| Trading Metrics calculated at close of trading on 25-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
6,567.0 |
6,614.0 |
47.0 |
0.7% |
6,575.5 |
| High |
6,611.5 |
6,741.0 |
129.5 |
2.0% |
6,821.5 |
| Low |
6,512.5 |
6,602.0 |
89.5 |
1.4% |
6,536.0 |
| Close |
6,585.0 |
6,701.0 |
116.0 |
1.8% |
6,735.0 |
| Range |
99.0 |
139.0 |
40.0 |
40.4% |
285.5 |
| ATR |
145.3 |
146.0 |
0.8 |
0.5% |
0.0 |
| Volume |
146,007 |
156,668 |
10,661 |
7.3% |
798,905 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,098.3 |
7,038.7 |
6,777.5 |
|
| R3 |
6,959.3 |
6,899.7 |
6,739.2 |
|
| R2 |
6,820.3 |
6,820.3 |
6,726.5 |
|
| R1 |
6,760.7 |
6,760.7 |
6,713.7 |
6,790.5 |
| PP |
6,681.3 |
6,681.3 |
6,681.3 |
6,696.3 |
| S1 |
6,621.7 |
6,621.7 |
6,688.3 |
6,651.5 |
| S2 |
6,542.3 |
6,542.3 |
6,675.5 |
|
| S3 |
6,403.3 |
6,482.7 |
6,662.8 |
|
| S4 |
6,264.3 |
6,343.7 |
6,624.6 |
|
|
| 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 |
6,816.0 |
6,505.0 |
311.0 |
4.6% |
148.8 |
2.2% |
63% |
False |
False |
164,799 |
| 10 |
6,821.5 |
6,505.0 |
316.5 |
4.7% |
151.1 |
2.3% |
62% |
False |
False |
162,200 |
| 20 |
7,167.0 |
6,505.0 |
662.0 |
9.9% |
150.4 |
2.2% |
30% |
False |
False |
159,395 |
| 40 |
7,211.0 |
6,505.0 |
706.0 |
10.5% |
131.2 |
2.0% |
28% |
False |
False |
112,706 |
| 60 |
7,211.0 |
6,468.0 |
743.0 |
11.1% |
120.5 |
1.8% |
31% |
False |
False |
75,334 |
| 80 |
7,211.0 |
6,014.0 |
1,197.0 |
17.9% |
113.6 |
1.7% |
57% |
False |
False |
56,600 |
| 100 |
7,211.0 |
5,641.5 |
1,569.5 |
23.4% |
119.7 |
1.8% |
68% |
False |
False |
45,755 |
| 120 |
7,211.0 |
5,409.0 |
1,802.0 |
26.9% |
125.9 |
1.9% |
72% |
False |
False |
38,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,331.8 |
|
2.618 |
7,104.9 |
|
1.618 |
6,965.9 |
|
1.000 |
6,880.0 |
|
0.618 |
6,826.9 |
|
HIGH |
6,741.0 |
|
0.618 |
6,687.9 |
|
0.500 |
6,671.5 |
|
0.382 |
6,655.1 |
|
LOW |
6,602.0 |
|
0.618 |
6,516.1 |
|
1.000 |
6,463.0 |
|
1.618 |
6,377.1 |
|
2.618 |
6,238.1 |
|
4.250 |
6,011.3 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,691.2 |
6,675.0 |
| PP |
6,681.3 |
6,649.0 |
| S1 |
6,671.5 |
6,623.0 |
|