| 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 |
2,719.50 |
2,718.00 |
-1.50 |
-0.1% |
2,671.00 |
| High |
2,753.00 |
2,732.00 |
-21.00 |
-0.8% |
2,746.00 |
| Low |
2,710.50 |
2,702.50 |
-8.00 |
-0.3% |
2,624.75 |
| Close |
2,718.50 |
2,727.50 |
9.00 |
0.3% |
2,736.75 |
| Range |
42.50 |
29.50 |
-13.00 |
-30.6% |
121.25 |
| ATR |
41.69 |
40.82 |
-0.87 |
-2.1% |
0.00 |
| Volume |
180,909 |
219,158 |
38,249 |
21.1% |
1,342,712 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,809.25 |
2,797.75 |
2,743.75 |
|
| R3 |
2,779.75 |
2,768.25 |
2,735.50 |
|
| R2 |
2,750.25 |
2,750.25 |
2,733.00 |
|
| R1 |
2,738.75 |
2,738.75 |
2,730.25 |
2,744.50 |
| PP |
2,720.75 |
2,720.75 |
2,720.75 |
2,723.50 |
| S1 |
2,709.25 |
2,709.25 |
2,724.75 |
2,715.00 |
| S2 |
2,691.25 |
2,691.25 |
2,722.00 |
|
| S3 |
2,661.75 |
2,679.75 |
2,719.50 |
|
| S4 |
2,632.25 |
2,650.25 |
2,711.25 |
|
|
| 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 |
2,695.00 |
58.00 |
2.1% |
34.00 |
1.2% |
56% |
False |
False |
203,521 |
| 10 |
2,753.00 |
2,624.75 |
128.25 |
4.7% |
43.75 |
1.6% |
80% |
False |
False |
266,946 |
| 20 |
2,781.00 |
2,624.75 |
156.25 |
5.7% |
45.00 |
1.6% |
66% |
False |
False |
278,793 |
| 40 |
2,791.50 |
2,585.00 |
206.50 |
7.6% |
37.75 |
1.4% |
69% |
False |
False |
251,319 |
| 60 |
2,791.50 |
2,514.25 |
277.25 |
10.2% |
34.25 |
1.3% |
77% |
False |
False |
167,744 |
| 80 |
2,791.50 |
2,341.00 |
450.50 |
16.5% |
30.50 |
1.1% |
86% |
False |
False |
125,814 |
| 100 |
2,791.50 |
2,206.50 |
585.00 |
21.4% |
27.75 |
1.0% |
89% |
False |
False |
100,653 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
23.4% |
25.50 |
0.9% |
90% |
False |
False |
83,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,857.50 |
|
2.618 |
2,809.25 |
|
1.618 |
2,779.75 |
|
1.000 |
2,761.50 |
|
0.618 |
2,750.25 |
|
HIGH |
2,732.00 |
|
0.618 |
2,720.75 |
|
0.500 |
2,717.25 |
|
0.382 |
2,713.75 |
|
LOW |
2,702.50 |
|
0.618 |
2,684.25 |
|
1.000 |
2,673.00 |
|
1.618 |
2,654.75 |
|
2.618 |
2,625.25 |
|
4.250 |
2,577.00 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,724.00 |
2,727.75 |
| PP |
2,720.75 |
2,727.75 |
| S1 |
2,717.25 |
2,727.50 |
|