| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
6,632.0 |
6,812.5 |
180.5 |
2.7% |
6,688.0 |
| High |
6,818.5 |
6,821.5 |
3.0 |
0.0% |
6,773.5 |
| Low |
6,624.0 |
6,724.0 |
100.0 |
1.5% |
6,558.0 |
| Close |
6,802.0 |
6,745.0 |
-57.0 |
-0.8% |
6,588.0 |
| Range |
194.5 |
97.5 |
-97.0 |
-49.9% |
215.5 |
| ATR |
145.7 |
142.3 |
-3.4 |
-2.4% |
0.0 |
| Volume |
160,443 |
143,802 |
-16,641 |
-10.4% |
677,192 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,056.0 |
6,998.0 |
6,798.6 |
|
| R3 |
6,958.5 |
6,900.5 |
6,771.8 |
|
| R2 |
6,861.0 |
6,861.0 |
6,762.9 |
|
| R1 |
6,803.0 |
6,803.0 |
6,753.9 |
6,783.3 |
| PP |
6,763.5 |
6,763.5 |
6,763.5 |
6,753.6 |
| S1 |
6,705.5 |
6,705.5 |
6,736.1 |
6,685.8 |
| S2 |
6,666.0 |
6,666.0 |
6,727.1 |
|
| S3 |
6,568.5 |
6,608.0 |
6,718.2 |
|
| S4 |
6,471.0 |
6,510.5 |
6,691.4 |
|
|
| 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 |
6,821.5 |
6,536.0 |
285.5 |
4.2% |
153.3 |
2.3% |
73% |
True |
False |
159,601 |
| 10 |
7,095.0 |
6,536.0 |
559.0 |
8.3% |
161.0 |
2.4% |
37% |
False |
False |
163,068 |
| 20 |
7,167.0 |
6,536.0 |
631.0 |
9.4% |
144.6 |
2.1% |
33% |
False |
False |
151,768 |
| 40 |
7,211.0 |
6,536.0 |
675.0 |
10.0% |
126.0 |
1.9% |
31% |
False |
False |
92,218 |
| 60 |
7,211.0 |
6,358.0 |
853.0 |
12.6% |
115.8 |
1.7% |
45% |
False |
False |
61,623 |
| 80 |
7,211.0 |
5,795.5 |
1,415.5 |
21.0% |
110.7 |
1.6% |
67% |
False |
False |
46,322 |
| 100 |
7,211.0 |
5,600.0 |
1,611.0 |
23.9% |
120.7 |
1.8% |
71% |
False |
False |
37,523 |
| 120 |
7,211.0 |
5,409.0 |
1,802.0 |
26.7% |
128.8 |
1.9% |
74% |
False |
False |
31,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,235.9 |
|
2.618 |
7,076.8 |
|
1.618 |
6,979.3 |
|
1.000 |
6,919.0 |
|
0.618 |
6,881.8 |
|
HIGH |
6,821.5 |
|
0.618 |
6,784.3 |
|
0.500 |
6,772.8 |
|
0.382 |
6,761.2 |
|
LOW |
6,724.0 |
|
0.618 |
6,663.7 |
|
1.000 |
6,626.5 |
|
1.618 |
6,566.2 |
|
2.618 |
6,468.7 |
|
4.250 |
6,309.6 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,772.8 |
6,722.9 |
| PP |
6,763.5 |
6,700.8 |
| S1 |
6,754.3 |
6,678.8 |
|