| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,704.50 |
2,719.50 |
15.00 |
0.6% |
2,671.00 |
| High |
2,727.00 |
2,746.00 |
19.00 |
0.7% |
2,746.00 |
| Low |
2,695.00 |
2,708.75 |
13.75 |
0.5% |
2,624.75 |
| Close |
2,720.25 |
2,736.75 |
16.50 |
0.6% |
2,736.75 |
| Range |
32.00 |
37.25 |
5.25 |
16.4% |
121.25 |
| ATR |
43.03 |
42.62 |
-0.41 |
-1.0% |
0.00 |
| Volume |
206,885 |
211,998 |
5,113 |
2.5% |
1,342,712 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,842.25 |
2,826.75 |
2,757.25 |
|
| R3 |
2,805.00 |
2,789.50 |
2,747.00 |
|
| R2 |
2,767.75 |
2,767.75 |
2,743.50 |
|
| R1 |
2,752.25 |
2,752.25 |
2,740.25 |
2,760.00 |
| PP |
2,730.50 |
2,730.50 |
2,730.50 |
2,734.50 |
| S1 |
2,715.00 |
2,715.00 |
2,733.25 |
2,722.75 |
| S2 |
2,693.25 |
2,693.25 |
2,730.00 |
|
| S3 |
2,656.00 |
2,677.75 |
2,726.50 |
|
| S4 |
2,618.75 |
2,640.50 |
2,716.25 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,066.25 |
3,022.75 |
2,803.50 |
|
| R3 |
2,945.00 |
2,901.50 |
2,770.00 |
|
| R2 |
2,823.75 |
2,823.75 |
2,759.00 |
|
| R1 |
2,780.25 |
2,780.25 |
2,747.75 |
2,802.00 |
| PP |
2,702.50 |
2,702.50 |
2,702.50 |
2,713.50 |
| S1 |
2,659.00 |
2,659.00 |
2,725.75 |
2,680.75 |
| S2 |
2,581.25 |
2,581.25 |
2,714.50 |
|
| S3 |
2,460.00 |
2,537.75 |
2,703.50 |
|
| S4 |
2,338.75 |
2,416.50 |
2,670.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,746.00 |
2,624.75 |
121.25 |
4.4% |
47.00 |
1.7% |
92% |
True |
False |
268,542 |
| 10 |
2,746.00 |
2,624.75 |
121.25 |
4.4% |
49.75 |
1.8% |
92% |
True |
False |
305,458 |
| 20 |
2,791.50 |
2,624.75 |
166.75 |
6.1% |
45.00 |
1.6% |
67% |
False |
False |
282,491 |
| 40 |
2,791.50 |
2,569.75 |
221.75 |
8.1% |
37.50 |
1.4% |
75% |
False |
False |
236,588 |
| 60 |
2,791.50 |
2,475.75 |
315.75 |
11.5% |
33.50 |
1.2% |
83% |
False |
False |
157,766 |
| 80 |
2,791.50 |
2,309.00 |
482.50 |
17.6% |
30.00 |
1.1% |
89% |
False |
False |
118,330 |
| 100 |
2,791.50 |
2,206.50 |
585.00 |
21.4% |
27.25 |
1.0% |
91% |
False |
False |
94,665 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
23.3% |
24.75 |
0.9% |
91% |
False |
False |
78,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,904.25 |
|
2.618 |
2,843.50 |
|
1.618 |
2,806.25 |
|
1.000 |
2,783.25 |
|
0.618 |
2,769.00 |
|
HIGH |
2,746.00 |
|
0.618 |
2,731.75 |
|
0.500 |
2,727.50 |
|
0.382 |
2,723.00 |
|
LOW |
2,708.75 |
|
0.618 |
2,685.75 |
|
1.000 |
2,671.50 |
|
1.618 |
2,648.50 |
|
2.618 |
2,611.25 |
|
4.250 |
2,550.50 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,733.50 |
2,720.75 |
| PP |
2,730.50 |
2,705.00 |
| S1 |
2,727.50 |
2,689.00 |
|