| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,610.25 |
2,636.75 |
26.50 |
1.0% |
2,741.00 |
| High |
2,648.25 |
2,641.75 |
-6.50 |
-0.2% |
2,753.00 |
| Low |
2,586.50 |
2,583.25 |
-3.25 |
-0.1% |
2,625.25 |
| Close |
2,636.50 |
2,622.75 |
-13.75 |
-0.5% |
2,625.50 |
| Range |
61.75 |
58.50 |
-3.25 |
-5.3% |
127.75 |
| ATR |
44.93 |
45.90 |
0.97 |
2.2% |
0.00 |
| Volume |
236,785 |
328,108 |
91,323 |
38.6% |
1,191,972 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,791.50 |
2,765.50 |
2,655.00 |
|
| R3 |
2,733.00 |
2,707.00 |
2,638.75 |
|
| R2 |
2,674.50 |
2,674.50 |
2,633.50 |
|
| R1 |
2,648.50 |
2,648.50 |
2,628.00 |
2,632.25 |
| PP |
2,616.00 |
2,616.00 |
2,616.00 |
2,607.75 |
| S1 |
2,590.00 |
2,590.00 |
2,617.50 |
2,573.75 |
| S2 |
2,557.50 |
2,557.50 |
2,612.00 |
|
| S3 |
2,499.00 |
2,531.50 |
2,606.75 |
|
| S4 |
2,440.50 |
2,473.00 |
2,590.50 |
|
|
| 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 |
2,738.25 |
2,583.25 |
155.00 |
5.9% |
54.25 |
2.1% |
25% |
False |
True |
275,459 |
| 10 |
2,753.00 |
2,583.25 |
169.75 |
6.5% |
48.75 |
1.9% |
23% |
False |
True |
251,537 |
| 20 |
2,753.00 |
2,583.25 |
169.75 |
6.5% |
47.75 |
1.8% |
23% |
False |
True |
282,911 |
| 40 |
2,791.50 |
2,583.25 |
208.25 |
7.9% |
41.25 |
1.6% |
19% |
False |
True |
263,749 |
| 60 |
2,791.50 |
2,539.50 |
252.00 |
9.6% |
37.00 |
1.4% |
33% |
False |
False |
187,044 |
| 80 |
2,791.50 |
2,350.00 |
441.50 |
16.8% |
32.75 |
1.3% |
62% |
False |
False |
140,290 |
| 100 |
2,791.50 |
2,206.50 |
585.00 |
22.3% |
30.00 |
1.1% |
71% |
False |
False |
112,234 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
24.3% |
27.25 |
1.0% |
74% |
False |
False |
93,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,890.50 |
|
2.618 |
2,795.00 |
|
1.618 |
2,736.50 |
|
1.000 |
2,700.25 |
|
0.618 |
2,678.00 |
|
HIGH |
2,641.75 |
|
0.618 |
2,619.50 |
|
0.500 |
2,612.50 |
|
0.382 |
2,605.50 |
|
LOW |
2,583.25 |
|
0.618 |
2,547.00 |
|
1.000 |
2,524.75 |
|
1.618 |
2,488.50 |
|
2.618 |
2,430.00 |
|
4.250 |
2,334.50 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,619.25 |
2,642.00 |
| PP |
2,616.00 |
2,635.50 |
| S1 |
2,612.50 |
2,629.00 |
|