| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
5,716.0 |
5,770.0 |
54.0 |
0.9% |
5,713.0 |
| High |
5,785.0 |
5,786.5 |
1.5 |
0.0% |
5,754.5 |
| Low |
5,699.0 |
5,700.5 |
1.5 |
0.0% |
5,593.0 |
| Close |
5,769.0 |
5,747.0 |
-22.0 |
-0.4% |
5,746.5 |
| Range |
86.0 |
86.0 |
0.0 |
0.0% |
161.5 |
| ATR |
84.4 |
84.5 |
0.1 |
0.1% |
0.0 |
| Volume |
33,323 |
116,775 |
83,452 |
250.4% |
459,894 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,002.5 |
5,961.0 |
5,794.5 |
|
| R3 |
5,916.5 |
5,875.0 |
5,770.5 |
|
| R2 |
5,830.5 |
5,830.5 |
5,763.0 |
|
| R1 |
5,789.0 |
5,789.0 |
5,755.0 |
5,767.0 |
| PP |
5,744.5 |
5,744.5 |
5,744.5 |
5,733.5 |
| S1 |
5,703.0 |
5,703.0 |
5,739.0 |
5,681.0 |
| S2 |
5,658.5 |
5,658.5 |
5,731.0 |
|
| S3 |
5,572.5 |
5,617.0 |
5,723.5 |
|
| S4 |
5,486.5 |
5,531.0 |
5,699.5 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,182.5 |
6,126.0 |
5,835.5 |
|
| R3 |
6,021.0 |
5,964.5 |
5,791.0 |
|
| R2 |
5,859.5 |
5,859.5 |
5,776.0 |
|
| R1 |
5,803.0 |
5,803.0 |
5,761.5 |
5,831.0 |
| PP |
5,698.0 |
5,698.0 |
5,698.0 |
5,712.0 |
| S1 |
5,641.5 |
5,641.5 |
5,731.5 |
5,670.0 |
| S2 |
5,536.5 |
5,536.5 |
5,717.0 |
|
| S3 |
5,375.0 |
5,480.0 |
5,702.0 |
|
| S4 |
5,213.5 |
5,318.5 |
5,657.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,786.5 |
5,655.0 |
131.5 |
2.3% |
82.0 |
1.4% |
70% |
True |
False |
86,605 |
| 10 |
5,786.5 |
5,593.0 |
193.5 |
3.4% |
79.0 |
1.4% |
80% |
True |
False |
94,846 |
| 20 |
5,849.0 |
5,490.0 |
359.0 |
6.2% |
92.5 |
1.6% |
72% |
False |
False |
106,218 |
| 40 |
5,948.5 |
5,490.0 |
458.5 |
8.0% |
84.0 |
1.5% |
56% |
False |
False |
99,304 |
| 60 |
5,948.5 |
5,490.0 |
458.5 |
8.0% |
69.5 |
1.2% |
56% |
False |
False |
66,339 |
| 80 |
5,948.5 |
5,490.0 |
458.5 |
8.0% |
60.5 |
1.0% |
56% |
False |
False |
49,761 |
| 100 |
5,948.5 |
5,277.5 |
671.0 |
11.7% |
50.0 |
0.9% |
70% |
False |
False |
39,826 |
| 120 |
5,948.5 |
5,070.5 |
878.0 |
15.3% |
43.5 |
0.8% |
77% |
False |
False |
33,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,152.0 |
|
2.618 |
6,011.5 |
|
1.618 |
5,925.5 |
|
1.000 |
5,872.5 |
|
0.618 |
5,839.5 |
|
HIGH |
5,786.5 |
|
0.618 |
5,753.5 |
|
0.500 |
5,743.5 |
|
0.382 |
5,733.5 |
|
LOW |
5,700.5 |
|
0.618 |
5,647.5 |
|
1.000 |
5,614.5 |
|
1.618 |
5,561.5 |
|
2.618 |
5,475.5 |
|
4.250 |
5,335.0 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
5,746.0 |
5,744.0 |
| PP |
5,744.5 |
5,741.0 |
| S1 |
5,743.5 |
5,738.0 |
|