| 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 |
6,510.0 |
6,503.5 |
-6.5 |
-0.1% |
6,824.0 |
| High |
6,511.5 |
6,554.5 |
43.0 |
0.7% |
6,885.0 |
| Low |
6,377.5 |
6,442.0 |
64.5 |
1.0% |
6,538.0 |
| Close |
6,481.0 |
6,513.0 |
32.0 |
0.5% |
6,565.0 |
| Range |
134.0 |
112.5 |
-21.5 |
-16.0% |
347.0 |
| ATR |
155.1 |
152.1 |
-3.0 |
-2.0% |
0.0 |
| Volume |
207,885 |
163,144 |
-44,741 |
-21.5% |
570,296 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,840.7 |
6,789.3 |
6,574.9 |
|
| R3 |
6,728.2 |
6,676.8 |
6,543.9 |
|
| R2 |
6,615.7 |
6,615.7 |
6,533.6 |
|
| R1 |
6,564.3 |
6,564.3 |
6,523.3 |
6,590.0 |
| PP |
6,503.2 |
6,503.2 |
6,503.2 |
6,516.0 |
| S1 |
6,451.8 |
6,451.8 |
6,502.7 |
6,477.5 |
| S2 |
6,390.7 |
6,390.7 |
6,492.4 |
|
| S3 |
6,278.2 |
6,339.3 |
6,482.1 |
|
| S4 |
6,165.7 |
6,226.8 |
6,451.1 |
|
|
| 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 |
6,691.5 |
6,370.0 |
321.5 |
4.9% |
158.9 |
2.4% |
44% |
False |
False |
167,833 |
| 10 |
6,885.0 |
6,370.0 |
515.0 |
7.9% |
158.2 |
2.4% |
28% |
False |
False |
153,981 |
| 20 |
6,885.0 |
6,370.0 |
515.0 |
7.9% |
154.6 |
2.4% |
28% |
False |
False |
158,091 |
| 40 |
7,211.0 |
6,370.0 |
841.0 |
12.9% |
141.5 |
2.2% |
17% |
False |
False |
148,968 |
| 60 |
7,211.0 |
6,370.0 |
841.0 |
12.9% |
131.1 |
2.0% |
17% |
False |
False |
100,918 |
| 80 |
7,211.0 |
6,294.0 |
917.0 |
14.1% |
120.9 |
1.9% |
24% |
False |
False |
75,790 |
| 100 |
7,211.0 |
5,641.5 |
1,569.5 |
24.1% |
119.1 |
1.8% |
56% |
False |
False |
60,716 |
| 120 |
7,211.0 |
5,409.0 |
1,802.0 |
27.7% |
125.1 |
1.9% |
61% |
False |
False |
50,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,032.6 |
|
2.618 |
6,849.0 |
|
1.618 |
6,736.5 |
|
1.000 |
6,667.0 |
|
0.618 |
6,624.0 |
|
HIGH |
6,554.5 |
|
0.618 |
6,511.5 |
|
0.500 |
6,498.3 |
|
0.382 |
6,485.0 |
|
LOW |
6,442.0 |
|
0.618 |
6,372.5 |
|
1.000 |
6,329.5 |
|
1.618 |
6,260.0 |
|
2.618 |
6,147.5 |
|
4.250 |
5,963.9 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,508.1 |
6,501.9 |
| PP |
6,503.2 |
6,490.8 |
| S1 |
6,498.3 |
6,479.8 |
|