| Trading Metrics calculated at close of trading on 23-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,685.75 |
2,671.00 |
-14.75 |
-0.5% |
2,694.75 |
| High |
2,708.00 |
2,675.00 |
-33.00 |
-1.2% |
2,735.00 |
| Low |
2,669.75 |
2,625.00 |
-44.75 |
-1.7% |
2,654.25 |
| Close |
2,674.25 |
2,650.25 |
-24.00 |
-0.9% |
2,674.25 |
| Range |
38.25 |
50.00 |
11.75 |
30.7% |
80.75 |
| ATR |
40.87 |
41.52 |
0.65 |
1.6% |
0.00 |
| Volume |
292,572 |
318,640 |
26,068 |
8.9% |
1,711,877 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,800.00 |
2,775.25 |
2,677.75 |
|
| R3 |
2,750.00 |
2,725.25 |
2,664.00 |
|
| R2 |
2,700.00 |
2,700.00 |
2,659.50 |
|
| R1 |
2,675.25 |
2,675.25 |
2,654.75 |
2,662.50 |
| PP |
2,650.00 |
2,650.00 |
2,650.00 |
2,643.75 |
| S1 |
2,625.25 |
2,625.25 |
2,645.75 |
2,612.50 |
| S2 |
2,600.00 |
2,600.00 |
2,641.00 |
|
| S3 |
2,550.00 |
2,575.25 |
2,636.50 |
|
| S4 |
2,500.00 |
2,525.25 |
2,622.75 |
|
|
| 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 |
2,625.00 |
110.00 |
4.2% |
52.00 |
2.0% |
23% |
False |
True |
326,703 |
| 10 |
2,746.00 |
2,625.00 |
121.00 |
4.6% |
48.75 |
1.8% |
21% |
False |
True |
326,079 |
| 20 |
2,791.50 |
2,625.00 |
166.50 |
6.3% |
42.75 |
1.6% |
15% |
False |
True |
274,603 |
| 40 |
2,791.50 |
2,569.75 |
221.75 |
8.4% |
36.00 |
1.4% |
36% |
False |
False |
211,013 |
| 60 |
2,791.50 |
2,422.50 |
369.00 |
13.9% |
32.00 |
1.2% |
62% |
False |
False |
140,700 |
| 80 |
2,791.50 |
2,254.75 |
536.75 |
20.3% |
28.25 |
1.1% |
74% |
False |
False |
105,530 |
| 100 |
2,791.50 |
2,204.75 |
586.75 |
22.1% |
26.25 |
1.0% |
76% |
False |
False |
84,425 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
24.1% |
23.50 |
0.9% |
78% |
False |
False |
70,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,887.50 |
|
2.618 |
2,806.00 |
|
1.618 |
2,756.00 |
|
1.000 |
2,725.00 |
|
0.618 |
2,706.00 |
|
HIGH |
2,675.00 |
|
0.618 |
2,656.00 |
|
0.500 |
2,650.00 |
|
0.382 |
2,644.00 |
|
LOW |
2,625.00 |
|
0.618 |
2,594.00 |
|
1.000 |
2,575.00 |
|
1.618 |
2,544.00 |
|
2.618 |
2,494.00 |
|
4.250 |
2,412.50 |
|
|
| Fisher Pivots for day following 23-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,650.25 |
2,680.00 |
| PP |
2,650.00 |
2,670.00 |
| S1 |
2,650.00 |
2,660.25 |
|