| Trading Metrics calculated at close of trading on 25-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,196.0 |
2,230.0 |
34.0 |
1.5% |
2,226.0 |
| High |
2,229.0 |
2,282.0 |
53.0 |
2.4% |
2,308.0 |
| Low |
2,183.0 |
2,220.0 |
37.0 |
1.7% |
2,205.0 |
| Close |
2,220.0 |
2,263.0 |
43.0 |
1.9% |
2,245.0 |
| Range |
46.0 |
62.0 |
16.0 |
34.8% |
103.0 |
| ATR |
55.9 |
56.3 |
0.4 |
0.8% |
0.0 |
| Volume |
1,194,101 |
1,309,370 |
115,269 |
9.7% |
7,726,103 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,441.0 |
2,414.0 |
2,297.1 |
|
| R3 |
2,379.0 |
2,352.0 |
2,280.1 |
|
| R2 |
2,317.0 |
2,317.0 |
2,274.4 |
|
| R1 |
2,290.0 |
2,290.0 |
2,268.7 |
2,303.5 |
| PP |
2,255.0 |
2,255.0 |
2,255.0 |
2,261.8 |
| S1 |
2,228.0 |
2,228.0 |
2,257.3 |
2,241.5 |
| S2 |
2,193.0 |
2,193.0 |
2,251.6 |
|
| S3 |
2,131.0 |
2,166.0 |
2,246.0 |
|
| S4 |
2,069.0 |
2,104.0 |
2,228.9 |
|
|
| 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 |
2,294.0 |
2,177.0 |
117.0 |
5.2% |
61.4 |
2.7% |
74% |
False |
False |
1,535,544 |
| 10 |
2,308.0 |
2,177.0 |
131.0 |
5.8% |
60.2 |
2.7% |
66% |
False |
False |
1,450,213 |
| 20 |
2,502.0 |
2,177.0 |
325.0 |
14.4% |
58.7 |
2.6% |
26% |
False |
False |
1,353,991 |
| 40 |
2,550.0 |
2,177.0 |
373.0 |
16.5% |
50.1 |
2.2% |
23% |
False |
False |
995,363 |
| 60 |
2,550.0 |
2,177.0 |
373.0 |
16.5% |
44.2 |
2.0% |
23% |
False |
False |
665,533 |
| 80 |
2,550.0 |
2,177.0 |
373.0 |
16.5% |
43.1 |
1.9% |
23% |
False |
False |
499,337 |
| 100 |
2,550.0 |
2,109.0 |
441.0 |
19.5% |
45.5 |
2.0% |
35% |
False |
False |
401,562 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
24.3% |
47.1 |
2.1% |
48% |
False |
False |
334,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,545.5 |
|
2.618 |
2,444.3 |
|
1.618 |
2,382.3 |
|
1.000 |
2,344.0 |
|
0.618 |
2,320.3 |
|
HIGH |
2,282.0 |
|
0.618 |
2,258.3 |
|
0.500 |
2,251.0 |
|
0.382 |
2,243.7 |
|
LOW |
2,220.0 |
|
0.618 |
2,181.7 |
|
1.000 |
2,158.0 |
|
1.618 |
2,119.7 |
|
2.618 |
2,057.7 |
|
4.250 |
1,956.5 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,259.0 |
2,251.8 |
| PP |
2,255.0 |
2,240.7 |
| S1 |
2,251.0 |
2,229.5 |
|