| 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 |
6,824.0 |
6,830.0 |
6.0 |
0.1% |
6,710.5 |
| High |
6,856.0 |
6,885.0 |
29.0 |
0.4% |
6,834.5 |
| Low |
6,754.5 |
6,668.5 |
-86.0 |
-1.3% |
6,505.0 |
| Close |
6,788.5 |
6,753.5 |
-35.0 |
-0.5% |
6,811.0 |
| Range |
101.5 |
216.5 |
115.0 |
113.3% |
329.5 |
| ATR |
144.9 |
150.0 |
5.1 |
3.5% |
0.0 |
| Volume |
108,271 |
155,703 |
47,432 |
43.8% |
773,705 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,418.5 |
7,302.5 |
6,872.6 |
|
| R3 |
7,202.0 |
7,086.0 |
6,813.0 |
|
| R2 |
6,985.5 |
6,985.5 |
6,793.2 |
|
| R1 |
6,869.5 |
6,869.5 |
6,773.3 |
6,819.3 |
| PP |
6,769.0 |
6,769.0 |
6,769.0 |
6,743.9 |
| S1 |
6,653.0 |
6,653.0 |
6,733.7 |
6,602.8 |
| S2 |
6,552.5 |
6,552.5 |
6,713.8 |
|
| S3 |
6,336.0 |
6,436.5 |
6,694.0 |
|
| S4 |
6,119.5 |
6,220.0 |
6,634.4 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,705.3 |
7,587.7 |
6,992.2 |
|
| R3 |
7,375.8 |
7,258.2 |
6,901.6 |
|
| R2 |
7,046.3 |
7,046.3 |
6,871.4 |
|
| R1 |
6,928.7 |
6,928.7 |
6,841.2 |
6,987.5 |
| PP |
6,716.8 |
6,716.8 |
6,716.8 |
6,746.3 |
| S1 |
6,599.2 |
6,599.2 |
6,780.8 |
6,658.0 |
| S2 |
6,387.3 |
6,387.3 |
6,750.6 |
|
| S3 |
6,057.8 |
6,269.7 |
6,720.4 |
|
| S4 |
5,728.3 |
5,940.2 |
6,629.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,885.0 |
6,602.0 |
283.0 |
4.2% |
156.0 |
2.3% |
54% |
True |
False |
142,169 |
| 10 |
6,885.0 |
6,505.0 |
380.0 |
5.6% |
148.3 |
2.2% |
65% |
True |
False |
152,198 |
| 20 |
7,103.5 |
6,505.0 |
598.5 |
8.9% |
158.8 |
2.4% |
42% |
False |
False |
159,064 |
| 40 |
7,211.0 |
6,505.0 |
706.0 |
10.5% |
137.1 |
2.0% |
35% |
False |
False |
126,401 |
| 60 |
7,211.0 |
6,505.0 |
706.0 |
10.5% |
123.7 |
1.8% |
35% |
False |
False |
84,537 |
| 80 |
7,211.0 |
6,014.0 |
1,197.0 |
17.7% |
117.1 |
1.7% |
62% |
False |
False |
63,500 |
| 100 |
7,211.0 |
5,641.5 |
1,569.5 |
23.2% |
119.8 |
1.8% |
71% |
False |
False |
51,279 |
| 120 |
7,211.0 |
5,409.0 |
1,802.0 |
26.7% |
124.1 |
1.8% |
75% |
False |
False |
42,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,805.1 |
|
2.618 |
7,451.8 |
|
1.618 |
7,235.3 |
|
1.000 |
7,101.5 |
|
0.618 |
7,018.8 |
|
HIGH |
6,885.0 |
|
0.618 |
6,802.3 |
|
0.500 |
6,776.8 |
|
0.382 |
6,751.2 |
|
LOW |
6,668.5 |
|
0.618 |
6,534.7 |
|
1.000 |
6,452.0 |
|
1.618 |
6,318.2 |
|
2.618 |
6,101.7 |
|
4.250 |
5,748.4 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,776.8 |
6,769.5 |
| PP |
6,769.0 |
6,764.2 |
| S1 |
6,761.3 |
6,758.8 |
|