| 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 |
6,747.0 |
6,667.0 |
-80.0 |
-1.2% |
6,824.0 |
| High |
6,799.0 |
6,691.5 |
-107.5 |
-1.6% |
6,885.0 |
| Low |
6,652.5 |
6,538.0 |
-114.5 |
-1.7% |
6,538.0 |
| Close |
6,673.0 |
6,565.0 |
-108.0 |
-1.6% |
6,565.0 |
| Range |
146.5 |
153.5 |
7.0 |
4.8% |
347.0 |
| ATR |
149.8 |
150.0 |
0.3 |
0.2% |
0.0 |
| Volume |
146,470 |
159,852 |
13,382 |
9.1% |
570,296 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,058.7 |
6,965.3 |
6,649.4 |
|
| R3 |
6,905.2 |
6,811.8 |
6,607.2 |
|
| R2 |
6,751.7 |
6,751.7 |
6,593.1 |
|
| R1 |
6,658.3 |
6,658.3 |
6,579.1 |
6,628.3 |
| PP |
6,598.2 |
6,598.2 |
6,598.2 |
6,583.1 |
| S1 |
6,504.8 |
6,504.8 |
6,550.9 |
6,474.8 |
| S2 |
6,444.7 |
6,444.7 |
6,536.9 |
|
| S3 |
6,291.2 |
6,351.3 |
6,522.8 |
|
| S4 |
6,137.7 |
6,197.8 |
6,480.6 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,703.7 |
7,481.3 |
6,755.9 |
|
| R3 |
7,356.7 |
7,134.3 |
6,660.4 |
|
| R2 |
7,009.7 |
7,009.7 |
6,628.6 |
|
| R1 |
6,787.3 |
6,787.3 |
6,596.8 |
6,725.0 |
| PP |
6,662.7 |
6,662.7 |
6,662.7 |
6,631.5 |
| S1 |
6,440.3 |
6,440.3 |
6,533.2 |
6,378.0 |
| S2 |
6,315.7 |
6,315.7 |
6,501.4 |
|
| S3 |
5,968.7 |
6,093.3 |
6,469.6 |
|
| S4 |
5,621.7 |
5,746.3 |
6,374.2 |
|
|
| 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 |
6,538.0 |
347.0 |
5.3% |
159.7 |
2.4% |
8% |
False |
True |
144,341 |
| 10 |
6,885.0 |
6,505.0 |
380.0 |
5.8% |
150.7 |
2.3% |
16% |
False |
False |
149,418 |
| 20 |
6,977.5 |
6,505.0 |
472.5 |
7.2% |
156.9 |
2.4% |
13% |
False |
False |
158,826 |
| 40 |
7,211.0 |
6,505.0 |
706.0 |
10.8% |
136.0 |
2.1% |
8% |
False |
False |
133,717 |
| 60 |
7,211.0 |
6,505.0 |
706.0 |
10.8% |
126.1 |
1.9% |
8% |
False |
False |
89,634 |
| 80 |
7,211.0 |
6,096.5 |
1,114.5 |
17.0% |
118.4 |
1.8% |
42% |
False |
False |
67,313 |
| 100 |
7,211.0 |
5,641.5 |
1,569.5 |
23.9% |
118.0 |
1.8% |
59% |
False |
False |
54,283 |
| 120 |
7,211.0 |
5,409.0 |
1,802.0 |
27.4% |
124.1 |
1.9% |
64% |
False |
False |
45,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,343.9 |
|
2.618 |
7,093.4 |
|
1.618 |
6,939.9 |
|
1.000 |
6,845.0 |
|
0.618 |
6,786.4 |
|
HIGH |
6,691.5 |
|
0.618 |
6,632.9 |
|
0.500 |
6,614.8 |
|
0.382 |
6,596.6 |
|
LOW |
6,538.0 |
|
0.618 |
6,443.1 |
|
1.000 |
6,384.5 |
|
1.618 |
6,289.6 |
|
2.618 |
6,136.1 |
|
4.250 |
5,885.6 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,614.8 |
6,711.5 |
| PP |
6,598.2 |
6,662.7 |
| S1 |
6,581.6 |
6,613.8 |
|