| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
6,614.0 |
6,714.5 |
100.5 |
1.5% |
6,575.5 |
| High |
6,741.0 |
6,789.5 |
48.5 |
0.7% |
6,821.5 |
| Low |
6,602.0 |
6,647.0 |
45.0 |
0.7% |
6,536.0 |
| Close |
6,701.0 |
6,778.5 |
77.5 |
1.2% |
6,735.0 |
| Range |
139.0 |
142.5 |
3.5 |
2.5% |
285.5 |
| ATR |
146.0 |
145.8 |
-0.3 |
-0.2% |
0.0 |
| Volume |
156,668 |
138,796 |
-17,872 |
-11.4% |
798,905 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,165.8 |
7,114.7 |
6,856.9 |
|
| R3 |
7,023.3 |
6,972.2 |
6,817.7 |
|
| R2 |
6,880.8 |
6,880.8 |
6,804.6 |
|
| R1 |
6,829.7 |
6,829.7 |
6,791.6 |
6,855.3 |
| PP |
6,738.3 |
6,738.3 |
6,738.3 |
6,751.1 |
| S1 |
6,687.2 |
6,687.2 |
6,765.4 |
6,712.8 |
| S2 |
6,595.8 |
6,595.8 |
6,752.4 |
|
| S3 |
6,453.3 |
6,544.7 |
6,739.3 |
|
| S4 |
6,310.8 |
6,402.2 |
6,700.1 |
|
|
| 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 |
6,789.5 |
6,505.0 |
284.5 |
4.2% |
141.7 |
2.1% |
96% |
True |
False |
154,495 |
| 10 |
6,821.5 |
6,505.0 |
316.5 |
4.7% |
153.7 |
2.3% |
86% |
False |
False |
159,450 |
| 20 |
7,124.5 |
6,505.0 |
619.5 |
9.1% |
152.9 |
2.3% |
44% |
False |
False |
160,171 |
| 40 |
7,211.0 |
6,505.0 |
706.0 |
10.4% |
132.7 |
2.0% |
39% |
False |
False |
116,159 |
| 60 |
7,211.0 |
6,484.0 |
727.0 |
10.7% |
121.5 |
1.8% |
41% |
False |
False |
77,644 |
| 80 |
7,211.0 |
6,014.0 |
1,197.0 |
17.7% |
114.3 |
1.7% |
64% |
False |
False |
58,324 |
| 100 |
7,211.0 |
5,641.5 |
1,569.5 |
23.2% |
120.0 |
1.8% |
72% |
False |
False |
47,136 |
| 120 |
7,211.0 |
5,409.0 |
1,802.0 |
26.6% |
126.1 |
1.9% |
76% |
False |
False |
39,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,395.1 |
|
2.618 |
7,162.6 |
|
1.618 |
7,020.1 |
|
1.000 |
6,932.0 |
|
0.618 |
6,877.6 |
|
HIGH |
6,789.5 |
|
0.618 |
6,735.1 |
|
0.500 |
6,718.3 |
|
0.382 |
6,701.4 |
|
LOW |
6,647.0 |
|
0.618 |
6,558.9 |
|
1.000 |
6,504.5 |
|
1.618 |
6,416.4 |
|
2.618 |
6,273.9 |
|
4.250 |
6,041.4 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,758.4 |
6,736.0 |
| PP |
6,738.3 |
6,693.5 |
| S1 |
6,718.3 |
6,651.0 |
|