| Trading Metrics calculated at close of trading on 23-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,214.0 |
2,227.0 |
13.0 |
0.6% |
2,218.0 |
| High |
2,248.0 |
2,228.0 |
-20.0 |
-0.9% |
2,297.0 |
| Low |
2,208.0 |
2,170.0 |
-38.0 |
-1.7% |
2,199.0 |
| Close |
2,242.0 |
2,173.0 |
-69.0 |
-3.1% |
2,242.0 |
| Range |
40.0 |
58.0 |
18.0 |
45.0% |
98.0 |
| ATR |
50.7 |
52.2 |
1.5 |
3.0% |
0.0 |
| Volume |
311 |
10,186 |
9,875 |
3,175.2% |
1,050 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,364.3 |
2,326.7 |
2,204.9 |
|
| R3 |
2,306.3 |
2,268.7 |
2,189.0 |
|
| R2 |
2,248.3 |
2,248.3 |
2,183.6 |
|
| R1 |
2,210.7 |
2,210.7 |
2,178.3 |
2,200.5 |
| PP |
2,190.3 |
2,190.3 |
2,190.3 |
2,185.3 |
| S1 |
2,152.7 |
2,152.7 |
2,167.7 |
2,142.5 |
| S2 |
2,132.3 |
2,132.3 |
2,162.4 |
|
| S3 |
2,074.3 |
2,094.7 |
2,157.1 |
|
| S4 |
2,016.3 |
2,036.7 |
2,141.1 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,540.0 |
2,489.0 |
2,295.9 |
|
| R3 |
2,442.0 |
2,391.0 |
2,269.0 |
|
| R2 |
2,344.0 |
2,344.0 |
2,260.0 |
|
| R1 |
2,293.0 |
2,293.0 |
2,251.0 |
2,318.5 |
| PP |
2,246.0 |
2,246.0 |
2,246.0 |
2,258.8 |
| S1 |
2,195.0 |
2,195.0 |
2,233.0 |
2,220.5 |
| S2 |
2,148.0 |
2,148.0 |
2,224.0 |
|
| S3 |
2,050.0 |
2,097.0 |
2,215.1 |
|
| S4 |
1,952.0 |
1,999.0 |
2,188.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,297.0 |
2,170.0 |
127.0 |
5.8% |
56.6 |
2.6% |
2% |
False |
True |
2,183 |
| 10 |
2,300.0 |
2,170.0 |
130.0 |
6.0% |
55.8 |
2.6% |
2% |
False |
True |
1,535 |
| 20 |
2,493.0 |
2,170.0 |
323.0 |
14.9% |
52.3 |
2.4% |
1% |
False |
True |
1,459 |
| 40 |
2,541.0 |
2,170.0 |
371.0 |
17.1% |
43.3 |
2.0% |
1% |
False |
True |
3,324 |
| 60 |
2,541.0 |
2,170.0 |
371.0 |
17.1% |
34.8 |
1.6% |
1% |
False |
True |
2,338 |
| 80 |
2,541.0 |
2,170.0 |
371.0 |
17.1% |
31.1 |
1.4% |
1% |
False |
True |
1,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,474.5 |
|
2.618 |
2,379.8 |
|
1.618 |
2,321.8 |
|
1.000 |
2,286.0 |
|
0.618 |
2,263.8 |
|
HIGH |
2,228.0 |
|
0.618 |
2,205.8 |
|
0.500 |
2,199.0 |
|
0.382 |
2,192.2 |
|
LOW |
2,170.0 |
|
0.618 |
2,134.2 |
|
1.000 |
2,112.0 |
|
1.618 |
2,076.2 |
|
2.618 |
2,018.2 |
|
4.250 |
1,923.5 |
|
|
| Fisher Pivots for day following 23-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,199.0 |
2,225.0 |
| PP |
2,190.3 |
2,207.7 |
| S1 |
2,181.7 |
2,190.3 |
|