| Trading Metrics calculated at close of trading on 20-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,267.0 |
2,219.0 |
-48.0 |
-2.1% |
2,226.0 |
| High |
2,294.0 |
2,259.0 |
-35.0 |
-1.5% |
2,308.0 |
| Low |
2,205.0 |
2,211.0 |
6.0 |
0.3% |
2,205.0 |
| Close |
2,219.0 |
2,245.0 |
26.0 |
1.2% |
2,245.0 |
| Range |
89.0 |
48.0 |
-41.0 |
-46.1% |
103.0 |
| ATR |
56.4 |
55.8 |
-0.6 |
-1.1% |
0.0 |
| Volume |
2,043,361 |
1,658,241 |
-385,120 |
-18.8% |
7,726,103 |
|
| Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,382.3 |
2,361.7 |
2,271.4 |
|
| R3 |
2,334.3 |
2,313.7 |
2,258.2 |
|
| R2 |
2,286.3 |
2,286.3 |
2,253.8 |
|
| R1 |
2,265.7 |
2,265.7 |
2,249.4 |
2,276.0 |
| PP |
2,238.3 |
2,238.3 |
2,238.3 |
2,243.5 |
| S1 |
2,217.7 |
2,217.7 |
2,240.6 |
2,228.0 |
| S2 |
2,190.3 |
2,190.3 |
2,236.2 |
|
| S3 |
2,142.3 |
2,169.7 |
2,231.8 |
|
| S4 |
2,094.3 |
2,121.7 |
2,218.6 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,561.7 |
2,506.3 |
2,301.7 |
|
| R3 |
2,458.7 |
2,403.3 |
2,273.3 |
|
| R2 |
2,355.7 |
2,355.7 |
2,263.9 |
|
| R1 |
2,300.3 |
2,300.3 |
2,254.4 |
2,328.0 |
| PP |
2,252.7 |
2,252.7 |
2,252.7 |
2,266.5 |
| S1 |
2,197.3 |
2,197.3 |
2,235.6 |
2,225.0 |
| S2 |
2,149.7 |
2,149.7 |
2,226.1 |
|
| S3 |
2,046.7 |
2,094.3 |
2,216.7 |
|
| S4 |
1,943.7 |
1,991.3 |
2,188.4 |
|
|
| 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% |
63.6 |
2.8% |
39% |
False |
False |
1,545,220 |
| 10 |
2,345.0 |
2,205.0 |
140.0 |
6.2% |
61.1 |
2.7% |
29% |
False |
False |
1,477,641 |
| 20 |
2,502.0 |
2,205.0 |
297.0 |
13.2% |
57.6 |
2.6% |
13% |
False |
False |
1,320,024 |
| 40 |
2,550.0 |
2,205.0 |
345.0 |
15.4% |
48.3 |
2.2% |
12% |
False |
False |
897,885 |
| 60 |
2,550.0 |
2,205.0 |
345.0 |
15.4% |
43.0 |
1.9% |
12% |
False |
False |
599,299 |
| 80 |
2,550.0 |
2,181.0 |
369.0 |
16.4% |
42.6 |
1.9% |
17% |
False |
False |
449,646 |
| 100 |
2,550.0 |
2,109.0 |
441.0 |
19.6% |
45.8 |
2.0% |
31% |
False |
False |
361,840 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
24.5% |
47.7 |
2.1% |
45% |
False |
False |
301,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,463.0 |
|
2.618 |
2,384.7 |
|
1.618 |
2,336.7 |
|
1.000 |
2,307.0 |
|
0.618 |
2,288.7 |
|
HIGH |
2,259.0 |
|
0.618 |
2,240.7 |
|
0.500 |
2,235.0 |
|
0.382 |
2,229.3 |
|
LOW |
2,211.0 |
|
0.618 |
2,181.3 |
|
1.000 |
2,163.0 |
|
1.618 |
2,133.3 |
|
2.618 |
2,085.3 |
|
4.250 |
2,007.0 |
|
|
| Fisher Pivots for day following 20-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,241.7 |
2,255.0 |
| PP |
2,238.3 |
2,251.7 |
| S1 |
2,235.0 |
2,248.3 |
|