| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,224.0 |
2,261.0 |
37.0 |
1.7% |
2,218.0 |
| High |
2,270.0 |
2,270.0 |
0.0 |
0.0% |
2,297.0 |
| Low |
2,224.0 |
2,227.0 |
3.0 |
0.1% |
2,199.0 |
| Close |
2,257.0 |
2,254.0 |
-3.0 |
-0.1% |
2,242.0 |
| Range |
46.0 |
43.0 |
-3.0 |
-6.5% |
98.0 |
| ATR |
51.8 |
51.1 |
-0.6 |
-1.2% |
0.0 |
| Volume |
175 |
1,666 |
1,491 |
852.0% |
1,050 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,379.3 |
2,359.7 |
2,277.7 |
|
| R3 |
2,336.3 |
2,316.7 |
2,265.8 |
|
| R2 |
2,293.3 |
2,293.3 |
2,261.9 |
|
| R1 |
2,273.7 |
2,273.7 |
2,257.9 |
2,262.0 |
| PP |
2,250.3 |
2,250.3 |
2,250.3 |
2,244.5 |
| S1 |
2,230.7 |
2,230.7 |
2,250.1 |
2,219.0 |
| S2 |
2,207.3 |
2,207.3 |
2,246.1 |
|
| S3 |
2,164.3 |
2,187.7 |
2,242.2 |
|
| S4 |
2,121.3 |
2,144.7 |
2,230.4 |
|
|
| 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 |
2,270.0 |
2,170.0 |
100.0 |
4.4% |
45.8 |
2.0% |
84% |
True |
False |
2,680 |
| 10 |
2,297.0 |
2,170.0 |
127.0 |
5.6% |
52.9 |
2.3% |
66% |
False |
False |
1,424 |
| 20 |
2,457.0 |
2,170.0 |
287.0 |
12.7% |
51.6 |
2.3% |
29% |
False |
False |
1,544 |
| 40 |
2,541.0 |
2,170.0 |
371.0 |
16.5% |
44.7 |
2.0% |
23% |
False |
False |
3,302 |
| 60 |
2,541.0 |
2,170.0 |
371.0 |
16.5% |
36.0 |
1.6% |
23% |
False |
False |
2,367 |
| 80 |
2,541.0 |
2,170.0 |
371.0 |
16.5% |
32.4 |
1.4% |
23% |
False |
False |
1,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,452.8 |
|
2.618 |
2,382.6 |
|
1.618 |
2,339.6 |
|
1.000 |
2,313.0 |
|
0.618 |
2,296.6 |
|
HIGH |
2,270.0 |
|
0.618 |
2,253.6 |
|
0.500 |
2,248.5 |
|
0.382 |
2,243.4 |
|
LOW |
2,227.0 |
|
0.618 |
2,200.4 |
|
1.000 |
2,184.0 |
|
1.618 |
2,157.4 |
|
2.618 |
2,114.4 |
|
4.250 |
2,044.3 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,252.2 |
2,243.8 |
| PP |
2,250.3 |
2,233.7 |
| S1 |
2,248.5 |
2,223.5 |
|