| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,636.75 |
2,624.25 |
-12.50 |
-0.5% |
2,741.00 |
| High |
2,641.75 |
2,632.25 |
-9.50 |
-0.4% |
2,753.00 |
| Low |
2,583.25 |
2,584.25 |
1.00 |
0.0% |
2,625.25 |
| Close |
2,622.75 |
2,619.25 |
-3.50 |
-0.1% |
2,625.50 |
| Range |
58.50 |
48.00 |
-10.50 |
-17.9% |
127.75 |
| ATR |
45.90 |
46.05 |
0.15 |
0.3% |
0.00 |
| Volume |
328,108 |
372,354 |
44,246 |
13.5% |
1,191,972 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,756.00 |
2,735.50 |
2,645.75 |
|
| R3 |
2,708.00 |
2,687.50 |
2,632.50 |
|
| R2 |
2,660.00 |
2,660.00 |
2,628.00 |
|
| R1 |
2,639.50 |
2,639.50 |
2,623.75 |
2,625.75 |
| PP |
2,612.00 |
2,612.00 |
2,612.00 |
2,605.00 |
| S1 |
2,591.50 |
2,591.50 |
2,614.75 |
2,577.75 |
| S2 |
2,564.00 |
2,564.00 |
2,610.50 |
|
| S3 |
2,516.00 |
2,543.50 |
2,606.00 |
|
| S4 |
2,468.00 |
2,495.50 |
2,592.75 |
|
|
| 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% |
58.00 |
2.2% |
23% |
False |
False |
306,098 |
| 10 |
2,753.00 |
2,583.25 |
169.75 |
6.5% |
46.00 |
1.8% |
21% |
False |
False |
254,810 |
| 20 |
2,753.00 |
2,583.25 |
169.75 |
6.5% |
48.75 |
1.9% |
21% |
False |
False |
288,026 |
| 40 |
2,791.50 |
2,583.25 |
208.25 |
8.0% |
41.00 |
1.6% |
17% |
False |
False |
264,128 |
| 60 |
2,791.50 |
2,539.50 |
252.00 |
9.6% |
37.50 |
1.4% |
32% |
False |
False |
193,249 |
| 80 |
2,791.50 |
2,377.00 |
414.50 |
15.8% |
33.00 |
1.3% |
58% |
False |
False |
144,943 |
| 100 |
2,791.50 |
2,206.50 |
585.00 |
22.3% |
30.00 |
1.1% |
71% |
False |
False |
115,957 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
24.3% |
27.75 |
1.1% |
73% |
False |
False |
96,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,836.25 |
|
2.618 |
2,758.00 |
|
1.618 |
2,710.00 |
|
1.000 |
2,680.25 |
|
0.618 |
2,662.00 |
|
HIGH |
2,632.25 |
|
0.618 |
2,614.00 |
|
0.500 |
2,608.25 |
|
0.382 |
2,602.50 |
|
LOW |
2,584.25 |
|
0.618 |
2,554.50 |
|
1.000 |
2,536.25 |
|
1.618 |
2,506.50 |
|
2.618 |
2,458.50 |
|
4.250 |
2,380.25 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,615.50 |
2,618.00 |
| PP |
2,612.00 |
2,617.00 |
| S1 |
2,608.25 |
2,615.75 |
|