| Trading Metrics calculated at close of trading on 30-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,250.0 |
2,292.0 |
42.0 |
1.9% |
2,237.0 |
| High |
2,302.0 |
2,306.0 |
4.0 |
0.2% |
2,302.0 |
| Low |
2,223.0 |
2,254.0 |
31.0 |
1.4% |
2,177.0 |
| Close |
2,289.0 |
2,269.0 |
-20.0 |
-0.9% |
2,289.0 |
| Range |
79.0 |
52.0 |
-27.0 |
-34.2% |
125.0 |
| ATR |
57.5 |
57.1 |
-0.4 |
-0.7% |
0.0 |
| Volume |
1,311,955 |
959,218 |
-352,737 |
-26.9% |
6,450,632 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,432.3 |
2,402.7 |
2,297.6 |
|
| R3 |
2,380.3 |
2,350.7 |
2,283.3 |
|
| R2 |
2,328.3 |
2,328.3 |
2,278.5 |
|
| R1 |
2,298.7 |
2,298.7 |
2,273.8 |
2,287.5 |
| PP |
2,276.3 |
2,276.3 |
2,276.3 |
2,270.8 |
| S1 |
2,246.7 |
2,246.7 |
2,264.2 |
2,235.5 |
| S2 |
2,224.3 |
2,224.3 |
2,259.5 |
|
| S3 |
2,172.3 |
2,194.7 |
2,254.7 |
|
| S4 |
2,120.3 |
2,142.7 |
2,240.4 |
|
|
| 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 |
2,306.0 |
2,183.0 |
123.0 |
5.4% |
57.8 |
2.5% |
70% |
True |
False |
1,187,440 |
| 10 |
2,308.0 |
2,177.0 |
131.0 |
5.8% |
61.2 |
2.7% |
70% |
False |
False |
1,382,507 |
| 20 |
2,445.0 |
2,177.0 |
268.0 |
11.8% |
59.3 |
2.6% |
34% |
False |
False |
1,353,140 |
| 40 |
2,550.0 |
2,177.0 |
373.0 |
16.4% |
51.1 |
2.3% |
25% |
False |
False |
1,075,094 |
| 60 |
2,550.0 |
2,177.0 |
373.0 |
16.4% |
45.6 |
2.0% |
25% |
False |
False |
722,709 |
| 80 |
2,550.0 |
2,177.0 |
373.0 |
16.4% |
44.0 |
1.9% |
25% |
False |
False |
542,229 |
| 100 |
2,550.0 |
2,109.0 |
441.0 |
19.4% |
45.8 |
2.0% |
36% |
False |
False |
435,615 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
24.3% |
47.1 |
2.1% |
49% |
False |
False |
363,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,527.0 |
|
2.618 |
2,442.1 |
|
1.618 |
2,390.1 |
|
1.000 |
2,358.0 |
|
0.618 |
2,338.1 |
|
HIGH |
2,306.0 |
|
0.618 |
2,286.1 |
|
0.500 |
2,280.0 |
|
0.382 |
2,273.9 |
|
LOW |
2,254.0 |
|
0.618 |
2,221.9 |
|
1.000 |
2,202.0 |
|
1.618 |
2,169.9 |
|
2.618 |
2,117.9 |
|
4.250 |
2,033.0 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,280.0 |
2,267.5 |
| PP |
2,276.3 |
2,266.0 |
| S1 |
2,272.7 |
2,264.5 |
|