| Trading Metrics calculated at close of trading on 13-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
6,690.0 |
6,768.5 |
78.5 |
1.2% |
6,688.0 |
| High |
6,773.5 |
6,768.5 |
-5.0 |
-0.1% |
6,773.5 |
| Low |
6,657.0 |
6,558.0 |
-99.0 |
-1.5% |
6,558.0 |
| Close |
6,768.5 |
6,588.0 |
-180.5 |
-2.7% |
6,588.0 |
| Range |
116.5 |
210.5 |
94.0 |
80.7% |
215.5 |
| ATR |
136.3 |
141.6 |
5.3 |
3.9% |
0.0 |
| Volume |
166,295 |
173,305 |
7,010 |
4.2% |
677,192 |
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,269.7 |
7,139.3 |
6,703.8 |
|
| R3 |
7,059.2 |
6,928.8 |
6,645.9 |
|
| R2 |
6,848.7 |
6,848.7 |
6,626.6 |
|
| R1 |
6,718.3 |
6,718.3 |
6,607.3 |
6,678.3 |
| PP |
6,638.2 |
6,638.2 |
6,638.2 |
6,618.1 |
| S1 |
6,507.8 |
6,507.8 |
6,568.7 |
6,467.8 |
| S2 |
6,427.7 |
6,427.7 |
6,549.4 |
|
| S3 |
6,217.2 |
6,297.3 |
6,530.1 |
|
| S4 |
6,006.7 |
6,086.8 |
6,472.2 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,286.3 |
7,152.7 |
6,706.5 |
|
| R3 |
7,070.8 |
6,937.2 |
6,647.3 |
|
| R2 |
6,855.3 |
6,855.3 |
6,627.5 |
|
| R1 |
6,721.7 |
6,721.7 |
6,607.8 |
6,680.8 |
| PP |
6,639.8 |
6,639.8 |
6,639.8 |
6,619.4 |
| S1 |
6,506.2 |
6,506.2 |
6,568.2 |
6,465.3 |
| S2 |
6,424.3 |
6,424.3 |
6,548.5 |
|
| S3 |
6,208.8 |
6,290.7 |
6,528.7 |
|
| S4 |
5,993.3 |
6,075.2 |
6,469.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,842.5 |
6,558.0 |
284.5 |
4.3% |
163.5 |
2.5% |
11% |
False |
True |
169,072 |
| 10 |
7,103.5 |
6,558.0 |
545.5 |
8.3% |
157.0 |
2.4% |
5% |
False |
True |
162,985 |
| 20 |
7,211.0 |
6,558.0 |
653.0 |
9.9% |
133.9 |
2.0% |
5% |
False |
True |
144,944 |
| 40 |
7,211.0 |
6,558.0 |
653.0 |
9.9% |
122.4 |
1.9% |
5% |
False |
True |
80,802 |
| 60 |
7,211.0 |
6,358.0 |
853.0 |
12.9% |
112.3 |
1.7% |
27% |
False |
False |
54,005 |
| 80 |
7,211.0 |
5,790.5 |
1,420.5 |
21.6% |
109.6 |
1.7% |
56% |
False |
False |
40,610 |
| 100 |
7,211.0 |
5,409.0 |
1,802.0 |
27.4% |
119.6 |
1.8% |
65% |
False |
False |
32,945 |
| 120 |
7,211.0 |
5,409.0 |
1,802.0 |
27.4% |
128.9 |
2.0% |
65% |
False |
False |
27,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,663.1 |
|
2.618 |
7,319.6 |
|
1.618 |
7,109.1 |
|
1.000 |
6,979.0 |
|
0.618 |
6,898.6 |
|
HIGH |
6,768.5 |
|
0.618 |
6,688.1 |
|
0.500 |
6,663.3 |
|
0.382 |
6,638.4 |
|
LOW |
6,558.0 |
|
0.618 |
6,427.9 |
|
1.000 |
6,347.5 |
|
1.618 |
6,217.4 |
|
2.618 |
6,006.9 |
|
4.250 |
5,663.4 |
|
|
| Fisher Pivots for day following 13-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,663.3 |
6,665.8 |
| PP |
6,638.2 |
6,639.8 |
| S1 |
6,613.1 |
6,613.9 |
|