| Trading Metrics calculated at close of trading on 16-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,738.50 |
2,694.75 |
-43.75 |
-1.6% |
2,725.75 |
| High |
2,742.75 |
2,710.00 |
-32.75 |
-1.2% |
2,748.00 |
| Low |
2,691.00 |
2,656.50 |
-34.50 |
-1.3% |
2,684.25 |
| Close |
2,693.50 |
2,663.75 |
-29.75 |
-1.1% |
2,693.50 |
| Range |
51.75 |
53.50 |
1.75 |
3.4% |
63.75 |
| ATR |
35.88 |
37.14 |
1.26 |
3.5% |
0.00 |
| Volume |
293,032 |
396,998 |
103,966 |
35.5% |
1,422,988 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,837.25 |
2,804.00 |
2,693.25 |
|
| R3 |
2,783.75 |
2,750.50 |
2,678.50 |
|
| R2 |
2,730.25 |
2,730.25 |
2,673.50 |
|
| R1 |
2,697.00 |
2,697.00 |
2,668.75 |
2,687.00 |
| PP |
2,676.75 |
2,676.75 |
2,676.75 |
2,671.75 |
| S1 |
2,643.50 |
2,643.50 |
2,658.75 |
2,633.50 |
| S2 |
2,623.25 |
2,623.25 |
2,654.00 |
|
| S3 |
2,569.75 |
2,590.00 |
2,649.00 |
|
| S4 |
2,516.25 |
2,536.50 |
2,634.25 |
|
|
| 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 |
2,746.00 |
2,656.50 |
89.50 |
3.4% |
45.75 |
1.7% |
8% |
False |
True |
325,455 |
| 10 |
2,791.50 |
2,656.50 |
135.00 |
5.1% |
42.00 |
1.6% |
5% |
False |
True |
278,299 |
| 20 |
2,791.50 |
2,656.50 |
135.00 |
5.1% |
37.00 |
1.4% |
5% |
False |
True |
247,131 |
| 40 |
2,791.50 |
2,566.00 |
225.50 |
8.5% |
32.50 |
1.2% |
43% |
False |
False |
170,194 |
| 60 |
2,791.50 |
2,415.50 |
376.00 |
14.1% |
29.25 |
1.1% |
66% |
False |
False |
113,476 |
| 80 |
2,791.50 |
2,220.00 |
571.50 |
21.5% |
26.50 |
1.0% |
78% |
False |
False |
85,112 |
| 100 |
2,791.50 |
2,153.75 |
637.75 |
23.9% |
24.25 |
0.9% |
80% |
False |
False |
68,090 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
23.9% |
21.50 |
0.8% |
80% |
False |
False |
56,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,937.50 |
|
2.618 |
2,850.00 |
|
1.618 |
2,796.50 |
|
1.000 |
2,763.50 |
|
0.618 |
2,743.00 |
|
HIGH |
2,710.00 |
|
0.618 |
2,689.50 |
|
0.500 |
2,683.25 |
|
0.382 |
2,677.00 |
|
LOW |
2,656.50 |
|
0.618 |
2,623.50 |
|
1.000 |
2,603.00 |
|
1.618 |
2,570.00 |
|
2.618 |
2,516.50 |
|
4.250 |
2,429.00 |
|
|
| Fisher Pivots for day following 16-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,683.25 |
2,699.50 |
| PP |
2,676.75 |
2,687.75 |
| S1 |
2,670.25 |
2,675.75 |
|