| Trading Metrics calculated at close of trading on 11-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1,651.5 |
1,666.3 |
14.8 |
0.9% |
1,680.0 |
| High |
1,670.8 |
1,669.9 |
-0.9 |
-0.1% |
1,691.6 |
| Low |
1,639.8 |
1,661.5 |
21.7 |
1.3% |
1,620.0 |
| Close |
1,667.5 |
1,667.0 |
-0.5 |
0.0% |
1,636.7 |
| Range |
31.0 |
8.4 |
-22.6 |
-72.9% |
71.6 |
| ATR |
27.8 |
26.4 |
-1.4 |
-5.0% |
0.0 |
| Volume |
2,776 |
4,328 |
1,552 |
55.9% |
10,337 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,691.3 |
1,687.6 |
1,671.6 |
|
| R3 |
1,682.9 |
1,679.2 |
1,669.3 |
|
| R2 |
1,674.5 |
1,674.5 |
1,668.5 |
|
| R1 |
1,670.8 |
1,670.8 |
1,667.8 |
1,672.7 |
| PP |
1,666.1 |
1,666.1 |
1,666.1 |
1,667.1 |
| S1 |
1,662.4 |
1,662.4 |
1,666.2 |
1,664.3 |
| S2 |
1,657.7 |
1,657.7 |
1,665.5 |
|
| S3 |
1,649.3 |
1,654.0 |
1,664.7 |
|
| S4 |
1,640.9 |
1,645.6 |
1,662.4 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,864.2 |
1,822.1 |
1,676.1 |
|
| R3 |
1,792.6 |
1,750.5 |
1,656.4 |
|
| R2 |
1,721.0 |
1,721.0 |
1,649.8 |
|
| R1 |
1,678.9 |
1,678.9 |
1,643.3 |
1,664.2 |
| PP |
1,649.4 |
1,649.4 |
1,649.4 |
1,642.1 |
| S1 |
1,607.3 |
1,607.3 |
1,630.1 |
1,592.6 |
| S2 |
1,577.8 |
1,577.8 |
1,623.6 |
|
| S3 |
1,506.2 |
1,535.7 |
1,617.0 |
|
| S4 |
1,434.6 |
1,464.1 |
1,597.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,670.8 |
1,620.0 |
50.8 |
3.0% |
19.8 |
1.2% |
93% |
False |
False |
3,220 |
| 10 |
1,691.6 |
1,620.0 |
71.6 |
4.3% |
21.5 |
1.3% |
66% |
False |
False |
2,905 |
| 20 |
1,704.5 |
1,620.0 |
84.5 |
5.1% |
22.9 |
1.4% |
56% |
False |
False |
2,467 |
| 40 |
1,800.9 |
1,620.0 |
180.9 |
10.9% |
25.3 |
1.5% |
26% |
False |
False |
2,287 |
| 60 |
1,800.9 |
1,620.0 |
180.9 |
10.9% |
25.1 |
1.5% |
26% |
False |
False |
2,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,705.6 |
|
2.618 |
1,691.9 |
|
1.618 |
1,683.5 |
|
1.000 |
1,678.3 |
|
0.618 |
1,675.1 |
|
HIGH |
1,669.9 |
|
0.618 |
1,666.7 |
|
0.500 |
1,665.7 |
|
0.382 |
1,664.7 |
|
LOW |
1,661.5 |
|
0.618 |
1,656.3 |
|
1.000 |
1,653.1 |
|
1.618 |
1,647.9 |
|
2.618 |
1,639.5 |
|
4.250 |
1,625.8 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,666.6 |
1,663.1 |
| PP |
1,666.1 |
1,659.2 |
| S1 |
1,665.7 |
1,655.3 |
|