| Trading Metrics calculated at close of trading on 13-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,271.0 |
2,268.0 |
-3.0 |
-0.1% |
2,283.0 |
| High |
2,282.0 |
2,270.0 |
-12.0 |
-0.5% |
2,300.0 |
| Low |
2,242.0 |
2,210.0 |
-32.0 |
-1.4% |
2,210.0 |
| Close |
2,278.0 |
2,218.0 |
-60.0 |
-2.6% |
2,218.0 |
| Range |
40.0 |
60.0 |
20.0 |
50.0% |
90.0 |
| ATR |
46.6 |
48.2 |
1.5 |
3.3% |
0.0 |
| Volume |
472 |
105 |
-367 |
-77.8% |
4,116 |
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,412.7 |
2,375.3 |
2,251.0 |
|
| R3 |
2,352.7 |
2,315.3 |
2,234.5 |
|
| R2 |
2,292.7 |
2,292.7 |
2,229.0 |
|
| R1 |
2,255.3 |
2,255.3 |
2,223.5 |
2,244.0 |
| PP |
2,232.7 |
2,232.7 |
2,232.7 |
2,227.0 |
| S1 |
2,195.3 |
2,195.3 |
2,212.5 |
2,184.0 |
| S2 |
2,172.7 |
2,172.7 |
2,207.0 |
|
| S3 |
2,112.7 |
2,135.3 |
2,201.5 |
|
| S4 |
2,052.7 |
2,075.3 |
2,185.0 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,512.7 |
2,455.3 |
2,267.5 |
|
| R3 |
2,422.7 |
2,365.3 |
2,242.8 |
|
| R2 |
2,332.7 |
2,332.7 |
2,234.5 |
|
| R1 |
2,275.3 |
2,275.3 |
2,226.3 |
2,259.0 |
| PP |
2,242.7 |
2,242.7 |
2,242.7 |
2,234.5 |
| S1 |
2,185.3 |
2,185.3 |
2,209.8 |
2,169.0 |
| S2 |
2,152.7 |
2,152.7 |
2,201.5 |
|
| S3 |
2,062.7 |
2,095.3 |
2,193.3 |
|
| S4 |
1,972.7 |
2,005.3 |
2,168.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,335.0 |
2,210.0 |
125.0 |
5.6% |
53.0 |
2.4% |
6% |
False |
True |
1,013 |
| 10 |
2,437.0 |
2,210.0 |
227.0 |
10.2% |
51.0 |
2.3% |
4% |
False |
True |
1,622 |
| 20 |
2,541.0 |
2,210.0 |
331.0 |
14.9% |
45.2 |
2.0% |
2% |
False |
True |
2,531 |
| 40 |
2,541.0 |
2,210.0 |
331.0 |
14.9% |
38.1 |
1.7% |
2% |
False |
True |
3,071 |
| 60 |
2,541.0 |
2,210.0 |
331.0 |
14.9% |
30.8 |
1.4% |
2% |
False |
True |
2,154 |
| 80 |
2,541.0 |
2,166.0 |
375.0 |
16.9% |
28.1 |
1.3% |
14% |
False |
False |
1,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,525.0 |
|
2.618 |
2,427.1 |
|
1.618 |
2,367.1 |
|
1.000 |
2,330.0 |
|
0.618 |
2,307.1 |
|
HIGH |
2,270.0 |
|
0.618 |
2,247.1 |
|
0.500 |
2,240.0 |
|
0.382 |
2,232.9 |
|
LOW |
2,210.0 |
|
0.618 |
2,172.9 |
|
1.000 |
2,150.0 |
|
1.618 |
2,112.9 |
|
2.618 |
2,052.9 |
|
4.250 |
1,955.0 |
|
|
| Fisher Pivots for day following 13-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,240.0 |
2,246.0 |
| PP |
2,232.7 |
2,236.7 |
| S1 |
2,225.3 |
2,227.3 |
|