| Trading Metrics calculated at close of trading on 11-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,728.75 |
2,698.50 |
-30.25 |
-1.1% |
2,758.00 |
| High |
2,746.00 |
2,723.75 |
-22.25 |
-0.8% |
2,791.50 |
| Low |
2,684.25 |
2,697.50 |
13.25 |
0.5% |
2,722.50 |
| Close |
2,697.00 |
2,704.25 |
7.25 |
0.3% |
2,753.75 |
| Range |
61.75 |
26.25 |
-35.50 |
-57.5% |
69.00 |
| ATR |
35.16 |
34.56 |
-0.60 |
-1.7% |
0.00 |
| Volume |
383,510 |
270,038 |
-113,472 |
-29.6% |
963,007 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,787.25 |
2,772.00 |
2,718.75 |
|
| R3 |
2,761.00 |
2,745.75 |
2,711.50 |
|
| R2 |
2,734.75 |
2,734.75 |
2,709.00 |
|
| R1 |
2,719.50 |
2,719.50 |
2,706.75 |
2,727.00 |
| PP |
2,708.50 |
2,708.50 |
2,708.50 |
2,712.25 |
| S1 |
2,693.25 |
2,693.25 |
2,701.75 |
2,701.00 |
| S2 |
2,682.25 |
2,682.25 |
2,699.50 |
|
| S3 |
2,656.00 |
2,667.00 |
2,697.00 |
|
| S4 |
2,629.75 |
2,640.75 |
2,689.75 |
|
|
| 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 |
2,781.00 |
2,684.25 |
96.75 |
3.6% |
42.25 |
1.6% |
21% |
False |
False |
269,163 |
| 10 |
2,791.50 |
2,684.25 |
107.25 |
4.0% |
39.00 |
1.4% |
19% |
False |
False |
250,333 |
| 20 |
2,791.50 |
2,684.25 |
107.25 |
4.0% |
33.25 |
1.2% |
19% |
False |
False |
240,231 |
| 40 |
2,791.50 |
2,539.50 |
252.00 |
9.3% |
31.75 |
1.2% |
65% |
False |
False |
145,860 |
| 60 |
2,791.50 |
2,377.00 |
414.50 |
15.3% |
27.75 |
1.0% |
79% |
False |
False |
97,248 |
| 80 |
2,791.50 |
2,206.50 |
585.00 |
21.6% |
25.25 |
0.9% |
85% |
False |
False |
72,940 |
| 100 |
2,791.50 |
2,153.75 |
637.75 |
23.6% |
23.50 |
0.9% |
86% |
False |
False |
58,353 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
23.6% |
20.25 |
0.8% |
86% |
False |
False |
48,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,835.25 |
|
2.618 |
2,792.50 |
|
1.618 |
2,766.25 |
|
1.000 |
2,750.00 |
|
0.618 |
2,740.00 |
|
HIGH |
2,723.75 |
|
0.618 |
2,713.75 |
|
0.500 |
2,710.50 |
|
0.382 |
2,707.50 |
|
LOW |
2,697.50 |
|
0.618 |
2,681.25 |
|
1.000 |
2,671.25 |
|
1.618 |
2,655.00 |
|
2.618 |
2,628.75 |
|
4.250 |
2,586.00 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,710.50 |
2,716.00 |
| PP |
2,708.50 |
2,712.25 |
| S1 |
2,706.50 |
2,708.25 |
|