| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,698.50 |
2,706.25 |
7.75 |
0.3% |
2,758.00 |
| High |
2,723.75 |
2,740.25 |
16.50 |
0.6% |
2,791.50 |
| Low |
2,697.50 |
2,704.75 |
7.25 |
0.3% |
2,722.50 |
| Close |
2,704.25 |
2,738.75 |
34.50 |
1.3% |
2,753.75 |
| Range |
26.25 |
35.50 |
9.25 |
35.2% |
69.00 |
| ATR |
34.56 |
34.66 |
0.10 |
0.3% |
0.00 |
| Volume |
270,038 |
283,699 |
13,661 |
5.1% |
963,007 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,834.50 |
2,822.00 |
2,758.25 |
|
| R3 |
2,799.00 |
2,786.50 |
2,748.50 |
|
| R2 |
2,763.50 |
2,763.50 |
2,745.25 |
|
| R1 |
2,751.00 |
2,751.00 |
2,742.00 |
2,757.25 |
| PP |
2,728.00 |
2,728.00 |
2,728.00 |
2,731.00 |
| S1 |
2,715.50 |
2,715.50 |
2,735.50 |
2,721.75 |
| S2 |
2,692.50 |
2,692.50 |
2,732.25 |
|
| S3 |
2,657.00 |
2,680.00 |
2,729.00 |
|
| S4 |
2,621.50 |
2,644.50 |
2,719.25 |
|
|
| 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 |
2,760.75 |
2,684.25 |
76.50 |
2.8% |
38.25 |
1.4% |
71% |
False |
False |
271,178 |
| 10 |
2,791.50 |
2,684.25 |
107.25 |
3.9% |
38.50 |
1.4% |
51% |
False |
False |
254,877 |
| 20 |
2,791.50 |
2,684.25 |
107.25 |
3.9% |
33.75 |
1.2% |
51% |
False |
False |
237,342 |
| 40 |
2,791.50 |
2,539.50 |
252.00 |
9.2% |
32.00 |
1.2% |
79% |
False |
False |
152,949 |
| 60 |
2,791.50 |
2,415.00 |
376.50 |
13.7% |
28.00 |
1.0% |
86% |
False |
False |
101,976 |
| 80 |
2,791.50 |
2,206.50 |
585.00 |
21.4% |
25.50 |
0.9% |
91% |
False |
False |
76,486 |
| 100 |
2,791.50 |
2,153.75 |
637.75 |
23.3% |
23.75 |
0.9% |
92% |
False |
False |
61,190 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
23.3% |
20.75 |
0.8% |
92% |
False |
False |
50,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,891.00 |
|
2.618 |
2,833.25 |
|
1.618 |
2,797.75 |
|
1.000 |
2,775.75 |
|
0.618 |
2,762.25 |
|
HIGH |
2,740.25 |
|
0.618 |
2,726.75 |
|
0.500 |
2,722.50 |
|
0.382 |
2,718.25 |
|
LOW |
2,704.75 |
|
0.618 |
2,682.75 |
|
1.000 |
2,669.25 |
|
1.618 |
2,647.25 |
|
2.618 |
2,611.75 |
|
4.250 |
2,554.00 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,733.25 |
2,731.00 |
| PP |
2,728.00 |
2,723.00 |
| S1 |
2,722.50 |
2,715.00 |
|