| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,236.0 |
2,271.0 |
35.0 |
1.6% |
2,412.0 |
| High |
2,281.0 |
2,282.0 |
1.0 |
0.0% |
2,437.0 |
| Low |
2,236.0 |
2,242.0 |
6.0 |
0.3% |
2,290.0 |
| Close |
2,263.0 |
2,278.0 |
15.0 |
0.7% |
2,318.0 |
| Range |
45.0 |
40.0 |
-5.0 |
-11.1% |
147.0 |
| ATR |
47.2 |
46.6 |
-0.5 |
-1.1% |
0.0 |
| Volume |
2,807 |
472 |
-2,335 |
-83.2% |
11,865 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,387.3 |
2,372.7 |
2,300.0 |
|
| R3 |
2,347.3 |
2,332.7 |
2,289.0 |
|
| R2 |
2,307.3 |
2,307.3 |
2,285.3 |
|
| R1 |
2,292.7 |
2,292.7 |
2,281.7 |
2,300.0 |
| PP |
2,267.3 |
2,267.3 |
2,267.3 |
2,271.0 |
| S1 |
2,252.7 |
2,252.7 |
2,274.3 |
2,260.0 |
| S2 |
2,227.3 |
2,227.3 |
2,270.7 |
|
| S3 |
2,187.3 |
2,212.7 |
2,267.0 |
|
| S4 |
2,147.3 |
2,172.7 |
2,256.0 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,789.3 |
2,700.7 |
2,398.9 |
|
| R3 |
2,642.3 |
2,553.7 |
2,358.4 |
|
| R2 |
2,495.3 |
2,495.3 |
2,345.0 |
|
| R1 |
2,406.7 |
2,406.7 |
2,331.5 |
2,377.5 |
| PP |
2,348.3 |
2,348.3 |
2,348.3 |
2,333.8 |
| S1 |
2,259.7 |
2,259.7 |
2,304.5 |
2,230.5 |
| S2 |
2,201.3 |
2,201.3 |
2,291.1 |
|
| S3 |
2,054.3 |
2,112.7 |
2,277.6 |
|
| S4 |
1,907.3 |
1,965.7 |
2,237.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,370.0 |
2,225.0 |
145.0 |
6.4% |
51.2 |
2.2% |
37% |
False |
False |
3,143 |
| 10 |
2,457.0 |
2,225.0 |
232.0 |
10.2% |
50.2 |
2.2% |
23% |
False |
False |
1,665 |
| 20 |
2,541.0 |
2,225.0 |
316.0 |
13.9% |
43.3 |
1.9% |
17% |
False |
False |
3,222 |
| 40 |
2,541.0 |
2,225.0 |
316.0 |
13.9% |
37.5 |
1.6% |
17% |
False |
False |
3,071 |
| 60 |
2,541.0 |
2,225.0 |
316.0 |
13.9% |
29.8 |
1.3% |
17% |
False |
False |
2,152 |
| 80 |
2,541.0 |
2,149.0 |
392.0 |
17.2% |
27.9 |
1.2% |
33% |
False |
False |
1,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,452.0 |
|
2.618 |
2,386.7 |
|
1.618 |
2,346.7 |
|
1.000 |
2,322.0 |
|
0.618 |
2,306.7 |
|
HIGH |
2,282.0 |
|
0.618 |
2,266.7 |
|
0.500 |
2,262.0 |
|
0.382 |
2,257.3 |
|
LOW |
2,242.0 |
|
0.618 |
2,217.3 |
|
1.000 |
2,202.0 |
|
1.618 |
2,177.3 |
|
2.618 |
2,137.3 |
|
4.250 |
2,072.0 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,272.7 |
2,272.8 |
| PP |
2,267.3 |
2,267.7 |
| S1 |
2,262.0 |
2,262.5 |
|