| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,694.75 |
2,665.00 |
-29.75 |
-1.1% |
2,725.75 |
| High |
2,710.00 |
2,728.25 |
18.25 |
0.7% |
2,748.00 |
| Low |
2,656.50 |
2,654.25 |
-2.25 |
-0.1% |
2,684.25 |
| Close |
2,663.75 |
2,712.75 |
49.00 |
1.8% |
2,693.50 |
| Range |
53.50 |
74.00 |
20.50 |
38.3% |
63.75 |
| ATR |
37.14 |
39.77 |
2.63 |
7.1% |
0.00 |
| Volume |
396,998 |
300,859 |
-96,139 |
-24.2% |
1,422,988 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,920.50 |
2,890.50 |
2,753.50 |
|
| R3 |
2,846.50 |
2,816.50 |
2,733.00 |
|
| R2 |
2,772.50 |
2,772.50 |
2,726.25 |
|
| R1 |
2,742.50 |
2,742.50 |
2,719.50 |
2,757.50 |
| PP |
2,698.50 |
2,698.50 |
2,698.50 |
2,706.00 |
| S1 |
2,668.50 |
2,668.50 |
2,706.00 |
2,683.50 |
| S2 |
2,624.50 |
2,624.50 |
2,699.25 |
|
| S3 |
2,550.50 |
2,594.50 |
2,692.50 |
|
| S4 |
2,476.50 |
2,520.50 |
2,672.00 |
|
|
| 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 |
2,742.75 |
2,654.25 |
88.50 |
3.3% |
48.25 |
1.8% |
66% |
False |
True |
308,925 |
| 10 |
2,791.50 |
2,654.25 |
137.25 |
5.1% |
45.50 |
1.7% |
43% |
False |
True |
287,286 |
| 20 |
2,791.50 |
2,654.25 |
137.25 |
5.1% |
39.00 |
1.4% |
43% |
False |
True |
250,683 |
| 40 |
2,791.50 |
2,566.00 |
225.50 |
8.3% |
33.75 |
1.2% |
65% |
False |
False |
177,712 |
| 60 |
2,791.50 |
2,415.50 |
376.00 |
13.9% |
30.25 |
1.1% |
79% |
False |
False |
118,490 |
| 80 |
2,791.50 |
2,220.00 |
571.50 |
21.1% |
27.00 |
1.0% |
86% |
False |
False |
88,872 |
| 100 |
2,791.50 |
2,153.75 |
637.75 |
23.5% |
25.00 |
0.9% |
88% |
False |
False |
71,099 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
23.5% |
22.25 |
0.8% |
88% |
False |
False |
59,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,042.75 |
|
2.618 |
2,922.00 |
|
1.618 |
2,848.00 |
|
1.000 |
2,802.25 |
|
0.618 |
2,774.00 |
|
HIGH |
2,728.25 |
|
0.618 |
2,700.00 |
|
0.500 |
2,691.25 |
|
0.382 |
2,682.50 |
|
LOW |
2,654.25 |
|
0.618 |
2,608.50 |
|
1.000 |
2,580.25 |
|
1.618 |
2,534.50 |
|
2.618 |
2,460.50 |
|
4.250 |
2,339.75 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,705.50 |
2,708.00 |
| PP |
2,698.50 |
2,703.25 |
| S1 |
2,691.25 |
2,698.50 |
|