| Trading Metrics calculated at close of trading on 20-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
6,754.5 |
6,673.5 |
-81.0 |
-1.2% |
6,575.5 |
| High |
6,816.0 |
6,770.0 |
-46.0 |
-0.7% |
6,821.5 |
| Low |
6,638.0 |
6,657.0 |
19.0 |
0.3% |
6,536.0 |
| Close |
6,673.5 |
6,735.0 |
61.5 |
0.9% |
6,735.0 |
| Range |
178.0 |
113.0 |
-65.0 |
-36.5% |
285.5 |
| ATR |
144.8 |
142.6 |
-2.3 |
-1.6% |
0.0 |
| Volume |
190,320 |
150,179 |
-40,141 |
-21.1% |
798,905 |
|
| Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,059.7 |
7,010.3 |
6,797.2 |
|
| R3 |
6,946.7 |
6,897.3 |
6,766.1 |
|
| R2 |
6,833.7 |
6,833.7 |
6,755.7 |
|
| R1 |
6,784.3 |
6,784.3 |
6,745.4 |
6,809.0 |
| PP |
6,720.7 |
6,720.7 |
6,720.7 |
6,733.0 |
| S1 |
6,671.3 |
6,671.3 |
6,724.6 |
6,696.0 |
| S2 |
6,607.7 |
6,607.7 |
6,714.3 |
|
| S3 |
6,494.7 |
6,558.3 |
6,703.9 |
|
| S4 |
6,381.7 |
6,445.3 |
6,672.9 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,554.0 |
7,430.0 |
6,892.0 |
|
| R3 |
7,268.5 |
7,144.5 |
6,813.5 |
|
| R2 |
6,983.0 |
6,983.0 |
6,787.3 |
|
| R1 |
6,859.0 |
6,859.0 |
6,761.2 |
6,921.0 |
| PP |
6,697.5 |
6,697.5 |
6,697.5 |
6,728.5 |
| S1 |
6,573.5 |
6,573.5 |
6,708.8 |
6,635.5 |
| S2 |
6,412.0 |
6,412.0 |
6,682.7 |
|
| S3 |
6,126.5 |
6,288.0 |
6,656.5 |
|
| S4 |
5,841.0 |
6,002.5 |
6,578.0 |
|
|
| 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% |
146.1 |
2.2% |
70% |
False |
False |
159,781 |
| 10 |
6,842.5 |
6,536.0 |
306.5 |
4.6% |
154.8 |
2.3% |
65% |
False |
False |
164,426 |
| 20 |
7,167.0 |
6,536.0 |
631.0 |
9.4% |
148.0 |
2.2% |
32% |
False |
False |
156,265 |
| 40 |
7,211.0 |
6,536.0 |
675.0 |
10.0% |
128.5 |
1.9% |
29% |
False |
False |
100,666 |
| 60 |
7,211.0 |
6,439.0 |
772.0 |
11.5% |
117.5 |
1.7% |
38% |
False |
False |
67,293 |
| 80 |
7,211.0 |
5,800.0 |
1,411.0 |
21.0% |
112.3 |
1.7% |
66% |
False |
False |
50,566 |
| 100 |
7,211.0 |
5,641.5 |
1,569.5 |
23.3% |
120.7 |
1.8% |
70% |
False |
False |
40,925 |
| 120 |
7,211.0 |
5,409.0 |
1,802.0 |
26.8% |
127.6 |
1.9% |
74% |
False |
False |
34,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,250.3 |
|
2.618 |
7,065.8 |
|
1.618 |
6,952.8 |
|
1.000 |
6,883.0 |
|
0.618 |
6,839.8 |
|
HIGH |
6,770.0 |
|
0.618 |
6,726.8 |
|
0.500 |
6,713.5 |
|
0.382 |
6,700.2 |
|
LOW |
6,657.0 |
|
0.618 |
6,587.2 |
|
1.000 |
6,544.0 |
|
1.618 |
6,474.2 |
|
2.618 |
6,361.2 |
|
4.250 |
6,176.8 |
|
|
| Fisher Pivots for day following 20-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,727.8 |
6,733.3 |
| PP |
6,720.7 |
6,731.5 |
| S1 |
6,713.5 |
6,729.8 |
|