| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,665.00 |
2,713.50 |
48.50 |
1.8% |
2,725.75 |
| High |
2,728.25 |
2,728.25 |
0.00 |
0.0% |
2,748.00 |
| Low |
2,654.25 |
2,694.50 |
40.25 |
1.5% |
2,684.25 |
| Close |
2,712.75 |
2,694.50 |
-18.25 |
-0.7% |
2,693.50 |
| Range |
74.00 |
33.75 |
-40.25 |
-54.4% |
63.75 |
| ATR |
39.77 |
39.34 |
-0.43 |
-1.1% |
0.00 |
| Volume |
300,859 |
285,992 |
-14,867 |
-4.9% |
1,422,988 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,807.00 |
2,784.50 |
2,713.00 |
|
| R3 |
2,773.25 |
2,750.75 |
2,703.75 |
|
| R2 |
2,739.50 |
2,739.50 |
2,700.75 |
|
| R1 |
2,717.00 |
2,717.00 |
2,697.50 |
2,711.50 |
| PP |
2,705.75 |
2,705.75 |
2,705.75 |
2,703.00 |
| S1 |
2,683.25 |
2,683.25 |
2,691.50 |
2,677.50 |
| S2 |
2,672.00 |
2,672.00 |
2,688.25 |
|
| S3 |
2,638.25 |
2,649.50 |
2,685.25 |
|
| S4 |
2,604.50 |
2,615.75 |
2,676.00 |
|
|
| 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% |
49.75 |
1.8% |
45% |
False |
False |
312,116 |
| 10 |
2,781.00 |
2,654.25 |
126.75 |
4.7% |
46.00 |
1.7% |
32% |
False |
False |
290,639 |
| 20 |
2,791.50 |
2,654.25 |
137.25 |
5.1% |
39.25 |
1.5% |
29% |
False |
False |
254,365 |
| 40 |
2,791.50 |
2,566.00 |
225.50 |
8.4% |
34.00 |
1.3% |
57% |
False |
False |
184,861 |
| 60 |
2,791.50 |
2,422.50 |
369.00 |
13.7% |
30.50 |
1.1% |
74% |
False |
False |
123,256 |
| 80 |
2,791.50 |
2,237.00 |
554.50 |
20.6% |
26.75 |
1.0% |
83% |
False |
False |
92,447 |
| 100 |
2,791.50 |
2,153.75 |
637.75 |
23.7% |
25.25 |
0.9% |
85% |
False |
False |
73,959 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
23.7% |
22.25 |
0.8% |
85% |
False |
False |
61,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,871.75 |
|
2.618 |
2,816.50 |
|
1.618 |
2,782.75 |
|
1.000 |
2,762.00 |
|
0.618 |
2,749.00 |
|
HIGH |
2,728.25 |
|
0.618 |
2,715.25 |
|
0.500 |
2,711.50 |
|
0.382 |
2,707.50 |
|
LOW |
2,694.50 |
|
0.618 |
2,673.75 |
|
1.000 |
2,660.75 |
|
1.618 |
2,640.00 |
|
2.618 |
2,606.25 |
|
4.250 |
2,551.00 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,711.50 |
2,693.50 |
| PP |
2,705.75 |
2,692.25 |
| S1 |
2,700.00 |
2,691.25 |
|