| Trading Metrics calculated at close of trading on 03-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,718.00 |
2,728.00 |
10.00 |
0.4% |
2,671.00 |
| High |
2,732.00 |
2,738.25 |
6.25 |
0.2% |
2,746.00 |
| Low |
2,702.50 |
2,692.00 |
-10.50 |
-0.4% |
2,624.75 |
| Close |
2,727.50 |
2,692.00 |
-35.50 |
-1.3% |
2,736.75 |
| Range |
29.50 |
46.25 |
16.75 |
56.8% |
121.25 |
| ATR |
40.82 |
41.20 |
0.39 |
1.0% |
0.00 |
| Volume |
219,158 |
273,142 |
53,984 |
24.6% |
1,342,712 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,846.25 |
2,815.25 |
2,717.50 |
|
| R3 |
2,800.00 |
2,769.00 |
2,704.75 |
|
| R2 |
2,753.75 |
2,753.75 |
2,700.50 |
|
| R1 |
2,722.75 |
2,722.75 |
2,696.25 |
2,715.00 |
| PP |
2,707.50 |
2,707.50 |
2,707.50 |
2,703.50 |
| S1 |
2,676.50 |
2,676.50 |
2,687.75 |
2,669.00 |
| S2 |
2,661.25 |
2,661.25 |
2,683.50 |
|
| S3 |
2,615.00 |
2,630.25 |
2,679.25 |
|
| S4 |
2,568.75 |
2,584.00 |
2,666.50 |
|
|
| 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 |
2,692.00 |
61.00 |
2.3% |
36.75 |
1.4% |
0% |
False |
True |
216,773 |
| 10 |
2,753.00 |
2,624.75 |
128.25 |
4.8% |
42.00 |
1.6% |
52% |
False |
False |
250,715 |
| 20 |
2,760.75 |
2,624.75 |
136.00 |
5.1% |
44.50 |
1.6% |
49% |
False |
False |
278,769 |
| 40 |
2,791.50 |
2,599.25 |
192.25 |
7.1% |
38.25 |
1.4% |
48% |
False |
False |
257,449 |
| 60 |
2,791.50 |
2,516.25 |
275.25 |
10.2% |
34.75 |
1.3% |
64% |
False |
False |
172,295 |
| 80 |
2,791.50 |
2,350.00 |
441.50 |
16.4% |
31.00 |
1.1% |
77% |
False |
False |
129,228 |
| 100 |
2,791.50 |
2,206.50 |
585.00 |
21.7% |
28.25 |
1.0% |
83% |
False |
False |
103,384 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
23.7% |
25.75 |
1.0% |
84% |
False |
False |
86,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,934.75 |
|
2.618 |
2,859.25 |
|
1.618 |
2,813.00 |
|
1.000 |
2,784.50 |
|
0.618 |
2,766.75 |
|
HIGH |
2,738.25 |
|
0.618 |
2,720.50 |
|
0.500 |
2,715.00 |
|
0.382 |
2,709.75 |
|
LOW |
2,692.00 |
|
0.618 |
2,663.50 |
|
1.000 |
2,645.75 |
|
1.618 |
2,617.25 |
|
2.618 |
2,571.00 |
|
4.250 |
2,495.50 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,715.00 |
2,722.50 |
| PP |
2,707.50 |
2,712.25 |
| S1 |
2,699.75 |
2,702.25 |
|