| Trading Metrics calculated at close of trading on 30-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1,657.3 |
1,663.0 |
5.7 |
0.3% |
1,642.8 |
| High |
1,668.4 |
1,667.0 |
-1.4 |
-0.1% |
1,668.4 |
| Low |
1,651.1 |
1,645.1 |
-6.0 |
-0.4% |
1,623.6 |
| Close |
1,664.8 |
1,664.2 |
-0.6 |
0.0% |
1,664.8 |
| Range |
17.3 |
21.9 |
4.6 |
26.6% |
44.8 |
| ATR |
23.4 |
23.3 |
-0.1 |
-0.5% |
0.0 |
| Volume |
93,833 |
109,200 |
15,367 |
16.4% |
587,327 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,724.5 |
1,716.2 |
1,676.2 |
|
| R3 |
1,702.6 |
1,694.3 |
1,670.2 |
|
| R2 |
1,680.7 |
1,680.7 |
1,668.2 |
|
| R1 |
1,672.4 |
1,672.4 |
1,666.2 |
1,676.6 |
| PP |
1,658.8 |
1,658.8 |
1,658.8 |
1,660.8 |
| S1 |
1,650.5 |
1,650.5 |
1,662.2 |
1,654.7 |
| S2 |
1,636.9 |
1,636.9 |
1,660.2 |
|
| S3 |
1,615.0 |
1,628.6 |
1,658.2 |
|
| S4 |
1,593.1 |
1,606.7 |
1,652.2 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,786.7 |
1,770.5 |
1,689.4 |
|
| R3 |
1,741.9 |
1,725.7 |
1,677.1 |
|
| R2 |
1,697.1 |
1,697.1 |
1,673.0 |
|
| R1 |
1,680.9 |
1,680.9 |
1,668.9 |
1,689.0 |
| PP |
1,652.3 |
1,652.3 |
1,652.3 |
1,656.3 |
| S1 |
1,636.1 |
1,636.1 |
1,660.7 |
1,644.2 |
| S2 |
1,607.5 |
1,607.5 |
1,656.6 |
|
| S3 |
1,562.7 |
1,591.3 |
1,652.5 |
|
| S4 |
1,517.9 |
1,546.5 |
1,640.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,668.4 |
1,625.0 |
43.4 |
2.6% |
19.4 |
1.2% |
90% |
False |
False |
115,777 |
| 10 |
1,668.4 |
1,623.6 |
44.8 |
2.7% |
19.1 |
1.1% |
91% |
False |
False |
116,402 |
| 20 |
1,685.4 |
1,613.0 |
72.4 |
4.4% |
21.9 |
1.3% |
71% |
False |
False |
120,510 |
| 40 |
1,720.0 |
1,613.0 |
107.0 |
6.4% |
24.5 |
1.5% |
48% |
False |
False |
79,237 |
| 60 |
1,795.1 |
1,613.0 |
182.1 |
10.9% |
26.0 |
1.6% |
28% |
False |
False |
55,051 |
| 80 |
1,795.1 |
1,604.3 |
190.8 |
11.5% |
25.3 |
1.5% |
31% |
False |
False |
42,841 |
| 100 |
1,795.1 |
1,528.6 |
266.5 |
16.0% |
26.6 |
1.6% |
51% |
False |
False |
34,717 |
| 120 |
1,808.5 |
1,528.6 |
279.9 |
16.8% |
27.4 |
1.6% |
48% |
False |
False |
29,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,760.1 |
|
2.618 |
1,724.3 |
|
1.618 |
1,702.4 |
|
1.000 |
1,688.9 |
|
0.618 |
1,680.5 |
|
HIGH |
1,667.0 |
|
0.618 |
1,658.6 |
|
0.500 |
1,656.1 |
|
0.382 |
1,653.5 |
|
LOW |
1,645.1 |
|
0.618 |
1,631.6 |
|
1.000 |
1,623.2 |
|
1.618 |
1,609.7 |
|
2.618 |
1,587.8 |
|
4.250 |
1,552.0 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,661.5 |
1,661.3 |
| PP |
1,658.8 |
1,658.4 |
| S1 |
1,656.1 |
1,655.5 |
|