| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,237.0 |
2,196.0 |
-41.0 |
-1.8% |
2,226.0 |
| High |
2,239.0 |
2,229.0 |
-10.0 |
-0.4% |
2,308.0 |
| Low |
2,177.0 |
2,183.0 |
6.0 |
0.3% |
2,205.0 |
| Close |
2,195.0 |
2,220.0 |
25.0 |
1.1% |
2,245.0 |
| Range |
62.0 |
46.0 |
-16.0 |
-25.8% |
103.0 |
| ATR |
56.6 |
55.9 |
-0.8 |
-1.3% |
0.0 |
| Volume |
1,472,647 |
1,194,101 |
-278,546 |
-18.9% |
7,726,103 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,348.7 |
2,330.3 |
2,245.3 |
|
| R3 |
2,302.7 |
2,284.3 |
2,232.7 |
|
| R2 |
2,256.7 |
2,256.7 |
2,228.4 |
|
| R1 |
2,238.3 |
2,238.3 |
2,224.2 |
2,247.5 |
| PP |
2,210.7 |
2,210.7 |
2,210.7 |
2,215.3 |
| S1 |
2,192.3 |
2,192.3 |
2,215.8 |
2,201.5 |
| S2 |
2,164.7 |
2,164.7 |
2,211.6 |
|
| S3 |
2,118.7 |
2,146.3 |
2,207.4 |
|
| S4 |
2,072.7 |
2,100.3 |
2,194.7 |
|
|
| 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 |
2,305.0 |
2,177.0 |
128.0 |
5.8% |
58.8 |
2.6% |
34% |
False |
False |
1,551,291 |
| 10 |
2,308.0 |
2,177.0 |
131.0 |
5.9% |
59.0 |
2.7% |
33% |
False |
False |
1,459,110 |
| 20 |
2,502.0 |
2,177.0 |
325.0 |
14.6% |
57.9 |
2.6% |
13% |
False |
False |
1,335,025 |
| 40 |
2,550.0 |
2,177.0 |
373.0 |
16.8% |
49.5 |
2.2% |
12% |
False |
False |
962,645 |
| 60 |
2,550.0 |
2,177.0 |
373.0 |
16.8% |
43.5 |
2.0% |
12% |
False |
False |
643,729 |
| 80 |
2,550.0 |
2,177.0 |
373.0 |
16.8% |
43.0 |
1.9% |
12% |
False |
False |
482,978 |
| 100 |
2,550.0 |
2,109.0 |
441.0 |
19.9% |
45.3 |
2.0% |
25% |
False |
False |
388,479 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
24.8% |
47.3 |
2.1% |
40% |
False |
False |
323,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,424.5 |
|
2.618 |
2,349.4 |
|
1.618 |
2,303.4 |
|
1.000 |
2,275.0 |
|
0.618 |
2,257.4 |
|
HIGH |
2,229.0 |
|
0.618 |
2,211.4 |
|
0.500 |
2,206.0 |
|
0.382 |
2,200.6 |
|
LOW |
2,183.0 |
|
0.618 |
2,154.6 |
|
1.000 |
2,137.0 |
|
1.618 |
2,108.6 |
|
2.618 |
2,062.6 |
|
4.250 |
1,987.5 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,215.3 |
2,219.3 |
| PP |
2,210.7 |
2,218.7 |
| S1 |
2,206.0 |
2,218.0 |
|