| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
6,812.5 |
6,754.5 |
-58.0 |
-0.9% |
6,688.0 |
| High |
6,821.5 |
6,816.0 |
-5.5 |
-0.1% |
6,773.5 |
| Low |
6,724.0 |
6,638.0 |
-86.0 |
-1.3% |
6,558.0 |
| Close |
6,745.0 |
6,673.5 |
-71.5 |
-1.1% |
6,588.0 |
| Range |
97.5 |
178.0 |
80.5 |
82.6% |
215.5 |
| ATR |
142.3 |
144.8 |
2.6 |
1.8% |
0.0 |
| Volume |
143,802 |
190,320 |
46,518 |
32.3% |
677,192 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,243.2 |
7,136.3 |
6,771.4 |
|
| R3 |
7,065.2 |
6,958.3 |
6,722.5 |
|
| R2 |
6,887.2 |
6,887.2 |
6,706.1 |
|
| R1 |
6,780.3 |
6,780.3 |
6,689.8 |
6,744.8 |
| PP |
6,709.2 |
6,709.2 |
6,709.2 |
6,691.4 |
| S1 |
6,602.3 |
6,602.3 |
6,657.2 |
6,566.8 |
| S2 |
6,531.2 |
6,531.2 |
6,640.9 |
|
| S3 |
6,353.2 |
6,424.3 |
6,624.6 |
|
| S4 |
6,175.2 |
6,246.3 |
6,575.6 |
|
|
| 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 |
4.3% |
165.6 |
2.5% |
48% |
False |
False |
164,406 |
| 10 |
6,977.5 |
6,536.0 |
441.5 |
6.6% |
163.1 |
2.4% |
31% |
False |
False |
168,234 |
| 20 |
7,167.0 |
6,536.0 |
631.0 |
9.5% |
147.5 |
2.2% |
22% |
False |
False |
155,119 |
| 40 |
7,211.0 |
6,536.0 |
675.0 |
10.1% |
128.0 |
1.9% |
20% |
False |
False |
96,949 |
| 60 |
7,211.0 |
6,384.0 |
827.0 |
12.4% |
117.4 |
1.8% |
35% |
False |
False |
64,793 |
| 80 |
7,211.0 |
5,795.5 |
1,415.5 |
21.2% |
112.5 |
1.7% |
62% |
False |
False |
48,692 |
| 100 |
7,211.0 |
5,641.5 |
1,569.5 |
23.5% |
120.8 |
1.8% |
66% |
False |
False |
39,424 |
| 120 |
7,211.0 |
5,409.0 |
1,802.0 |
27.0% |
128.5 |
1.9% |
70% |
False |
False |
32,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,572.5 |
|
2.618 |
7,282.0 |
|
1.618 |
7,104.0 |
|
1.000 |
6,994.0 |
|
0.618 |
6,926.0 |
|
HIGH |
6,816.0 |
|
0.618 |
6,748.0 |
|
0.500 |
6,727.0 |
|
0.382 |
6,706.0 |
|
LOW |
6,638.0 |
|
0.618 |
6,528.0 |
|
1.000 |
6,460.0 |
|
1.618 |
6,350.0 |
|
2.618 |
6,172.0 |
|
4.250 |
5,881.5 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,727.0 |
6,722.8 |
| PP |
6,709.2 |
6,706.3 |
| S1 |
6,691.3 |
6,689.9 |
|