| Trading Metrics calculated at close of trading on 01-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,741.00 |
2,719.50 |
-21.50 |
-0.8% |
2,671.00 |
| High |
2,744.25 |
2,753.00 |
8.75 |
0.3% |
2,746.00 |
| Low |
2,715.50 |
2,710.50 |
-5.00 |
-0.2% |
2,624.75 |
| Close |
2,719.25 |
2,718.50 |
-0.75 |
0.0% |
2,736.75 |
| Range |
28.75 |
42.50 |
13.75 |
47.8% |
121.25 |
| ATR |
41.62 |
41.69 |
0.06 |
0.2% |
0.00 |
| Volume |
198,658 |
180,909 |
-17,749 |
-8.9% |
1,342,712 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,854.75 |
2,829.25 |
2,742.00 |
|
| R3 |
2,812.25 |
2,786.75 |
2,730.25 |
|
| R2 |
2,769.75 |
2,769.75 |
2,726.25 |
|
| R1 |
2,744.25 |
2,744.25 |
2,722.50 |
2,735.75 |
| PP |
2,727.25 |
2,727.25 |
2,727.25 |
2,723.00 |
| S1 |
2,701.75 |
2,701.75 |
2,714.50 |
2,693.25 |
| S2 |
2,684.75 |
2,684.75 |
2,710.75 |
|
| S3 |
2,642.25 |
2,659.25 |
2,706.75 |
|
| S4 |
2,599.75 |
2,616.75 |
2,695.00 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,066.25 |
3,022.75 |
2,803.50 |
|
| R3 |
2,945.00 |
2,901.50 |
2,770.00 |
|
| R2 |
2,823.75 |
2,823.75 |
2,759.00 |
|
| R1 |
2,780.25 |
2,780.25 |
2,747.75 |
2,802.00 |
| PP |
2,702.50 |
2,702.50 |
2,702.50 |
2,713.50 |
| S1 |
2,659.00 |
2,659.00 |
2,725.75 |
2,680.75 |
| S2 |
2,581.25 |
2,581.25 |
2,714.50 |
|
| S3 |
2,460.00 |
2,537.75 |
2,703.50 |
|
| S4 |
2,338.75 |
2,416.50 |
2,670.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,753.00 |
2,632.00 |
121.00 |
4.5% |
43.00 |
1.6% |
71% |
True |
False |
227,616 |
| 10 |
2,753.00 |
2,624.75 |
128.25 |
4.7% |
44.25 |
1.6% |
73% |
True |
False |
273,629 |
| 20 |
2,791.50 |
2,624.75 |
166.75 |
6.1% |
44.75 |
1.6% |
56% |
False |
False |
280,458 |
| 40 |
2,791.50 |
2,569.75 |
221.75 |
8.2% |
38.00 |
1.4% |
67% |
False |
False |
245,942 |
| 60 |
2,791.50 |
2,504.50 |
287.00 |
10.6% |
34.00 |
1.3% |
75% |
False |
False |
164,091 |
| 80 |
2,791.50 |
2,330.25 |
461.25 |
17.0% |
30.25 |
1.1% |
84% |
False |
False |
123,075 |
| 100 |
2,791.50 |
2,206.50 |
585.00 |
21.5% |
27.75 |
1.0% |
88% |
False |
False |
98,461 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
23.5% |
25.25 |
0.9% |
89% |
False |
False |
82,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,933.50 |
|
2.618 |
2,864.25 |
|
1.618 |
2,821.75 |
|
1.000 |
2,795.50 |
|
0.618 |
2,779.25 |
|
HIGH |
2,753.00 |
|
0.618 |
2,736.75 |
|
0.500 |
2,731.75 |
|
0.382 |
2,726.75 |
|
LOW |
2,710.50 |
|
0.618 |
2,684.25 |
|
1.000 |
2,668.00 |
|
1.618 |
2,641.75 |
|
2.618 |
2,599.25 |
|
4.250 |
2,530.00 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,731.75 |
2,731.00 |
| PP |
2,727.25 |
2,726.75 |
| S1 |
2,723.00 |
2,722.50 |
|