| Trading Metrics calculated at close of trading on 25-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,190.0 |
2,224.0 |
34.0 |
1.6% |
2,218.0 |
| High |
2,219.0 |
2,270.0 |
51.0 |
2.3% |
2,297.0 |
| Low |
2,177.0 |
2,224.0 |
47.0 |
2.2% |
2,199.0 |
| Close |
2,218.0 |
2,257.0 |
39.0 |
1.8% |
2,242.0 |
| Range |
42.0 |
46.0 |
4.0 |
9.5% |
98.0 |
| ATR |
51.8 |
51.8 |
0.0 |
0.0% |
0.0 |
| Volume |
1,064 |
175 |
-889 |
-83.6% |
1,050 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,388.3 |
2,368.7 |
2,282.3 |
|
| R3 |
2,342.3 |
2,322.7 |
2,269.7 |
|
| R2 |
2,296.3 |
2,296.3 |
2,265.4 |
|
| R1 |
2,276.7 |
2,276.7 |
2,261.2 |
2,286.5 |
| PP |
2,250.3 |
2,250.3 |
2,250.3 |
2,255.3 |
| S1 |
2,230.7 |
2,230.7 |
2,252.8 |
2,240.5 |
| S2 |
2,204.3 |
2,204.3 |
2,248.6 |
|
| S3 |
2,158.3 |
2,184.7 |
2,244.4 |
|
| S4 |
2,112.3 |
2,138.7 |
2,231.7 |
|
|
| 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 |
2,280.0 |
2,170.0 |
110.0 |
4.9% |
53.4 |
2.4% |
79% |
False |
False |
2,392 |
| 10 |
2,297.0 |
2,170.0 |
127.0 |
5.6% |
52.6 |
2.3% |
69% |
False |
False |
1,305 |
| 20 |
2,493.0 |
2,170.0 |
323.0 |
14.3% |
52.0 |
2.3% |
27% |
False |
False |
1,506 |
| 40 |
2,541.0 |
2,170.0 |
371.0 |
16.4% |
44.3 |
2.0% |
23% |
False |
False |
3,272 |
| 60 |
2,541.0 |
2,170.0 |
371.0 |
16.4% |
35.5 |
1.6% |
23% |
False |
False |
2,347 |
| 80 |
2,541.0 |
2,170.0 |
371.0 |
16.4% |
31.9 |
1.4% |
23% |
False |
False |
1,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,465.5 |
|
2.618 |
2,390.4 |
|
1.618 |
2,344.4 |
|
1.000 |
2,316.0 |
|
0.618 |
2,298.4 |
|
HIGH |
2,270.0 |
|
0.618 |
2,252.4 |
|
0.500 |
2,247.0 |
|
0.382 |
2,241.6 |
|
LOW |
2,224.0 |
|
0.618 |
2,195.6 |
|
1.000 |
2,178.0 |
|
1.618 |
2,149.6 |
|
2.618 |
2,103.6 |
|
4.250 |
2,028.5 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,253.7 |
2,244.7 |
| PP |
2,250.3 |
2,232.3 |
| S1 |
2,247.0 |
2,220.0 |
|