| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,210.0 |
2,199.0 |
-11.0 |
-0.5% |
2,292.0 |
| High |
2,216.0 |
2,233.0 |
17.0 |
0.8% |
2,306.0 |
| Low |
2,158.0 |
2,178.0 |
20.0 |
0.9% |
2,202.0 |
| Close |
2,188.0 |
2,214.0 |
26.0 |
1.2% |
2,210.0 |
| Range |
58.0 |
55.0 |
-3.0 |
-5.2% |
104.0 |
| ATR |
61.1 |
60.7 |
-0.4 |
-0.7% |
0.0 |
| Volume |
1,676,845 |
1,370,592 |
-306,253 |
-18.3% |
4,990,526 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,373.3 |
2,348.7 |
2,244.3 |
|
| R3 |
2,318.3 |
2,293.7 |
2,229.1 |
|
| R2 |
2,263.3 |
2,263.3 |
2,224.1 |
|
| R1 |
2,238.7 |
2,238.7 |
2,219.0 |
2,251.0 |
| PP |
2,208.3 |
2,208.3 |
2,208.3 |
2,214.5 |
| S1 |
2,183.7 |
2,183.7 |
2,209.0 |
2,196.0 |
| S2 |
2,153.3 |
2,153.3 |
2,203.9 |
|
| S3 |
2,098.3 |
2,128.7 |
2,198.9 |
|
| S4 |
2,043.3 |
2,073.7 |
2,183.8 |
|
|
| 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 |
2,259.0 |
2,147.0 |
112.0 |
5.1% |
67.2 |
3.0% |
60% |
False |
False |
1,415,872 |
| 10 |
2,306.0 |
2,147.0 |
159.0 |
7.2% |
64.2 |
2.9% |
42% |
False |
False |
1,314,563 |
| 20 |
2,308.0 |
2,147.0 |
161.0 |
7.3% |
62.2 |
2.8% |
42% |
False |
False |
1,382,388 |
| 40 |
2,550.0 |
2,147.0 |
403.0 |
18.2% |
55.3 |
2.5% |
17% |
False |
False |
1,284,745 |
| 60 |
2,550.0 |
2,147.0 |
403.0 |
18.2% |
49.6 |
2.2% |
17% |
False |
False |
884,499 |
| 80 |
2,550.0 |
2,147.0 |
403.0 |
18.2% |
45.5 |
2.1% |
17% |
False |
False |
663,586 |
| 100 |
2,550.0 |
2,109.0 |
441.0 |
19.9% |
45.5 |
2.1% |
24% |
False |
False |
530,971 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
24.9% |
48.0 |
2.2% |
39% |
False |
False |
444,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,466.8 |
|
2.618 |
2,377.0 |
|
1.618 |
2,322.0 |
|
1.000 |
2,288.0 |
|
0.618 |
2,267.0 |
|
HIGH |
2,233.0 |
|
0.618 |
2,212.0 |
|
0.500 |
2,205.5 |
|
0.382 |
2,199.0 |
|
LOW |
2,178.0 |
|
0.618 |
2,144.0 |
|
1.000 |
2,123.0 |
|
1.618 |
2,089.0 |
|
2.618 |
2,034.0 |
|
4.250 |
1,944.3 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,211.2 |
2,210.5 |
| PP |
2,208.3 |
2,207.0 |
| S1 |
2,205.5 |
2,203.5 |
|