| 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 |
1,380.00 |
1,390.00 |
10.00 |
0.7% |
1,367.00 |
| High |
1,391.75 |
1,396.25 |
4.50 |
0.3% |
1,396.25 |
| Low |
1,375.00 |
1,381.00 |
6.00 |
0.4% |
1,348.00 |
| Close |
1,390.50 |
1,392.00 |
1.50 |
0.1% |
1,392.00 |
| Range |
16.75 |
15.25 |
-1.50 |
-9.0% |
48.25 |
| ATR |
16.39 |
16.31 |
-0.08 |
-0.5% |
0.00 |
| Volume |
2,590 |
1,707 |
-883 |
-34.1% |
12,524 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,435.50 |
1,429.00 |
1,400.50 |
|
| R3 |
1,420.25 |
1,413.75 |
1,396.25 |
|
| R2 |
1,405.00 |
1,405.00 |
1,394.75 |
|
| R1 |
1,398.50 |
1,398.50 |
1,393.50 |
1,401.75 |
| PP |
1,389.75 |
1,389.75 |
1,389.75 |
1,391.50 |
| S1 |
1,383.25 |
1,383.25 |
1,390.50 |
1,386.50 |
| S2 |
1,374.50 |
1,374.50 |
1,389.25 |
|
| S3 |
1,359.25 |
1,368.00 |
1,387.75 |
|
| S4 |
1,344.00 |
1,352.75 |
1,383.50 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,523.50 |
1,506.00 |
1,418.50 |
|
| R3 |
1,475.25 |
1,457.75 |
1,405.25 |
|
| R2 |
1,427.00 |
1,427.00 |
1,400.75 |
|
| R1 |
1,409.50 |
1,409.50 |
1,396.50 |
1,418.25 |
| PP |
1,378.75 |
1,378.75 |
1,378.75 |
1,383.00 |
| S1 |
1,361.25 |
1,361.25 |
1,387.50 |
1,370.00 |
| S2 |
1,330.50 |
1,330.50 |
1,383.25 |
|
| S3 |
1,282.25 |
1,313.00 |
1,378.75 |
|
| S4 |
1,234.00 |
1,264.75 |
1,365.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,396.25 |
1,348.00 |
48.25 |
3.5% |
15.50 |
1.1% |
91% |
True |
False |
2,504 |
| 10 |
1,396.25 |
1,348.00 |
48.25 |
3.5% |
16.25 |
1.2% |
91% |
True |
False |
1,788 |
| 20 |
1,411.50 |
1,346.25 |
65.25 |
4.7% |
17.25 |
1.2% |
70% |
False |
False |
1,483 |
| 40 |
1,413.50 |
1,327.75 |
85.75 |
6.2% |
15.00 |
1.1% |
75% |
False |
False |
1,218 |
| 60 |
1,413.50 |
1,316.25 |
97.25 |
7.0% |
13.00 |
0.9% |
78% |
False |
False |
820 |
| 80 |
1,413.50 |
1,256.25 |
157.25 |
11.3% |
11.50 |
0.8% |
86% |
False |
False |
620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,461.00 |
|
2.618 |
1,436.25 |
|
1.618 |
1,421.00 |
|
1.000 |
1,411.50 |
|
0.618 |
1,405.75 |
|
HIGH |
1,396.25 |
|
0.618 |
1,390.50 |
|
0.500 |
1,388.50 |
|
0.382 |
1,386.75 |
|
LOW |
1,381.00 |
|
0.618 |
1,371.50 |
|
1.000 |
1,365.75 |
|
1.618 |
1,356.25 |
|
2.618 |
1,341.00 |
|
4.250 |
1,316.25 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,391.00 |
1,388.00 |
| PP |
1,389.75 |
1,384.25 |
| S1 |
1,388.50 |
1,380.50 |
|