| Trading Metrics calculated at close of trading on 20-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,698.25 |
2,685.75 |
-12.50 |
-0.5% |
2,694.75 |
| High |
2,735.00 |
2,708.00 |
-27.00 |
-1.0% |
2,735.00 |
| Low |
2,671.50 |
2,669.75 |
-1.75 |
-0.1% |
2,654.25 |
| Close |
2,683.50 |
2,674.25 |
-9.25 |
-0.3% |
2,674.25 |
| Range |
63.50 |
38.25 |
-25.25 |
-39.8% |
80.75 |
| ATR |
41.07 |
40.87 |
-0.20 |
-0.5% |
0.00 |
| Volume |
435,456 |
292,572 |
-142,884 |
-32.8% |
1,711,877 |
|
| Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,798.75 |
2,774.75 |
2,695.25 |
|
| R3 |
2,760.50 |
2,736.50 |
2,684.75 |
|
| R2 |
2,722.25 |
2,722.25 |
2,681.25 |
|
| R1 |
2,698.25 |
2,698.25 |
2,677.75 |
2,691.00 |
| PP |
2,684.00 |
2,684.00 |
2,684.00 |
2,680.50 |
| S1 |
2,660.00 |
2,660.00 |
2,670.75 |
2,653.00 |
| S2 |
2,645.75 |
2,645.75 |
2,667.25 |
|
| S3 |
2,607.50 |
2,621.75 |
2,663.75 |
|
| S4 |
2,569.25 |
2,583.50 |
2,653.25 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,930.00 |
2,883.00 |
2,718.75 |
|
| R3 |
2,849.25 |
2,802.25 |
2,696.50 |
|
| R2 |
2,768.50 |
2,768.50 |
2,689.00 |
|
| R1 |
2,721.50 |
2,721.50 |
2,681.75 |
2,704.50 |
| PP |
2,687.75 |
2,687.75 |
2,687.75 |
2,679.50 |
| S1 |
2,640.75 |
2,640.75 |
2,666.75 |
2,624.00 |
| S2 |
2,607.00 |
2,607.00 |
2,659.50 |
|
| S3 |
2,526.25 |
2,560.00 |
2,652.00 |
|
| S4 |
2,445.50 |
2,479.25 |
2,629.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,735.00 |
2,654.25 |
80.75 |
3.0% |
52.50 |
2.0% |
25% |
False |
False |
342,375 |
| 10 |
2,748.00 |
2,654.25 |
93.75 |
3.5% |
46.75 |
1.7% |
21% |
False |
False |
313,486 |
| 20 |
2,791.50 |
2,654.25 |
137.25 |
5.1% |
42.00 |
1.6% |
15% |
False |
False |
268,583 |
| 40 |
2,791.50 |
2,569.75 |
221.75 |
8.3% |
35.00 |
1.3% |
47% |
False |
False |
203,054 |
| 60 |
2,791.50 |
2,422.50 |
369.00 |
13.8% |
31.50 |
1.2% |
68% |
False |
False |
135,390 |
| 80 |
2,791.50 |
2,254.75 |
536.75 |
20.1% |
27.75 |
1.0% |
78% |
False |
False |
101,547 |
| 100 |
2,791.50 |
2,200.00 |
591.50 |
22.1% |
26.00 |
1.0% |
80% |
False |
False |
81,238 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
23.8% |
23.00 |
0.9% |
82% |
False |
False |
67,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,870.50 |
|
2.618 |
2,808.25 |
|
1.618 |
2,770.00 |
|
1.000 |
2,746.25 |
|
0.618 |
2,731.75 |
|
HIGH |
2,708.00 |
|
0.618 |
2,693.50 |
|
0.500 |
2,689.00 |
|
0.382 |
2,684.25 |
|
LOW |
2,669.75 |
|
0.618 |
2,646.00 |
|
1.000 |
2,631.50 |
|
1.618 |
2,607.75 |
|
2.618 |
2,569.50 |
|
4.250 |
2,507.25 |
|
|
| Fisher Pivots for day following 20-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,689.00 |
2,702.50 |
| PP |
2,684.00 |
2,693.00 |
| S1 |
2,679.00 |
2,683.50 |
|