| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,270.0 |
2,250.0 |
-20.0 |
-0.9% |
2,237.0 |
| High |
2,284.0 |
2,302.0 |
18.0 |
0.8% |
2,302.0 |
| Low |
2,234.0 |
2,223.0 |
-11.0 |
-0.5% |
2,177.0 |
| Close |
2,277.0 |
2,289.0 |
12.0 |
0.5% |
2,289.0 |
| Range |
50.0 |
79.0 |
29.0 |
58.0% |
125.0 |
| ATR |
55.9 |
57.5 |
1.7 |
3.0% |
0.0 |
| Volume |
1,162,559 |
1,311,955 |
149,396 |
12.9% |
6,450,632 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,508.3 |
2,477.7 |
2,332.5 |
|
| R3 |
2,429.3 |
2,398.7 |
2,310.7 |
|
| R2 |
2,350.3 |
2,350.3 |
2,303.5 |
|
| R1 |
2,319.7 |
2,319.7 |
2,296.2 |
2,335.0 |
| PP |
2,271.3 |
2,271.3 |
2,271.3 |
2,279.0 |
| S1 |
2,240.7 |
2,240.7 |
2,281.8 |
2,256.0 |
| S2 |
2,192.3 |
2,192.3 |
2,274.5 |
|
| S3 |
2,113.3 |
2,161.7 |
2,267.3 |
|
| S4 |
2,034.3 |
2,082.7 |
2,245.6 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,631.0 |
2,585.0 |
2,357.8 |
|
| R3 |
2,506.0 |
2,460.0 |
2,323.4 |
|
| R2 |
2,381.0 |
2,381.0 |
2,311.9 |
|
| R1 |
2,335.0 |
2,335.0 |
2,300.5 |
2,358.0 |
| PP |
2,256.0 |
2,256.0 |
2,256.0 |
2,267.5 |
| S1 |
2,210.0 |
2,210.0 |
2,277.5 |
2,233.0 |
| S2 |
2,131.0 |
2,131.0 |
2,266.1 |
|
| S3 |
2,006.0 |
2,085.0 |
2,254.6 |
|
| S4 |
1,881.0 |
1,960.0 |
2,220.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,302.0 |
2,177.0 |
125.0 |
5.5% |
59.8 |
2.6% |
90% |
True |
False |
1,290,126 |
| 10 |
2,308.0 |
2,177.0 |
131.0 |
5.7% |
61.7 |
2.7% |
85% |
False |
False |
1,417,673 |
| 20 |
2,445.0 |
2,177.0 |
268.0 |
11.7% |
59.5 |
2.6% |
42% |
False |
False |
1,376,622 |
| 40 |
2,550.0 |
2,177.0 |
373.0 |
16.3% |
51.5 |
2.2% |
30% |
False |
False |
1,056,112 |
| 60 |
2,550.0 |
2,177.0 |
373.0 |
16.3% |
45.1 |
2.0% |
30% |
False |
False |
706,737 |
| 80 |
2,550.0 |
2,177.0 |
373.0 |
16.3% |
43.9 |
1.9% |
30% |
False |
False |
530,242 |
| 100 |
2,550.0 |
2,109.0 |
441.0 |
19.3% |
46.2 |
2.0% |
41% |
False |
False |
426,079 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
24.1% |
47.2 |
2.1% |
53% |
False |
False |
355,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,637.8 |
|
2.618 |
2,508.8 |
|
1.618 |
2,429.8 |
|
1.000 |
2,381.0 |
|
0.618 |
2,350.8 |
|
HIGH |
2,302.0 |
|
0.618 |
2,271.8 |
|
0.500 |
2,262.5 |
|
0.382 |
2,253.2 |
|
LOW |
2,223.0 |
|
0.618 |
2,174.2 |
|
1.000 |
2,144.0 |
|
1.618 |
2,095.2 |
|
2.618 |
2,016.2 |
|
4.250 |
1,887.3 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,280.2 |
2,279.7 |
| PP |
2,271.3 |
2,270.3 |
| S1 |
2,262.5 |
2,261.0 |
|