| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,155.0 |
2,245.0 |
90.0 |
4.2% |
2,292.0 |
| High |
2,254.0 |
2,249.0 |
-5.0 |
-0.2% |
2,306.0 |
| Low |
2,147.0 |
2,190.0 |
43.0 |
2.0% |
2,202.0 |
| Close |
2,248.0 |
2,219.0 |
-29.0 |
-1.3% |
2,210.0 |
| Range |
107.0 |
59.0 |
-48.0 |
-44.9% |
104.0 |
| ATR |
61.3 |
61.1 |
-0.2 |
-0.3% |
0.0 |
| Volume |
1,166,863 |
1,466,295 |
299,432 |
25.7% |
4,990,526 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,396.3 |
2,366.7 |
2,251.5 |
|
| R3 |
2,337.3 |
2,307.7 |
2,235.2 |
|
| R2 |
2,278.3 |
2,278.3 |
2,229.8 |
|
| R1 |
2,248.7 |
2,248.7 |
2,224.4 |
2,234.0 |
| PP |
2,219.3 |
2,219.3 |
2,219.3 |
2,212.0 |
| S1 |
2,189.7 |
2,189.7 |
2,213.6 |
2,175.0 |
| S2 |
2,160.3 |
2,160.3 |
2,208.2 |
|
| S3 |
2,101.3 |
2,130.7 |
2,202.8 |
|
| S4 |
2,042.3 |
2,071.7 |
2,186.6 |
|
|
| 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 |
2,299.0 |
2,147.0 |
152.0 |
6.8% |
69.6 |
3.1% |
47% |
False |
False |
1,332,893 |
| 10 |
2,306.0 |
2,147.0 |
159.0 |
7.2% |
63.7 |
2.9% |
45% |
False |
False |
1,260,166 |
| 20 |
2,311.0 |
2,147.0 |
164.0 |
7.4% |
63.1 |
2.8% |
44% |
False |
False |
1,375,139 |
| 40 |
2,550.0 |
2,147.0 |
403.0 |
18.2% |
53.8 |
2.4% |
18% |
False |
False |
1,232,719 |
| 60 |
2,550.0 |
2,147.0 |
403.0 |
18.2% |
48.8 |
2.2% |
18% |
False |
False |
833,726 |
| 80 |
2,550.0 |
2,147.0 |
403.0 |
18.2% |
45.5 |
2.0% |
18% |
False |
False |
625,499 |
| 100 |
2,550.0 |
2,109.0 |
441.0 |
19.9% |
45.4 |
2.0% |
25% |
False |
False |
501,264 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
24.8% |
47.8 |
2.2% |
40% |
False |
False |
418,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,499.8 |
|
2.618 |
2,403.5 |
|
1.618 |
2,344.5 |
|
1.000 |
2,308.0 |
|
0.618 |
2,285.5 |
|
HIGH |
2,249.0 |
|
0.618 |
2,226.5 |
|
0.500 |
2,219.5 |
|
0.382 |
2,212.5 |
|
LOW |
2,190.0 |
|
0.618 |
2,153.5 |
|
1.000 |
2,131.0 |
|
1.618 |
2,094.5 |
|
2.618 |
2,035.5 |
|
4.250 |
1,939.3 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,219.5 |
2,213.7 |
| PP |
2,219.3 |
2,208.3 |
| S1 |
2,219.2 |
2,203.0 |
|