| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,632.50 |
2,704.50 |
72.00 |
2.7% |
2,694.75 |
| High |
2,706.75 |
2,727.00 |
20.25 |
0.7% |
2,735.00 |
| Low |
2,632.00 |
2,695.00 |
63.00 |
2.4% |
2,654.25 |
| Close |
2,704.50 |
2,720.25 |
15.75 |
0.6% |
2,674.25 |
| Range |
74.75 |
32.00 |
-42.75 |
-57.2% |
80.75 |
| ATR |
43.88 |
43.03 |
-0.85 |
-1.9% |
0.00 |
| Volume |
339,631 |
206,885 |
-132,746 |
-39.1% |
1,711,877 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,810.00 |
2,797.25 |
2,737.75 |
|
| R3 |
2,778.00 |
2,765.25 |
2,729.00 |
|
| R2 |
2,746.00 |
2,746.00 |
2,726.00 |
|
| R1 |
2,733.25 |
2,733.25 |
2,723.25 |
2,739.50 |
| PP |
2,714.00 |
2,714.00 |
2,714.00 |
2,717.25 |
| S1 |
2,701.25 |
2,701.25 |
2,717.25 |
2,707.50 |
| S2 |
2,682.00 |
2,682.00 |
2,714.50 |
|
| S3 |
2,650.00 |
2,669.25 |
2,711.50 |
|
| S4 |
2,618.00 |
2,637.25 |
2,702.75 |
|
|
| 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 |
2,727.00 |
2,624.75 |
102.25 |
3.8% |
47.25 |
1.7% |
93% |
True |
False |
284,657 |
| 10 |
2,742.75 |
2,624.75 |
118.00 |
4.3% |
51.25 |
1.9% |
81% |
False |
False |
313,562 |
| 20 |
2,791.50 |
2,624.75 |
166.75 |
6.1% |
45.00 |
1.7% |
57% |
False |
False |
284,220 |
| 40 |
2,791.50 |
2,569.75 |
221.75 |
8.2% |
37.50 |
1.4% |
68% |
False |
False |
231,300 |
| 60 |
2,791.50 |
2,471.75 |
319.75 |
11.8% |
33.25 |
1.2% |
78% |
False |
False |
154,233 |
| 80 |
2,791.50 |
2,309.00 |
482.50 |
17.7% |
29.50 |
1.1% |
85% |
False |
False |
115,680 |
| 100 |
2,791.50 |
2,206.50 |
585.00 |
21.5% |
27.00 |
1.0% |
88% |
False |
False |
92,545 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
23.4% |
24.50 |
0.9% |
89% |
False |
False |
77,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,863.00 |
|
2.618 |
2,810.75 |
|
1.618 |
2,778.75 |
|
1.000 |
2,759.00 |
|
0.618 |
2,746.75 |
|
HIGH |
2,727.00 |
|
0.618 |
2,714.75 |
|
0.500 |
2,711.00 |
|
0.382 |
2,707.25 |
|
LOW |
2,695.00 |
|
0.618 |
2,675.25 |
|
1.000 |
2,663.00 |
|
1.618 |
2,643.25 |
|
2.618 |
2,611.25 |
|
4.250 |
2,559.00 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,717.25 |
2,705.50 |
| PP |
2,714.00 |
2,690.75 |
| S1 |
2,711.00 |
2,676.00 |
|