| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,253.0 |
2,230.0 |
-23.0 |
-1.0% |
2,292.0 |
| High |
2,281.0 |
2,259.0 |
-22.0 |
-1.0% |
2,306.0 |
| Low |
2,227.0 |
2,202.0 |
-25.0 |
-1.1% |
2,202.0 |
| Close |
2,230.0 |
2,210.0 |
-20.0 |
-0.9% |
2,210.0 |
| Range |
54.0 |
57.0 |
3.0 |
5.6% |
104.0 |
| ATR |
57.8 |
57.8 |
-0.1 |
-0.1% |
0.0 |
| Volume |
1,352,876 |
1,398,768 |
45,892 |
3.4% |
4,990,526 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,394.7 |
2,359.3 |
2,241.4 |
|
| R3 |
2,337.7 |
2,302.3 |
2,225.7 |
|
| R2 |
2,280.7 |
2,280.7 |
2,220.5 |
|
| R1 |
2,245.3 |
2,245.3 |
2,215.2 |
2,234.5 |
| PP |
2,223.7 |
2,223.7 |
2,223.7 |
2,218.3 |
| S1 |
2,188.3 |
2,188.3 |
2,204.8 |
2,177.5 |
| S2 |
2,166.7 |
2,166.7 |
2,199.6 |
|
| S3 |
2,109.7 |
2,131.3 |
2,194.3 |
|
| S4 |
2,052.7 |
2,074.3 |
2,178.7 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,551.3 |
2,484.7 |
2,267.2 |
|
| R3 |
2,447.3 |
2,380.7 |
2,238.6 |
|
| R2 |
2,343.3 |
2,343.3 |
2,229.1 |
|
| R1 |
2,276.7 |
2,276.7 |
2,219.5 |
2,258.0 |
| PP |
2,239.3 |
2,239.3 |
2,239.3 |
2,230.0 |
| S1 |
2,172.7 |
2,172.7 |
2,200.5 |
2,154.0 |
| S2 |
2,135.3 |
2,135.3 |
2,190.9 |
|
| S3 |
2,031.3 |
2,068.7 |
2,181.4 |
|
| S4 |
1,927.3 |
1,964.7 |
2,152.8 |
|
|
| 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 |
2,202.0 |
104.0 |
4.7% |
62.6 |
2.8% |
8% |
False |
True |
1,260,496 |
| 10 |
2,306.0 |
2,177.0 |
129.0 |
5.8% |
58.1 |
2.6% |
26% |
False |
False |
1,309,939 |
| 20 |
2,382.0 |
2,177.0 |
205.0 |
9.3% |
60.1 |
2.7% |
16% |
False |
False |
1,386,806 |
| 40 |
2,550.0 |
2,177.0 |
373.0 |
16.9% |
51.9 |
2.3% |
9% |
False |
False |
1,172,963 |
| 60 |
2,550.0 |
2,177.0 |
373.0 |
16.9% |
46.8 |
2.1% |
9% |
False |
False |
789,888 |
| 80 |
2,550.0 |
2,177.0 |
373.0 |
16.9% |
44.8 |
2.0% |
9% |
False |
False |
592,590 |
| 100 |
2,550.0 |
2,109.0 |
441.0 |
20.0% |
44.9 |
2.0% |
23% |
False |
False |
475,398 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
24.9% |
47.4 |
2.1% |
38% |
False |
False |
396,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,501.3 |
|
2.618 |
2,408.2 |
|
1.618 |
2,351.2 |
|
1.000 |
2,316.0 |
|
0.618 |
2,294.2 |
|
HIGH |
2,259.0 |
|
0.618 |
2,237.2 |
|
0.500 |
2,230.5 |
|
0.382 |
2,223.8 |
|
LOW |
2,202.0 |
|
0.618 |
2,166.8 |
|
1.000 |
2,145.0 |
|
1.618 |
2,109.8 |
|
2.618 |
2,052.8 |
|
4.250 |
1,959.8 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,230.5 |
2,250.5 |
| PP |
2,223.7 |
2,237.0 |
| S1 |
2,216.8 |
2,223.5 |
|