| Trading Metrics calculated at close of trading on 30-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1,390.00 |
1,394.75 |
4.75 |
0.3% |
1,367.00 |
| High |
1,396.25 |
1,395.75 |
-0.50 |
0.0% |
1,396.25 |
| Low |
1,381.00 |
1,383.50 |
2.50 |
0.2% |
1,348.00 |
| Close |
1,392.00 |
1,387.25 |
-4.75 |
-0.3% |
1,392.00 |
| Range |
15.25 |
12.25 |
-3.00 |
-19.7% |
48.25 |
| ATR |
16.31 |
16.02 |
-0.29 |
-1.8% |
0.00 |
| Volume |
1,707 |
2,317 |
610 |
35.7% |
12,524 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,425.50 |
1,418.75 |
1,394.00 |
|
| R3 |
1,413.25 |
1,406.50 |
1,390.50 |
|
| R2 |
1,401.00 |
1,401.00 |
1,389.50 |
|
| R1 |
1,394.25 |
1,394.25 |
1,388.25 |
1,391.50 |
| PP |
1,388.75 |
1,388.75 |
1,388.75 |
1,387.50 |
| S1 |
1,382.00 |
1,382.00 |
1,386.25 |
1,379.25 |
| S2 |
1,376.50 |
1,376.50 |
1,385.00 |
|
| S3 |
1,364.25 |
1,369.75 |
1,384.00 |
|
| S4 |
1,352.00 |
1,357.50 |
1,380.50 |
|
|
| 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 |
1,354.50 |
41.75 |
3.0% |
14.00 |
1.0% |
78% |
False |
False |
2,804 |
| 10 |
1,396.25 |
1,348.00 |
48.25 |
3.5% |
16.00 |
1.2% |
81% |
False |
False |
1,921 |
| 20 |
1,407.50 |
1,346.25 |
61.25 |
4.4% |
16.75 |
1.2% |
67% |
False |
False |
1,587 |
| 40 |
1,413.50 |
1,327.75 |
85.75 |
6.2% |
15.25 |
1.1% |
69% |
False |
False |
1,275 |
| 60 |
1,413.50 |
1,321.50 |
92.00 |
6.6% |
13.00 |
0.9% |
71% |
False |
False |
858 |
| 80 |
1,413.50 |
1,256.25 |
157.25 |
11.3% |
11.75 |
0.8% |
83% |
False |
False |
648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,447.75 |
|
2.618 |
1,427.75 |
|
1.618 |
1,415.50 |
|
1.000 |
1,408.00 |
|
0.618 |
1,403.25 |
|
HIGH |
1,395.75 |
|
0.618 |
1,391.00 |
|
0.500 |
1,389.50 |
|
0.382 |
1,388.25 |
|
LOW |
1,383.50 |
|
0.618 |
1,376.00 |
|
1.000 |
1,371.25 |
|
1.618 |
1,363.75 |
|
2.618 |
1,351.50 |
|
4.250 |
1,331.50 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,389.50 |
1,386.75 |
| PP |
1,388.75 |
1,386.25 |
| S1 |
1,388.00 |
1,385.50 |
|