| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,624.25 |
2,619.25 |
-5.00 |
-0.2% |
2,741.00 |
| High |
2,632.25 |
2,636.50 |
4.25 |
0.2% |
2,753.00 |
| Low |
2,584.25 |
2,601.00 |
16.75 |
0.6% |
2,625.25 |
| Close |
2,619.25 |
2,618.75 |
-0.50 |
0.0% |
2,625.50 |
| Range |
48.00 |
35.50 |
-12.50 |
-26.0% |
127.75 |
| ATR |
46.05 |
45.30 |
-0.75 |
-1.6% |
0.00 |
| Volume |
372,354 |
312,498 |
-59,856 |
-16.1% |
1,191,972 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,725.25 |
2,707.50 |
2,638.25 |
|
| R3 |
2,689.75 |
2,672.00 |
2,628.50 |
|
| R2 |
2,654.25 |
2,654.25 |
2,625.25 |
|
| R1 |
2,636.50 |
2,636.50 |
2,622.00 |
2,627.50 |
| PP |
2,618.75 |
2,618.75 |
2,618.75 |
2,614.25 |
| S1 |
2,601.00 |
2,601.00 |
2,615.50 |
2,592.00 |
| S2 |
2,583.25 |
2,583.25 |
2,612.25 |
|
| S3 |
2,547.75 |
2,565.50 |
2,609.00 |
|
| S4 |
2,512.25 |
2,530.00 |
2,599.25 |
|
|
| 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 |
2,700.50 |
2,583.25 |
117.25 |
4.5% |
55.75 |
2.1% |
30% |
False |
False |
313,970 |
| 10 |
2,753.00 |
2,583.25 |
169.75 |
6.5% |
46.25 |
1.8% |
21% |
False |
False |
265,371 |
| 20 |
2,753.00 |
2,583.25 |
169.75 |
6.5% |
48.75 |
1.9% |
21% |
False |
False |
289,466 |
| 40 |
2,791.50 |
2,583.25 |
208.25 |
8.0% |
41.25 |
1.6% |
17% |
False |
False |
263,404 |
| 60 |
2,791.50 |
2,539.50 |
252.00 |
9.6% |
37.75 |
1.4% |
31% |
False |
False |
198,455 |
| 80 |
2,791.50 |
2,415.00 |
376.50 |
14.4% |
33.25 |
1.3% |
54% |
False |
False |
148,849 |
| 100 |
2,791.50 |
2,206.50 |
585.00 |
22.3% |
30.25 |
1.2% |
70% |
False |
False |
119,082 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
24.4% |
27.75 |
1.1% |
73% |
False |
False |
99,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,787.50 |
|
2.618 |
2,729.50 |
|
1.618 |
2,694.00 |
|
1.000 |
2,672.00 |
|
0.618 |
2,658.50 |
|
HIGH |
2,636.50 |
|
0.618 |
2,623.00 |
|
0.500 |
2,618.75 |
|
0.382 |
2,614.50 |
|
LOW |
2,601.00 |
|
0.618 |
2,579.00 |
|
1.000 |
2,565.50 |
|
1.618 |
2,543.50 |
|
2.618 |
2,508.00 |
|
4.250 |
2,450.00 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,618.75 |
2,616.75 |
| PP |
2,618.75 |
2,614.50 |
| S1 |
2,618.75 |
2,612.50 |
|