| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,245.0 |
2,210.0 |
-35.0 |
-1.6% |
2,292.0 |
| High |
2,249.0 |
2,216.0 |
-33.0 |
-1.5% |
2,306.0 |
| Low |
2,190.0 |
2,158.0 |
-32.0 |
-1.5% |
2,202.0 |
| Close |
2,219.0 |
2,188.0 |
-31.0 |
-1.4% |
2,210.0 |
| Range |
59.0 |
58.0 |
-1.0 |
-1.7% |
104.0 |
| ATR |
61.1 |
61.1 |
0.0 |
0.0% |
0.0 |
| Volume |
1,466,295 |
1,676,845 |
210,550 |
14.4% |
4,990,526 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,361.3 |
2,332.7 |
2,219.9 |
|
| R3 |
2,303.3 |
2,274.7 |
2,204.0 |
|
| R2 |
2,245.3 |
2,245.3 |
2,198.6 |
|
| R1 |
2,216.7 |
2,216.7 |
2,193.3 |
2,202.0 |
| PP |
2,187.3 |
2,187.3 |
2,187.3 |
2,180.0 |
| S1 |
2,158.7 |
2,158.7 |
2,182.7 |
2,144.0 |
| S2 |
2,129.3 |
2,129.3 |
2,177.4 |
|
| S3 |
2,071.3 |
2,100.7 |
2,172.1 |
|
| S4 |
2,013.3 |
2,042.7 |
2,156.1 |
|
|
| 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 |
2,281.0 |
2,147.0 |
134.0 |
6.1% |
67.0 |
3.1% |
31% |
False |
False |
1,412,329 |
| 10 |
2,306.0 |
2,147.0 |
159.0 |
7.3% |
64.9 |
3.0% |
26% |
False |
False |
1,308,441 |
| 20 |
2,308.0 |
2,147.0 |
161.0 |
7.4% |
62.0 |
2.8% |
25% |
False |
False |
1,383,775 |
| 40 |
2,550.0 |
2,147.0 |
403.0 |
18.4% |
54.5 |
2.5% |
10% |
False |
False |
1,267,659 |
| 60 |
2,550.0 |
2,147.0 |
403.0 |
18.4% |
49.1 |
2.2% |
10% |
False |
False |
861,660 |
| 80 |
2,550.0 |
2,147.0 |
403.0 |
18.4% |
45.4 |
2.1% |
10% |
False |
False |
646,457 |
| 100 |
2,550.0 |
2,109.0 |
441.0 |
20.2% |
45.5 |
2.1% |
18% |
False |
False |
517,506 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
25.2% |
47.9 |
2.2% |
34% |
False |
False |
432,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,462.5 |
|
2.618 |
2,367.8 |
|
1.618 |
2,309.8 |
|
1.000 |
2,274.0 |
|
0.618 |
2,251.8 |
|
HIGH |
2,216.0 |
|
0.618 |
2,193.8 |
|
0.500 |
2,187.0 |
|
0.382 |
2,180.2 |
|
LOW |
2,158.0 |
|
0.618 |
2,122.2 |
|
1.000 |
2,100.0 |
|
1.618 |
2,064.2 |
|
2.618 |
2,006.2 |
|
4.250 |
1,911.5 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,187.7 |
2,200.5 |
| PP |
2,187.3 |
2,196.3 |
| S1 |
2,187.0 |
2,192.2 |
|