| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,227.0 |
2,190.0 |
-37.0 |
-1.7% |
2,218.0 |
| High |
2,228.0 |
2,219.0 |
-9.0 |
-0.4% |
2,297.0 |
| Low |
2,170.0 |
2,177.0 |
7.0 |
0.3% |
2,199.0 |
| Close |
2,173.0 |
2,218.0 |
45.0 |
2.1% |
2,242.0 |
| Range |
58.0 |
42.0 |
-16.0 |
-27.6% |
98.0 |
| ATR |
52.2 |
51.8 |
-0.4 |
-0.8% |
0.0 |
| Volume |
10,186 |
1,064 |
-9,122 |
-89.6% |
1,050 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,330.7 |
2,316.3 |
2,241.1 |
|
| R3 |
2,288.7 |
2,274.3 |
2,229.6 |
|
| R2 |
2,246.7 |
2,246.7 |
2,225.7 |
|
| R1 |
2,232.3 |
2,232.3 |
2,221.9 |
2,239.5 |
| PP |
2,204.7 |
2,204.7 |
2,204.7 |
2,208.3 |
| S1 |
2,190.3 |
2,190.3 |
2,214.2 |
2,197.5 |
| S2 |
2,162.7 |
2,162.7 |
2,210.3 |
|
| S3 |
2,120.7 |
2,148.3 |
2,206.5 |
|
| S4 |
2,078.7 |
2,106.3 |
2,194.9 |
|
|
| 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 |
2,294.0 |
2,170.0 |
124.0 |
5.6% |
53.2 |
2.4% |
39% |
False |
False |
2,380 |
| 10 |
2,297.0 |
2,170.0 |
127.0 |
5.7% |
52.5 |
2.4% |
38% |
False |
False |
1,568 |
| 20 |
2,493.0 |
2,170.0 |
323.0 |
14.6% |
52.1 |
2.3% |
15% |
False |
False |
1,507 |
| 40 |
2,541.0 |
2,170.0 |
371.0 |
16.7% |
44.0 |
2.0% |
13% |
False |
False |
3,269 |
| 60 |
2,541.0 |
2,170.0 |
371.0 |
16.7% |
35.1 |
1.6% |
13% |
False |
False |
2,355 |
| 80 |
2,541.0 |
2,170.0 |
371.0 |
16.7% |
31.6 |
1.4% |
13% |
False |
False |
1,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,397.5 |
|
2.618 |
2,329.0 |
|
1.618 |
2,287.0 |
|
1.000 |
2,261.0 |
|
0.618 |
2,245.0 |
|
HIGH |
2,219.0 |
|
0.618 |
2,203.0 |
|
0.500 |
2,198.0 |
|
0.382 |
2,193.0 |
|
LOW |
2,177.0 |
|
0.618 |
2,151.0 |
|
1.000 |
2,135.0 |
|
1.618 |
2,109.0 |
|
2.618 |
2,067.0 |
|
4.250 |
1,998.5 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,211.3 |
2,215.0 |
| PP |
2,204.7 |
2,212.0 |
| S1 |
2,198.0 |
2,209.0 |
|