| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,728.00 |
2,695.25 |
-32.75 |
-1.2% |
2,741.00 |
| High |
2,738.25 |
2,700.50 |
-37.75 |
-1.4% |
2,753.00 |
| Low |
2,692.00 |
2,625.25 |
-66.75 |
-2.5% |
2,625.25 |
| Close |
2,692.00 |
2,625.50 |
-66.50 |
-2.5% |
2,625.50 |
| Range |
46.25 |
75.25 |
29.00 |
62.7% |
127.75 |
| ATR |
41.20 |
43.64 |
2.43 |
5.9% |
0.00 |
| Volume |
273,142 |
320,105 |
46,963 |
17.2% |
1,191,972 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,876.25 |
2,826.00 |
2,667.00 |
|
| R3 |
2,801.00 |
2,750.75 |
2,646.25 |
|
| R2 |
2,725.75 |
2,725.75 |
2,639.25 |
|
| R1 |
2,675.50 |
2,675.50 |
2,632.50 |
2,663.00 |
| PP |
2,650.50 |
2,650.50 |
2,650.50 |
2,644.00 |
| S1 |
2,600.25 |
2,600.25 |
2,618.50 |
2,587.75 |
| S2 |
2,575.25 |
2,575.25 |
2,611.75 |
|
| S3 |
2,500.00 |
2,525.00 |
2,604.75 |
|
| S4 |
2,424.75 |
2,449.75 |
2,584.00 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,051.25 |
2,966.00 |
2,695.75 |
|
| R3 |
2,923.50 |
2,838.25 |
2,660.75 |
|
| R2 |
2,795.75 |
2,795.75 |
2,649.00 |
|
| R1 |
2,710.50 |
2,710.50 |
2,637.25 |
2,689.25 |
| PP |
2,668.00 |
2,668.00 |
2,668.00 |
2,657.25 |
| S1 |
2,582.75 |
2,582.75 |
2,613.75 |
2,561.50 |
| S2 |
2,540.25 |
2,540.25 |
2,602.00 |
|
| S3 |
2,412.50 |
2,455.00 |
2,590.25 |
|
| S4 |
2,284.75 |
2,327.25 |
2,555.25 |
|
|
| 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 |
2,625.25 |
127.75 |
4.9% |
44.50 |
1.7% |
0% |
False |
True |
238,394 |
| 10 |
2,753.00 |
2,624.75 |
128.25 |
4.9% |
45.75 |
1.7% |
1% |
False |
False |
253,468 |
| 20 |
2,753.00 |
2,624.75 |
128.25 |
4.9% |
46.25 |
1.8% |
1% |
False |
False |
283,477 |
| 40 |
2,791.50 |
2,624.75 |
166.75 |
6.4% |
39.00 |
1.5% |
0% |
False |
False |
260,957 |
| 60 |
2,791.50 |
2,530.75 |
260.75 |
9.9% |
35.75 |
1.4% |
36% |
False |
False |
177,630 |
| 80 |
2,791.50 |
2,350.00 |
441.50 |
16.8% |
31.75 |
1.2% |
62% |
False |
False |
133,229 |
| 100 |
2,791.50 |
2,206.50 |
585.00 |
22.3% |
29.00 |
1.1% |
72% |
False |
False |
106,585 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
24.3% |
26.50 |
1.0% |
74% |
False |
False |
88,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,020.25 |
|
2.618 |
2,897.50 |
|
1.618 |
2,822.25 |
|
1.000 |
2,775.75 |
|
0.618 |
2,747.00 |
|
HIGH |
2,700.50 |
|
0.618 |
2,671.75 |
|
0.500 |
2,663.00 |
|
0.382 |
2,654.00 |
|
LOW |
2,625.25 |
|
0.618 |
2,578.75 |
|
1.000 |
2,550.00 |
|
1.618 |
2,503.50 |
|
2.618 |
2,428.25 |
|
4.250 |
2,305.50 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,663.00 |
2,681.75 |
| PP |
2,650.50 |
2,663.00 |
| S1 |
2,638.00 |
2,644.25 |
|