| 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 |
1,663.8 |
1,671.0 |
7.2 |
0.4% |
1,650.2 |
| High |
1,674.2 |
1,673.2 |
-1.0 |
-0.1% |
1,674.2 |
| Low |
1,658.1 |
1,654.1 |
-4.0 |
-0.2% |
1,632.0 |
| Close |
1,671.5 |
1,670.8 |
-0.7 |
0.0% |
1,671.5 |
| Range |
16.1 |
19.1 |
3.0 |
18.6% |
42.2 |
| ATR |
21.6 |
21.4 |
-0.2 |
-0.8% |
0.0 |
| Volume |
1,948 |
1,375 |
-573 |
-29.4% |
6,922 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,723.3 |
1,716.2 |
1,681.3 |
|
| R3 |
1,704.2 |
1,697.1 |
1,676.1 |
|
| R2 |
1,685.1 |
1,685.1 |
1,674.3 |
|
| R1 |
1,678.0 |
1,678.0 |
1,672.6 |
1,672.0 |
| PP |
1,666.0 |
1,666.0 |
1,666.0 |
1,663.1 |
| S1 |
1,658.9 |
1,658.9 |
1,669.0 |
1,652.9 |
| S2 |
1,646.9 |
1,646.9 |
1,667.3 |
|
| S3 |
1,627.8 |
1,639.8 |
1,665.5 |
|
| S4 |
1,608.7 |
1,620.7 |
1,660.3 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,785.8 |
1,770.9 |
1,694.7 |
|
| R3 |
1,743.6 |
1,728.7 |
1,683.1 |
|
| R2 |
1,701.4 |
1,701.4 |
1,679.2 |
|
| R1 |
1,686.5 |
1,686.5 |
1,675.4 |
1,694.0 |
| PP |
1,659.2 |
1,659.2 |
1,659.2 |
1,663.0 |
| S1 |
1,644.3 |
1,644.3 |
1,667.6 |
1,651.8 |
| S2 |
1,617.0 |
1,617.0 |
1,663.8 |
|
| S3 |
1,574.8 |
1,602.1 |
1,659.9 |
|
| S4 |
1,532.6 |
1,559.9 |
1,648.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,674.2 |
1,634.9 |
39.3 |
2.4% |
17.0 |
1.0% |
91% |
False |
False |
1,244 |
| 10 |
1,674.2 |
1,632.0 |
42.2 |
2.5% |
16.9 |
1.0% |
92% |
False |
False |
1,929 |
| 20 |
1,691.6 |
1,620.0 |
71.6 |
4.3% |
19.9 |
1.2% |
71% |
False |
False |
2,425 |
| 40 |
1,726.7 |
1,620.0 |
106.7 |
6.4% |
22.2 |
1.3% |
48% |
False |
False |
2,403 |
| 60 |
1,800.9 |
1,620.0 |
180.9 |
10.8% |
24.0 |
1.4% |
28% |
False |
False |
2,229 |
| 80 |
1,800.9 |
1,611.4 |
189.5 |
11.3% |
23.5 |
1.4% |
31% |
False |
False |
2,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,754.4 |
|
2.618 |
1,723.2 |
|
1.618 |
1,704.1 |
|
1.000 |
1,692.3 |
|
0.618 |
1,685.0 |
|
HIGH |
1,673.2 |
|
0.618 |
1,665.9 |
|
0.500 |
1,663.7 |
|
0.382 |
1,661.4 |
|
LOW |
1,654.1 |
|
0.618 |
1,642.3 |
|
1.000 |
1,635.0 |
|
1.618 |
1,623.2 |
|
2.618 |
1,604.1 |
|
4.250 |
1,572.9 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,668.4 |
1,668.1 |
| PP |
1,666.0 |
1,665.3 |
| S1 |
1,663.7 |
1,662.6 |
|