| 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 |
1,643.7 |
1,647.4 |
3.7 |
0.2% |
1,660.0 |
| High |
1,649.5 |
1,663.5 |
14.0 |
0.8% |
1,660.8 |
| Low |
1,628.0 |
1,647.4 |
19.4 |
1.2% |
1,635.0 |
| Close |
1,644.6 |
1,662.9 |
18.3 |
1.1% |
1,645.0 |
| Range |
21.5 |
16.1 |
-5.4 |
-25.1% |
25.8 |
| ATR |
22.5 |
22.2 |
-0.3 |
-1.1% |
0.0 |
| Volume |
5,592 |
7,094 |
1,502 |
26.9% |
12,309 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,706.2 |
1,700.7 |
1,671.8 |
|
| R3 |
1,690.1 |
1,684.6 |
1,667.3 |
|
| R2 |
1,674.0 |
1,674.0 |
1,665.9 |
|
| R1 |
1,668.5 |
1,668.5 |
1,664.4 |
1,671.3 |
| PP |
1,657.9 |
1,657.9 |
1,657.9 |
1,659.3 |
| S1 |
1,652.4 |
1,652.4 |
1,661.4 |
1,655.2 |
| S2 |
1,641.8 |
1,641.8 |
1,659.9 |
|
| S3 |
1,625.7 |
1,636.3 |
1,658.5 |
|
| S4 |
1,609.6 |
1,620.2 |
1,654.0 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,724.3 |
1,710.5 |
1,659.2 |
|
| R3 |
1,698.5 |
1,684.7 |
1,652.1 |
|
| R2 |
1,672.7 |
1,672.7 |
1,649.7 |
|
| R1 |
1,658.9 |
1,658.9 |
1,647.4 |
1,652.9 |
| PP |
1,646.9 |
1,646.9 |
1,646.9 |
1,644.0 |
| S1 |
1,633.1 |
1,633.1 |
1,642.6 |
1,627.1 |
| S2 |
1,621.1 |
1,621.1 |
1,640.3 |
|
| S3 |
1,595.3 |
1,607.3 |
1,637.9 |
|
| S4 |
1,569.5 |
1,581.5 |
1,630.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,663.5 |
1,626.4 |
37.1 |
2.2% |
15.9 |
1.0% |
98% |
True |
False |
5,570 |
| 10 |
1,681.3 |
1,626.4 |
54.9 |
3.3% |
18.0 |
1.1% |
66% |
False |
False |
4,208 |
| 20 |
1,687.1 |
1,616.3 |
70.8 |
4.3% |
19.9 |
1.2% |
66% |
False |
False |
5,256 |
| 40 |
1,731.0 |
1,616.3 |
114.7 |
6.9% |
22.3 |
1.3% |
41% |
False |
False |
4,723 |
| 60 |
1,797.7 |
1,616.3 |
181.4 |
10.9% |
22.9 |
1.4% |
26% |
False |
False |
3,817 |
| 80 |
1,797.7 |
1,600.8 |
196.9 |
11.8% |
21.9 |
1.3% |
32% |
False |
False |
3,207 |
| 100 |
1,797.7 |
1,537.0 |
260.7 |
15.7% |
22.3 |
1.3% |
48% |
False |
False |
2,658 |
| 120 |
1,807.2 |
1,537.0 |
270.2 |
16.2% |
22.0 |
1.3% |
47% |
False |
False |
2,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,731.9 |
|
2.618 |
1,705.6 |
|
1.618 |
1,689.5 |
|
1.000 |
1,679.6 |
|
0.618 |
1,673.4 |
|
HIGH |
1,663.5 |
|
0.618 |
1,657.3 |
|
0.500 |
1,655.5 |
|
0.382 |
1,653.6 |
|
LOW |
1,647.4 |
|
0.618 |
1,637.5 |
|
1.000 |
1,631.3 |
|
1.618 |
1,621.4 |
|
2.618 |
1,605.3 |
|
4.250 |
1,579.0 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,660.4 |
1,657.2 |
| PP |
1,657.9 |
1,651.5 |
| S1 |
1,655.5 |
1,645.8 |
|