| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1,650.2 |
1,645.1 |
-5.1 |
-0.3% |
1,664.8 |
| High |
1,650.2 |
1,655.8 |
5.6 |
0.3% |
1,664.8 |
| Low |
1,632.0 |
1,640.9 |
8.9 |
0.5% |
1,638.0 |
| Close |
1,639.0 |
1,650.2 |
11.2 |
0.7% |
1,649.2 |
| Range |
18.2 |
14.9 |
-3.3 |
-18.1% |
26.8 |
| ATR |
23.0 |
22.6 |
-0.4 |
-1.9% |
0.0 |
| Volume |
2,075 |
1,495 |
-580 |
-28.0% |
13,239 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,693.7 |
1,686.8 |
1,658.4 |
|
| R3 |
1,678.8 |
1,671.9 |
1,654.3 |
|
| R2 |
1,663.9 |
1,663.9 |
1,652.9 |
|
| R1 |
1,657.0 |
1,657.0 |
1,651.6 |
1,660.5 |
| PP |
1,649.0 |
1,649.0 |
1,649.0 |
1,650.7 |
| S1 |
1,642.1 |
1,642.1 |
1,648.8 |
1,645.6 |
| S2 |
1,634.1 |
1,634.1 |
1,647.5 |
|
| S3 |
1,619.2 |
1,627.2 |
1,646.1 |
|
| S4 |
1,604.3 |
1,612.3 |
1,642.0 |
|
|
| 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 |
1,660.1 |
1,632.0 |
28.1 |
1.7% |
15.3 |
0.9% |
65% |
False |
False |
2,415 |
| 10 |
1,687.4 |
1,632.0 |
55.4 |
3.4% |
17.6 |
1.1% |
33% |
False |
False |
2,832 |
| 20 |
1,704.5 |
1,620.0 |
84.5 |
5.1% |
19.9 |
1.2% |
36% |
False |
False |
2,798 |
| 40 |
1,800.9 |
1,620.0 |
180.9 |
11.0% |
25.2 |
1.5% |
17% |
False |
False |
2,467 |
| 60 |
1,800.9 |
1,620.0 |
180.9 |
11.0% |
24.1 |
1.5% |
17% |
False |
False |
2,192 |
| 80 |
1,800.9 |
1,535.0 |
265.9 |
16.1% |
24.0 |
1.5% |
43% |
False |
False |
2,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,719.1 |
|
2.618 |
1,694.8 |
|
1.618 |
1,679.9 |
|
1.000 |
1,670.7 |
|
0.618 |
1,665.0 |
|
HIGH |
1,655.8 |
|
0.618 |
1,650.1 |
|
0.500 |
1,648.4 |
|
0.382 |
1,646.6 |
|
LOW |
1,640.9 |
|
0.618 |
1,631.7 |
|
1.000 |
1,626.0 |
|
1.618 |
1,616.8 |
|
2.618 |
1,601.9 |
|
4.250 |
1,577.6 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,649.6 |
1,648.1 |
| PP |
1,649.0 |
1,646.0 |
| S1 |
1,648.4 |
1,643.9 |
|