| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
6,710.5 |
6,567.0 |
-143.5 |
-2.1% |
6,575.5 |
| High |
6,720.0 |
6,611.5 |
-108.5 |
-1.6% |
6,821.5 |
| Low |
6,505.0 |
6,512.5 |
7.5 |
0.1% |
6,536.0 |
| Close |
6,562.5 |
6,585.0 |
22.5 |
0.3% |
6,735.0 |
| Range |
215.0 |
99.0 |
-116.0 |
-54.0% |
285.5 |
| ATR |
148.8 |
145.3 |
-3.6 |
-2.4% |
0.0 |
| Volume |
180,825 |
146,007 |
-34,818 |
-19.3% |
798,905 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,866.7 |
6,824.8 |
6,639.5 |
|
| R3 |
6,767.7 |
6,725.8 |
6,612.2 |
|
| R2 |
6,668.7 |
6,668.7 |
6,603.2 |
|
| R1 |
6,626.8 |
6,626.8 |
6,594.1 |
6,647.8 |
| PP |
6,569.7 |
6,569.7 |
6,569.7 |
6,580.1 |
| S1 |
6,527.8 |
6,527.8 |
6,575.9 |
6,548.8 |
| S2 |
6,470.7 |
6,470.7 |
6,566.9 |
|
| S3 |
6,371.7 |
6,428.8 |
6,557.8 |
|
| S4 |
6,272.7 |
6,329.8 |
6,530.6 |
|
|
| 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 |
6,505.0 |
316.5 |
4.8% |
140.5 |
2.1% |
25% |
False |
False |
162,226 |
| 10 |
6,821.5 |
6,505.0 |
316.5 |
4.8% |
153.4 |
2.3% |
25% |
False |
False |
162,983 |
| 20 |
7,167.0 |
6,505.0 |
662.0 |
10.1% |
150.6 |
2.3% |
12% |
False |
False |
157,850 |
| 40 |
7,211.0 |
6,505.0 |
706.0 |
10.7% |
130.8 |
2.0% |
11% |
False |
False |
108,802 |
| 60 |
7,211.0 |
6,439.0 |
772.0 |
11.7% |
119.3 |
1.8% |
19% |
False |
False |
72,725 |
| 80 |
7,211.0 |
5,910.0 |
1,301.0 |
19.8% |
114.2 |
1.7% |
52% |
False |
False |
54,644 |
| 100 |
7,211.0 |
5,641.5 |
1,569.5 |
23.8% |
119.1 |
1.8% |
60% |
False |
False |
44,189 |
| 120 |
7,211.0 |
5,409.0 |
1,802.0 |
27.4% |
126.5 |
1.9% |
65% |
False |
False |
36,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,032.3 |
|
2.618 |
6,870.7 |
|
1.618 |
6,771.7 |
|
1.000 |
6,710.5 |
|
0.618 |
6,672.7 |
|
HIGH |
6,611.5 |
|
0.618 |
6,573.7 |
|
0.500 |
6,562.0 |
|
0.382 |
6,550.3 |
|
LOW |
6,512.5 |
|
0.618 |
6,451.3 |
|
1.000 |
6,413.5 |
|
1.618 |
6,352.3 |
|
2.618 |
6,253.3 |
|
4.250 |
6,091.8 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,577.3 |
6,637.5 |
| PP |
6,569.7 |
6,620.0 |
| S1 |
6,562.0 |
6,602.5 |
|