| Trading Metrics calculated at close of trading on 20-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
12,964 |
12,909 |
-55 |
-0.4% |
12,790 |
| High |
13,057 |
13,027 |
-30 |
-0.2% |
13,070 |
| Low |
12,837 |
12,876 |
39 |
0.3% |
12,748 |
| Close |
12,902 |
12,988 |
86 |
0.7% |
12,988 |
| Range |
220 |
151 |
-69 |
-31.4% |
322 |
| ATR |
155 |
155 |
0 |
-0.2% |
0 |
| Volume |
171,257 |
110,589 |
-60,668 |
-35.4% |
674,422 |
|
| Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,417 |
13,353 |
13,071 |
|
| R3 |
13,266 |
13,202 |
13,030 |
|
| R2 |
13,115 |
13,115 |
13,016 |
|
| R1 |
13,051 |
13,051 |
13,002 |
13,083 |
| PP |
12,964 |
12,964 |
12,964 |
12,980 |
| S1 |
12,900 |
12,900 |
12,974 |
12,932 |
| S2 |
12,813 |
12,813 |
12,960 |
|
| S3 |
12,662 |
12,749 |
12,947 |
|
| S4 |
12,511 |
12,598 |
12,905 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,901 |
13,767 |
13,165 |
|
| R3 |
13,579 |
13,445 |
13,077 |
|
| R2 |
13,257 |
13,257 |
13,047 |
|
| R1 |
13,123 |
13,123 |
13,018 |
13,190 |
| PP |
12,935 |
12,935 |
12,935 |
12,969 |
| S1 |
12,801 |
12,801 |
12,959 |
12,868 |
| S2 |
12,613 |
12,613 |
12,929 |
|
| S3 |
12,291 |
12,479 |
12,900 |
|
| S4 |
11,969 |
12,157 |
12,811 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,070 |
12,748 |
322 |
2.5% |
180 |
1.4% |
75% |
False |
False |
134,884 |
| 10 |
13,070 |
12,648 |
422 |
3.2% |
176 |
1.4% |
81% |
False |
False |
128,094 |
| 20 |
13,245 |
12,648 |
597 |
4.6% |
157 |
1.2% |
57% |
False |
False |
114,869 |
| 40 |
13,245 |
12,648 |
597 |
4.6% |
136 |
1.0% |
57% |
False |
False |
85,240 |
| 60 |
13,245 |
12,460 |
785 |
6.0% |
118 |
0.9% |
67% |
False |
False |
56,833 |
| 80 |
13,245 |
12,013 |
1,232 |
9.5% |
108 |
0.8% |
79% |
False |
False |
42,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,669 |
|
2.618 |
13,422 |
|
1.618 |
13,271 |
|
1.000 |
13,178 |
|
0.618 |
13,120 |
|
HIGH |
13,027 |
|
0.618 |
12,969 |
|
0.500 |
12,952 |
|
0.382 |
12,934 |
|
LOW |
12,876 |
|
0.618 |
12,783 |
|
1.000 |
12,725 |
|
1.618 |
12,632 |
|
2.618 |
12,481 |
|
4.250 |
12,234 |
|
|
| Fisher Pivots for day following 20-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,976 |
12,974 |
| PP |
12,964 |
12,961 |
| S1 |
12,952 |
12,947 |
|