| Trading Metrics calculated at close of trading on 23-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1,651.4 |
1,650.2 |
-1.2 |
-0.1% |
1,664.8 |
| High |
1,653.4 |
1,650.2 |
-3.2 |
-0.2% |
1,664.8 |
| Low |
1,645.9 |
1,632.0 |
-13.9 |
-0.8% |
1,638.0 |
| Close |
1,649.2 |
1,639.0 |
-10.2 |
-0.6% |
1,649.2 |
| Range |
7.5 |
18.2 |
10.7 |
142.7% |
26.8 |
| ATR |
23.4 |
23.0 |
-0.4 |
-1.6% |
0.0 |
| Volume |
4,141 |
2,075 |
-2,066 |
-49.9% |
13,239 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,695.0 |
1,685.2 |
1,649.0 |
|
| R3 |
1,676.8 |
1,667.0 |
1,644.0 |
|
| R2 |
1,658.6 |
1,658.6 |
1,642.3 |
|
| R1 |
1,648.8 |
1,648.8 |
1,640.7 |
1,644.6 |
| PP |
1,640.4 |
1,640.4 |
1,640.4 |
1,638.3 |
| S1 |
1,630.6 |
1,630.6 |
1,637.3 |
1,626.4 |
| S2 |
1,622.2 |
1,622.2 |
1,635.7 |
|
| S3 |
1,604.0 |
1,612.4 |
1,634.0 |
|
| S4 |
1,585.8 |
1,594.2 |
1,629.0 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,731.1 |
1,716.9 |
1,663.9 |
|
| R3 |
1,704.3 |
1,690.1 |
1,656.6 |
|
| R2 |
1,677.5 |
1,677.5 |
1,654.1 |
|
| R1 |
1,663.3 |
1,663.3 |
1,651.7 |
1,657.0 |
| PP |
1,650.7 |
1,650.7 |
1,650.7 |
1,647.5 |
| S1 |
1,636.5 |
1,636.5 |
1,646.7 |
1,630.2 |
| S2 |
1,623.9 |
1,623.9 |
1,644.3 |
|
| S3 |
1,597.1 |
1,609.7 |
1,641.8 |
|
| S4 |
1,570.3 |
1,582.9 |
1,634.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,663.7 |
1,632.0 |
31.7 |
1.9% |
16.7 |
1.0% |
22% |
False |
True |
2,614 |
| 10 |
1,687.4 |
1,632.0 |
55.4 |
3.4% |
19.2 |
1.2% |
13% |
False |
True |
2,960 |
| 20 |
1,704.5 |
1,620.0 |
84.5 |
5.2% |
20.9 |
1.3% |
22% |
False |
False |
2,795 |
| 40 |
1,800.9 |
1,620.0 |
180.9 |
11.0% |
25.1 |
1.5% |
11% |
False |
False |
2,456 |
| 60 |
1,800.9 |
1,620.0 |
180.9 |
11.0% |
24.2 |
1.5% |
11% |
False |
False |
2,228 |
| 80 |
1,800.9 |
1,535.0 |
265.9 |
16.2% |
24.3 |
1.5% |
39% |
False |
False |
2,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,727.6 |
|
2.618 |
1,697.8 |
|
1.618 |
1,679.6 |
|
1.000 |
1,668.4 |
|
0.618 |
1,661.4 |
|
HIGH |
1,650.2 |
|
0.618 |
1,643.2 |
|
0.500 |
1,641.1 |
|
0.382 |
1,639.0 |
|
LOW |
1,632.0 |
|
0.618 |
1,620.8 |
|
1.000 |
1,613.8 |
|
1.618 |
1,602.6 |
|
2.618 |
1,584.4 |
|
4.250 |
1,554.7 |
|
|
| Fisher Pivots for day following 23-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,641.1 |
1,646.1 |
| PP |
1,640.4 |
1,643.7 |
| S1 |
1,639.7 |
1,641.4 |
|