| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,292.0 |
2,281.0 |
-11.0 |
-0.5% |
2,237.0 |
| High |
2,306.0 |
2,299.0 |
-7.0 |
-0.3% |
2,302.0 |
| Low |
2,254.0 |
2,228.0 |
-26.0 |
-1.2% |
2,177.0 |
| Close |
2,269.0 |
2,254.0 |
-15.0 |
-0.7% |
2,289.0 |
| Range |
52.0 |
71.0 |
19.0 |
36.5% |
125.0 |
| ATR |
57.1 |
58.1 |
1.0 |
1.7% |
0.0 |
| Volume |
959,218 |
1,279,664 |
320,446 |
33.4% |
6,450,632 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,473.3 |
2,434.7 |
2,293.1 |
|
| R3 |
2,402.3 |
2,363.7 |
2,273.5 |
|
| R2 |
2,331.3 |
2,331.3 |
2,267.0 |
|
| R1 |
2,292.7 |
2,292.7 |
2,260.5 |
2,276.5 |
| PP |
2,260.3 |
2,260.3 |
2,260.3 |
2,252.3 |
| S1 |
2,221.7 |
2,221.7 |
2,247.5 |
2,205.5 |
| S2 |
2,189.3 |
2,189.3 |
2,241.0 |
|
| S3 |
2,118.3 |
2,150.7 |
2,234.5 |
|
| S4 |
2,047.3 |
2,079.7 |
2,215.0 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,631.0 |
2,585.0 |
2,357.8 |
|
| R3 |
2,506.0 |
2,460.0 |
2,323.4 |
|
| R2 |
2,381.0 |
2,381.0 |
2,311.9 |
|
| R1 |
2,335.0 |
2,335.0 |
2,300.5 |
2,358.0 |
| PP |
2,256.0 |
2,256.0 |
2,256.0 |
2,267.5 |
| S1 |
2,210.0 |
2,210.0 |
2,277.5 |
2,233.0 |
| S2 |
2,131.0 |
2,131.0 |
2,266.1 |
|
| S3 |
2,006.0 |
2,085.0 |
2,254.6 |
|
| S4 |
1,881.0 |
1,960.0 |
2,220.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,306.0 |
2,220.0 |
86.0 |
3.8% |
62.8 |
2.8% |
40% |
False |
False |
1,204,553 |
| 10 |
2,306.0 |
2,177.0 |
129.0 |
5.7% |
60.8 |
2.7% |
60% |
False |
False |
1,377,922 |
| 20 |
2,445.0 |
2,177.0 |
268.0 |
11.9% |
61.3 |
2.7% |
29% |
False |
False |
1,363,112 |
| 40 |
2,550.0 |
2,177.0 |
373.0 |
16.5% |
52.4 |
2.3% |
21% |
False |
False |
1,106,665 |
| 60 |
2,550.0 |
2,177.0 |
373.0 |
16.5% |
45.9 |
2.0% |
21% |
False |
False |
744,035 |
| 80 |
2,550.0 |
2,177.0 |
373.0 |
16.5% |
44.3 |
2.0% |
21% |
False |
False |
558,221 |
| 100 |
2,550.0 |
2,109.0 |
441.0 |
19.6% |
45.5 |
2.0% |
33% |
False |
False |
448,236 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
24.4% |
47.3 |
2.1% |
46% |
False |
False |
374,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,600.8 |
|
2.618 |
2,484.9 |
|
1.618 |
2,413.9 |
|
1.000 |
2,370.0 |
|
0.618 |
2,342.9 |
|
HIGH |
2,299.0 |
|
0.618 |
2,271.9 |
|
0.500 |
2,263.5 |
|
0.382 |
2,255.1 |
|
LOW |
2,228.0 |
|
0.618 |
2,184.1 |
|
1.000 |
2,157.0 |
|
1.618 |
2,113.1 |
|
2.618 |
2,042.1 |
|
4.250 |
1,926.3 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,263.5 |
2,264.5 |
| PP |
2,260.3 |
2,261.0 |
| S1 |
2,257.2 |
2,257.5 |
|