| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
6,575.5 |
6,632.0 |
56.5 |
0.9% |
6,688.0 |
| High |
6,683.5 |
6,818.5 |
135.0 |
2.0% |
6,773.5 |
| Low |
6,536.0 |
6,624.0 |
88.0 |
1.3% |
6,558.0 |
| Close |
6,648.0 |
6,802.0 |
154.0 |
2.3% |
6,588.0 |
| Range |
147.5 |
194.5 |
47.0 |
31.9% |
215.5 |
| ATR |
142.0 |
145.7 |
3.8 |
2.6% |
0.0 |
| Volume |
154,161 |
160,443 |
6,282 |
4.1% |
677,192 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,331.7 |
7,261.3 |
6,909.0 |
|
| R3 |
7,137.2 |
7,066.8 |
6,855.5 |
|
| R2 |
6,942.7 |
6,942.7 |
6,837.7 |
|
| R1 |
6,872.3 |
6,872.3 |
6,819.8 |
6,907.5 |
| PP |
6,748.2 |
6,748.2 |
6,748.2 |
6,765.8 |
| S1 |
6,677.8 |
6,677.8 |
6,784.2 |
6,713.0 |
| S2 |
6,553.7 |
6,553.7 |
6,766.3 |
|
| S3 |
6,359.2 |
6,483.3 |
6,748.5 |
|
| S4 |
6,164.7 |
6,288.8 |
6,695.0 |
|
|
| 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 |
6,818.5 |
6,536.0 |
282.5 |
4.2% |
166.3 |
2.4% |
94% |
True |
False |
163,740 |
| 10 |
7,103.5 |
6,536.0 |
567.5 |
8.3% |
169.4 |
2.5% |
47% |
False |
False |
165,931 |
| 20 |
7,188.0 |
6,536.0 |
652.0 |
9.6% |
143.8 |
2.1% |
41% |
False |
False |
149,738 |
| 40 |
7,211.0 |
6,536.0 |
675.0 |
9.9% |
125.4 |
1.8% |
39% |
False |
False |
88,634 |
| 60 |
7,211.0 |
6,358.0 |
853.0 |
12.5% |
115.9 |
1.7% |
52% |
False |
False |
59,235 |
| 80 |
7,211.0 |
5,795.5 |
1,415.5 |
20.8% |
110.5 |
1.6% |
71% |
False |
False |
44,528 |
| 100 |
7,211.0 |
5,409.0 |
1,802.0 |
26.5% |
120.9 |
1.8% |
77% |
False |
False |
36,085 |
| 120 |
7,211.0 |
5,409.0 |
1,802.0 |
26.5% |
128.7 |
1.9% |
77% |
False |
False |
30,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,645.1 |
|
2.618 |
7,327.7 |
|
1.618 |
7,133.2 |
|
1.000 |
7,013.0 |
|
0.618 |
6,938.7 |
|
HIGH |
6,818.5 |
|
0.618 |
6,744.2 |
|
0.500 |
6,721.3 |
|
0.382 |
6,698.3 |
|
LOW |
6,624.0 |
|
0.618 |
6,503.8 |
|
1.000 |
6,429.5 |
|
1.618 |
6,309.3 |
|
2.618 |
6,114.8 |
|
4.250 |
5,797.4 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,775.1 |
6,760.4 |
| PP |
6,748.2 |
6,718.8 |
| S1 |
6,721.3 |
6,677.3 |
|