| Trading Metrics calculated at close of trading on 10-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,725.75 |
2,728.75 |
3.00 |
0.1% |
2,758.00 |
| High |
2,748.00 |
2,746.00 |
-2.00 |
-0.1% |
2,791.50 |
| Low |
2,718.75 |
2,684.25 |
-34.50 |
-1.3% |
2,722.50 |
| Close |
2,728.50 |
2,697.00 |
-31.50 |
-1.2% |
2,753.75 |
| Range |
29.25 |
61.75 |
32.50 |
111.1% |
69.00 |
| ATR |
33.12 |
35.16 |
2.05 |
6.2% |
0.00 |
| Volume |
192,709 |
383,510 |
190,801 |
99.0% |
963,007 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,894.25 |
2,857.50 |
2,731.00 |
|
| R3 |
2,832.50 |
2,795.75 |
2,714.00 |
|
| R2 |
2,770.75 |
2,770.75 |
2,708.25 |
|
| R1 |
2,734.00 |
2,734.00 |
2,702.75 |
2,721.50 |
| PP |
2,709.00 |
2,709.00 |
2,709.00 |
2,703.00 |
| S1 |
2,672.25 |
2,672.25 |
2,691.25 |
2,659.75 |
| S2 |
2,647.25 |
2,647.25 |
2,685.75 |
|
| S3 |
2,585.50 |
2,610.50 |
2,680.00 |
|
| S4 |
2,523.75 |
2,548.75 |
2,663.00 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,963.00 |
2,927.25 |
2,791.75 |
|
| R3 |
2,894.00 |
2,858.25 |
2,772.75 |
|
| R2 |
2,825.00 |
2,825.00 |
2,766.50 |
|
| R1 |
2,789.25 |
2,789.25 |
2,760.00 |
2,772.50 |
| PP |
2,756.00 |
2,756.00 |
2,756.00 |
2,747.50 |
| S1 |
2,720.25 |
2,720.25 |
2,747.50 |
2,703.50 |
| S2 |
2,687.00 |
2,687.00 |
2,741.00 |
|
| S3 |
2,618.00 |
2,651.25 |
2,734.75 |
|
| S4 |
2,549.00 |
2,582.25 |
2,715.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,791.50 |
2,684.25 |
107.25 |
4.0% |
42.75 |
1.6% |
12% |
False |
True |
265,648 |
| 10 |
2,791.50 |
2,684.25 |
107.25 |
4.0% |
38.00 |
1.4% |
12% |
False |
True |
241,240 |
| 20 |
2,791.50 |
2,645.25 |
146.25 |
5.4% |
34.50 |
1.3% |
35% |
False |
False |
244,588 |
| 40 |
2,791.50 |
2,539.50 |
252.00 |
9.3% |
31.50 |
1.2% |
63% |
False |
False |
139,110 |
| 60 |
2,791.50 |
2,350.00 |
441.50 |
16.4% |
27.75 |
1.0% |
79% |
False |
False |
92,750 |
| 80 |
2,791.50 |
2,206.50 |
585.00 |
21.7% |
25.50 |
0.9% |
84% |
False |
False |
69,565 |
| 100 |
2,791.50 |
2,153.75 |
637.75 |
23.6% |
23.25 |
0.9% |
85% |
False |
False |
55,652 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
23.6% |
20.25 |
0.7% |
85% |
False |
False |
46,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,008.50 |
|
2.618 |
2,907.75 |
|
1.618 |
2,846.00 |
|
1.000 |
2,807.75 |
|
0.618 |
2,784.25 |
|
HIGH |
2,746.00 |
|
0.618 |
2,722.50 |
|
0.500 |
2,715.00 |
|
0.382 |
2,707.75 |
|
LOW |
2,684.25 |
|
0.618 |
2,646.00 |
|
1.000 |
2,622.50 |
|
1.618 |
2,584.25 |
|
2.618 |
2,522.50 |
|
4.250 |
2,421.75 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,715.00 |
2,722.50 |
| PP |
2,709.00 |
2,714.00 |
| S1 |
2,703.00 |
2,705.50 |
|