| Trading Metrics calculated at close of trading on 13-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,706.25 |
2,738.50 |
32.25 |
1.2% |
2,725.75 |
| High |
2,740.25 |
2,742.75 |
2.50 |
0.1% |
2,748.00 |
| Low |
2,704.75 |
2,691.00 |
-13.75 |
-0.5% |
2,684.25 |
| Close |
2,738.75 |
2,693.50 |
-45.25 |
-1.7% |
2,693.50 |
| Range |
35.50 |
51.75 |
16.25 |
45.8% |
63.75 |
| ATR |
34.66 |
35.88 |
1.22 |
3.5% |
0.00 |
| Volume |
283,699 |
293,032 |
9,333 |
3.3% |
1,422,988 |
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,864.25 |
2,830.75 |
2,722.00 |
|
| R3 |
2,812.50 |
2,779.00 |
2,707.75 |
|
| R2 |
2,760.75 |
2,760.75 |
2,703.00 |
|
| R1 |
2,727.25 |
2,727.25 |
2,698.25 |
2,718.00 |
| PP |
2,709.00 |
2,709.00 |
2,709.00 |
2,704.50 |
| S1 |
2,675.50 |
2,675.50 |
2,688.75 |
2,666.50 |
| S2 |
2,657.25 |
2,657.25 |
2,684.00 |
|
| S3 |
2,605.50 |
2,623.75 |
2,679.25 |
|
| S4 |
2,553.75 |
2,572.00 |
2,665.00 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,899.75 |
2,860.50 |
2,728.50 |
|
| R3 |
2,836.00 |
2,796.75 |
2,711.00 |
|
| R2 |
2,772.25 |
2,772.25 |
2,705.25 |
|
| R1 |
2,733.00 |
2,733.00 |
2,699.25 |
2,720.75 |
| PP |
2,708.50 |
2,708.50 |
2,708.50 |
2,702.50 |
| S1 |
2,669.25 |
2,669.25 |
2,687.75 |
2,657.00 |
| S2 |
2,644.75 |
2,644.75 |
2,681.75 |
|
| S3 |
2,581.00 |
2,605.50 |
2,676.00 |
|
| S4 |
2,517.25 |
2,541.75 |
2,658.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,748.00 |
2,684.25 |
63.75 |
2.4% |
41.00 |
1.5% |
15% |
False |
False |
284,597 |
| 10 |
2,791.50 |
2,684.25 |
107.25 |
4.0% |
40.00 |
1.5% |
9% |
False |
False |
259,523 |
| 20 |
2,791.50 |
2,684.25 |
107.25 |
4.0% |
35.25 |
1.3% |
9% |
False |
False |
236,774 |
| 40 |
2,791.50 |
2,539.50 |
252.00 |
9.4% |
32.25 |
1.2% |
61% |
False |
False |
160,273 |
| 60 |
2,791.50 |
2,415.00 |
376.50 |
14.0% |
28.75 |
1.1% |
74% |
False |
False |
106,860 |
| 80 |
2,791.50 |
2,206.50 |
585.00 |
21.7% |
26.00 |
1.0% |
83% |
False |
False |
80,149 |
| 100 |
2,791.50 |
2,153.75 |
637.75 |
23.7% |
24.00 |
0.9% |
85% |
False |
False |
64,120 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
23.7% |
21.00 |
0.8% |
85% |
False |
False |
53,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,962.75 |
|
2.618 |
2,878.25 |
|
1.618 |
2,826.50 |
|
1.000 |
2,794.50 |
|
0.618 |
2,774.75 |
|
HIGH |
2,742.75 |
|
0.618 |
2,723.00 |
|
0.500 |
2,717.00 |
|
0.382 |
2,710.75 |
|
LOW |
2,691.00 |
|
0.618 |
2,659.00 |
|
1.000 |
2,639.25 |
|
1.618 |
2,607.25 |
|
2.618 |
2,555.50 |
|
4.250 |
2,471.00 |
|
|
| Fisher Pivots for day following 13-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,717.00 |
2,717.00 |
| PP |
2,709.00 |
2,709.00 |
| S1 |
2,701.25 |
2,701.25 |
|