |
2,349.0 |
|
HIGH |
2,294.0 |
|
0.618 |
2,260.0 |
|
0.500 |
2,249.5 |
|
0.382 |
2,239.0 |
|
LOW |
2,205.0 |
|
0.618 |
2,150.0 |
|
1.000 |
2,116.0 |
|
1.618 |
2,061.0 |
|
2.618 |
1,972.0 |
|
4.250 |
1,826.8 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,249.5 |
2,256.5 |
| PP |
2,239.3 |
2,244.0 |
| S1 |
2,229.2 |
2,231.5 |
|