| Trading Metrics calculated at close of trading on 23-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,219.0 |
2,237.0 |
18.0 |
0.8% |
2,226.0 |
| High |
2,259.0 |
2,239.0 |
-20.0 |
-0.9% |
2,308.0 |
| Low |
2,211.0 |
2,177.0 |
-34.0 |
-1.5% |
2,205.0 |
| Close |
2,245.0 |
2,195.0 |
-50.0 |
-2.2% |
2,245.0 |
| Range |
48.0 |
62.0 |
14.0 |
29.2% |
103.0 |
| ATR |
55.8 |
56.6 |
0.9 |
1.6% |
0.0 |
| Volume |
1,658,241 |
1,472,647 |
-185,594 |
-11.2% |
7,726,103 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,389.7 |
2,354.3 |
2,229.1 |
|
| R3 |
2,327.7 |
2,292.3 |
2,212.1 |
|
| R2 |
2,265.7 |
2,265.7 |
2,206.4 |
|
| R1 |
2,230.3 |
2,230.3 |
2,200.7 |
2,217.0 |
| PP |
2,203.7 |
2,203.7 |
2,203.7 |
2,197.0 |
| S1 |
2,168.3 |
2,168.3 |
2,189.3 |
2,155.0 |
| S2 |
2,141.7 |
2,141.7 |
2,183.6 |
|
| S3 |
2,079.7 |
2,106.3 |
2,178.0 |
|
| S4 |
2,017.7 |
2,044.3 |
2,160.9 |
|
|
| 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 |
2,177.0 |
131.0 |
6.0% |
64.6 |
2.9% |
14% |
False |
True |
1,577,573 |
| 10 |
2,311.0 |
2,177.0 |
134.0 |
6.1% |
62.4 |
2.8% |
13% |
False |
True |
1,490,112 |
| 20 |
2,502.0 |
2,177.0 |
325.0 |
14.8% |
58.1 |
2.6% |
6% |
False |
True |
1,331,643 |
| 40 |
2,550.0 |
2,177.0 |
373.0 |
17.0% |
48.8 |
2.2% |
5% |
False |
True |
934,692 |
| 60 |
2,550.0 |
2,177.0 |
373.0 |
17.0% |
43.4 |
2.0% |
5% |
False |
True |
623,829 |
| 80 |
2,550.0 |
2,177.0 |
373.0 |
17.0% |
42.7 |
1.9% |
5% |
False |
True |
468,053 |
| 100 |
2,550.0 |
2,109.0 |
441.0 |
20.1% |
45.1 |
2.1% |
20% |
False |
False |
376,553 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
25.1% |
48.0 |
2.2% |
36% |
False |
False |
313,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,502.5 |
|
2.618 |
2,401.3 |
|
1.618 |
2,339.3 |
|
1.000 |
2,301.0 |
|
0.618 |
2,277.3 |
|
HIGH |
2,239.0 |
|
0.618 |
2,215.3 |
|
0.500 |
2,208.0 |
|
0.382 |
2,200.7 |
|
LOW |
2,177.0 |
|
0.618 |
2,138.7 |
|
1.000 |
2,115.0 |
|
1.618 |
2,076.7 |
|
2.618 |
2,014.7 |
|
4.250 |
1,913.5 |
|
|
| Fisher Pivots for day following 23-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,208.0 |
2,235.5 |
| PP |
2,203.7 |
2,222.0 |
| S1 |
2,199.3 |
2,208.5 |
|