| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,261.0 |
2,264.0 |
3.0 |
0.1% |
2,227.0 |
| High |
2,270.0 |
2,290.0 |
20.0 |
0.9% |
2,290.0 |
| Low |
2,227.0 |
2,218.0 |
-9.0 |
-0.4% |
2,170.0 |
| Close |
2,254.0 |
2,276.0 |
22.0 |
1.0% |
2,276.0 |
| Range |
43.0 |
72.0 |
29.0 |
67.4% |
120.0 |
| ATR |
51.1 |
52.6 |
1.5 |
2.9% |
0.0 |
| Volume |
1,666 |
491 |
-1,175 |
-70.5% |
13,582 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,477.3 |
2,448.7 |
2,315.6 |
|
| R3 |
2,405.3 |
2,376.7 |
2,295.8 |
|
| R2 |
2,333.3 |
2,333.3 |
2,289.2 |
|
| R1 |
2,304.7 |
2,304.7 |
2,282.6 |
2,319.0 |
| PP |
2,261.3 |
2,261.3 |
2,261.3 |
2,268.5 |
| S1 |
2,232.7 |
2,232.7 |
2,269.4 |
2,247.0 |
| S2 |
2,189.3 |
2,189.3 |
2,262.8 |
|
| S3 |
2,117.3 |
2,160.7 |
2,256.2 |
|
| S4 |
2,045.3 |
2,088.7 |
2,236.4 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,605.3 |
2,560.7 |
2,342.0 |
|
| R3 |
2,485.3 |
2,440.7 |
2,309.0 |
|
| R2 |
2,365.3 |
2,365.3 |
2,298.0 |
|
| R1 |
2,320.7 |
2,320.7 |
2,287.0 |
2,343.0 |
| PP |
2,245.3 |
2,245.3 |
2,245.3 |
2,256.5 |
| S1 |
2,200.7 |
2,200.7 |
2,265.0 |
2,223.0 |
| S2 |
2,125.3 |
2,125.3 |
2,254.0 |
|
| S3 |
2,005.3 |
2,080.7 |
2,243.0 |
|
| S4 |
1,885.3 |
1,960.7 |
2,210.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,290.0 |
2,170.0 |
120.0 |
5.3% |
52.2 |
2.3% |
88% |
True |
False |
2,716 |
| 10 |
2,297.0 |
2,170.0 |
127.0 |
5.6% |
54.1 |
2.4% |
83% |
False |
False |
1,463 |
| 20 |
2,437.0 |
2,170.0 |
267.0 |
11.7% |
52.6 |
2.3% |
40% |
False |
False |
1,542 |
| 40 |
2,541.0 |
2,170.0 |
371.0 |
16.3% |
45.9 |
2.0% |
29% |
False |
False |
3,311 |
| 60 |
2,541.0 |
2,170.0 |
371.0 |
16.3% |
36.9 |
1.6% |
29% |
False |
False |
2,375 |
| 80 |
2,541.0 |
2,170.0 |
371.0 |
16.3% |
33.2 |
1.5% |
29% |
False |
False |
1,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,596.0 |
|
2.618 |
2,478.5 |
|
1.618 |
2,406.5 |
|
1.000 |
2,362.0 |
|
0.618 |
2,334.5 |
|
HIGH |
2,290.0 |
|
0.618 |
2,262.5 |
|
0.500 |
2,254.0 |
|
0.382 |
2,245.5 |
|
LOW |
2,218.0 |
|
0.618 |
2,173.5 |
|
1.000 |
2,146.0 |
|
1.618 |
2,101.5 |
|
2.618 |
2,029.5 |
|
4.250 |
1,912.0 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,268.7 |
2,268.7 |
| PP |
2,261.3 |
2,261.3 |
| S1 |
2,254.0 |
2,254.0 |
|