| 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 |
1,370.75 |
1,387.25 |
16.50 |
1.2% |
1,366.00 |
| High |
1,387.75 |
1,398.25 |
10.50 |
0.8% |
1,390.00 |
| Low |
1,369.50 |
1,381.00 |
11.50 |
0.8% |
1,359.25 |
| Close |
1,387.25 |
1,396.75 |
9.50 |
0.7% |
1,375.25 |
| Range |
18.25 |
17.25 |
-1.00 |
-5.5% |
30.75 |
| ATR |
17.29 |
17.28 |
0.00 |
0.0% |
0.00 |
| Volume |
1,827,184 |
1,666,428 |
-160,756 |
-8.8% |
10,095,577 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,443.75 |
1,437.50 |
1,406.25 |
|
| R3 |
1,426.50 |
1,420.25 |
1,401.50 |
|
| R2 |
1,409.25 |
1,409.25 |
1,400.00 |
|
| R1 |
1,403.00 |
1,403.00 |
1,398.25 |
1,406.00 |
| PP |
1,392.00 |
1,392.00 |
1,392.00 |
1,393.50 |
| S1 |
1,385.75 |
1,385.75 |
1,395.25 |
1,389.00 |
| S2 |
1,374.75 |
1,374.75 |
1,393.50 |
|
| S3 |
1,357.50 |
1,368.50 |
1,392.00 |
|
| S4 |
1,340.25 |
1,351.25 |
1,387.25 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,467.00 |
1,452.00 |
1,392.25 |
|
| R3 |
1,436.25 |
1,421.25 |
1,383.75 |
|
| R2 |
1,405.50 |
1,405.50 |
1,381.00 |
|
| R1 |
1,390.50 |
1,390.50 |
1,378.00 |
1,398.00 |
| PP |
1,374.75 |
1,374.75 |
1,374.75 |
1,378.50 |
| S1 |
1,359.75 |
1,359.75 |
1,372.50 |
1,367.25 |
| S2 |
1,344.00 |
1,344.00 |
1,369.50 |
|
| S3 |
1,313.25 |
1,329.00 |
1,366.75 |
|
| S4 |
1,282.50 |
1,298.25 |
1,358.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,398.25 |
1,354.00 |
44.25 |
3.2% |
15.75 |
1.1% |
97% |
True |
False |
1,717,965 |
| 10 |
1,398.25 |
1,354.00 |
44.25 |
3.2% |
18.00 |
1.3% |
97% |
True |
False |
1,880,295 |
| 20 |
1,417.75 |
1,352.50 |
65.25 |
4.7% |
17.50 |
1.3% |
68% |
False |
False |
1,809,495 |
| 40 |
1,419.75 |
1,332.75 |
87.00 |
6.2% |
16.25 |
1.2% |
74% |
False |
False |
1,544,461 |
| 60 |
1,419.75 |
1,299.00 |
120.75 |
8.6% |
15.25 |
1.1% |
81% |
False |
False |
1,030,864 |
| 80 |
1,419.75 |
1,255.25 |
164.50 |
11.8% |
15.00 |
1.1% |
86% |
False |
False |
773,878 |
| 100 |
1,419.75 |
1,190.00 |
229.75 |
16.4% |
16.00 |
1.1% |
90% |
False |
False |
619,258 |
| 120 |
1,419.75 |
1,140.25 |
279.50 |
20.0% |
16.25 |
1.2% |
92% |
False |
False |
516,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,471.50 |
|
2.618 |
1,443.50 |
|
1.618 |
1,426.25 |
|
1.000 |
1,415.50 |
|
0.618 |
1,409.00 |
|
HIGH |
1,398.25 |
|
0.618 |
1,391.75 |
|
0.500 |
1,389.50 |
|
0.382 |
1,387.50 |
|
LOW |
1,381.00 |
|
0.618 |
1,370.25 |
|
1.000 |
1,363.75 |
|
1.618 |
1,353.00 |
|
2.618 |
1,335.75 |
|
4.250 |
1,307.75 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,394.50 |
1,391.00 |
| PP |
1,392.00 |
1,385.25 |
| S1 |
1,389.50 |
1,379.50 |
|