| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,230.0 |
2,270.0 |
40.0 |
1.8% |
2,226.0 |
| High |
2,282.0 |
2,284.0 |
2.0 |
0.1% |
2,308.0 |
| Low |
2,220.0 |
2,234.0 |
14.0 |
0.6% |
2,205.0 |
| Close |
2,263.0 |
2,277.0 |
14.0 |
0.6% |
2,245.0 |
| Range |
62.0 |
50.0 |
-12.0 |
-19.4% |
103.0 |
| ATR |
56.3 |
55.9 |
-0.5 |
-0.8% |
0.0 |
| Volume |
1,309,370 |
1,162,559 |
-146,811 |
-11.2% |
7,726,103 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,415.0 |
2,396.0 |
2,304.5 |
|
| R3 |
2,365.0 |
2,346.0 |
2,290.8 |
|
| R2 |
2,315.0 |
2,315.0 |
2,286.2 |
|
| R1 |
2,296.0 |
2,296.0 |
2,281.6 |
2,305.5 |
| PP |
2,265.0 |
2,265.0 |
2,265.0 |
2,269.8 |
| S1 |
2,246.0 |
2,246.0 |
2,272.4 |
2,255.5 |
| S2 |
2,215.0 |
2,215.0 |
2,267.8 |
|
| S3 |
2,165.0 |
2,196.0 |
2,263.3 |
|
| S4 |
2,115.0 |
2,146.0 |
2,249.5 |
|
|
| 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 |
2,284.0 |
2,177.0 |
107.0 |
4.7% |
53.6 |
2.4% |
93% |
True |
False |
1,359,383 |
| 10 |
2,308.0 |
2,177.0 |
131.0 |
5.8% |
60.7 |
2.7% |
76% |
False |
False |
1,432,413 |
| 20 |
2,470.0 |
2,177.0 |
293.0 |
12.9% |
58.5 |
2.6% |
34% |
False |
False |
1,363,548 |
| 40 |
2,550.0 |
2,177.0 |
373.0 |
16.4% |
50.5 |
2.2% |
27% |
False |
False |
1,024,403 |
| 60 |
2,550.0 |
2,177.0 |
373.0 |
16.4% |
44.6 |
2.0% |
27% |
False |
False |
684,876 |
| 80 |
2,550.0 |
2,177.0 |
373.0 |
16.4% |
43.3 |
1.9% |
27% |
False |
False |
513,857 |
| 100 |
2,550.0 |
2,109.0 |
441.0 |
19.4% |
45.7 |
2.0% |
38% |
False |
False |
412,997 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
24.2% |
47.1 |
2.1% |
50% |
False |
False |
344,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,496.5 |
|
2.618 |
2,414.9 |
|
1.618 |
2,364.9 |
|
1.000 |
2,334.0 |
|
0.618 |
2,314.9 |
|
HIGH |
2,284.0 |
|
0.618 |
2,264.9 |
|
0.500 |
2,259.0 |
|
0.382 |
2,253.1 |
|
LOW |
2,234.0 |
|
0.618 |
2,203.1 |
|
1.000 |
2,184.0 |
|
1.618 |
2,153.1 |
|
2.618 |
2,103.1 |
|
4.250 |
2,021.5 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,271.0 |
2,262.5 |
| PP |
2,265.0 |
2,248.0 |
| S1 |
2,259.0 |
2,233.5 |
|