| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1,648.7 |
1,651.0 |
2.3 |
0.1% |
1,664.8 |
| High |
1,653.0 |
1,668.0 |
15.0 |
0.9% |
1,664.8 |
| Low |
1,634.9 |
1,651.0 |
16.1 |
1.0% |
1,638.0 |
| Close |
1,648.7 |
1,667.1 |
18.4 |
1.1% |
1,649.2 |
| Range |
18.1 |
17.0 |
-1.1 |
-6.1% |
26.8 |
| ATR |
22.2 |
22.0 |
-0.2 |
-0.9% |
0.0 |
| Volume |
433 |
971 |
538 |
124.2% |
13,239 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,713.0 |
1,707.1 |
1,676.5 |
|
| R3 |
1,696.0 |
1,690.1 |
1,671.8 |
|
| R2 |
1,679.0 |
1,679.0 |
1,670.2 |
|
| R1 |
1,673.1 |
1,673.1 |
1,668.7 |
1,676.1 |
| PP |
1,662.0 |
1,662.0 |
1,662.0 |
1,663.5 |
| S1 |
1,656.1 |
1,656.1 |
1,665.5 |
1,659.1 |
| S2 |
1,645.0 |
1,645.0 |
1,664.0 |
|
| S3 |
1,628.0 |
1,639.1 |
1,662.4 |
|
| S4 |
1,611.0 |
1,622.1 |
1,657.8 |
|
|
| 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 |
1,668.0 |
1,632.0 |
36.0 |
2.2% |
15.1 |
0.9% |
98% |
True |
False |
1,823 |
| 10 |
1,685.6 |
1,632.0 |
53.6 |
3.2% |
17.5 |
1.1% |
65% |
False |
False |
2,092 |
| 20 |
1,691.6 |
1,620.0 |
71.6 |
4.3% |
19.7 |
1.2% |
66% |
False |
False |
2,602 |
| 40 |
1,735.5 |
1,620.0 |
115.5 |
6.9% |
22.4 |
1.3% |
41% |
False |
False |
2,443 |
| 60 |
1,800.9 |
1,620.0 |
180.9 |
10.9% |
24.0 |
1.4% |
26% |
False |
False |
2,201 |
| 80 |
1,800.9 |
1,581.3 |
219.6 |
13.2% |
23.7 |
1.4% |
39% |
False |
False |
2,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,740.3 |
|
2.618 |
1,712.5 |
|
1.618 |
1,695.5 |
|
1.000 |
1,685.0 |
|
0.618 |
1,678.5 |
|
HIGH |
1,668.0 |
|
0.618 |
1,661.5 |
|
0.500 |
1,659.5 |
|
0.382 |
1,657.5 |
|
LOW |
1,651.0 |
|
0.618 |
1,640.5 |
|
1.000 |
1,634.0 |
|
1.618 |
1,623.5 |
|
2.618 |
1,606.5 |
|
4.250 |
1,578.8 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,664.6 |
1,661.9 |
| PP |
1,662.0 |
1,656.7 |
| S1 |
1,659.5 |
1,651.5 |
|