| Trading Metrics calculated at close of trading on 01-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1,663.0 |
1,666.1 |
3.1 |
0.2% |
1,642.8 |
| High |
1,667.0 |
1,672.3 |
5.3 |
0.3% |
1,668.4 |
| Low |
1,645.1 |
1,657.5 |
12.4 |
0.8% |
1,623.6 |
| Close |
1,664.2 |
1,662.4 |
-1.8 |
-0.1% |
1,664.8 |
| Range |
21.9 |
14.8 |
-7.1 |
-32.4% |
44.8 |
| ATR |
23.3 |
22.7 |
-0.6 |
-2.6% |
0.0 |
| Volume |
109,200 |
99,219 |
-9,981 |
-9.1% |
587,327 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,708.5 |
1,700.2 |
1,670.5 |
|
| R3 |
1,693.7 |
1,685.4 |
1,666.5 |
|
| R2 |
1,678.9 |
1,678.9 |
1,665.1 |
|
| R1 |
1,670.6 |
1,670.6 |
1,663.8 |
1,667.4 |
| PP |
1,664.1 |
1,664.1 |
1,664.1 |
1,662.4 |
| S1 |
1,655.8 |
1,655.8 |
1,661.0 |
1,652.6 |
| S2 |
1,649.3 |
1,649.3 |
1,659.7 |
|
| S3 |
1,634.5 |
1,641.0 |
1,658.3 |
|
| S4 |
1,619.7 |
1,626.2 |
1,654.3 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,786.7 |
1,770.5 |
1,689.4 |
|
| R3 |
1,741.9 |
1,725.7 |
1,677.1 |
|
| R2 |
1,697.1 |
1,697.1 |
1,673.0 |
|
| R1 |
1,680.9 |
1,680.9 |
1,668.9 |
1,689.0 |
| PP |
1,652.3 |
1,652.3 |
1,652.3 |
1,656.3 |
| S1 |
1,636.1 |
1,636.1 |
1,660.7 |
1,644.2 |
| S2 |
1,607.5 |
1,607.5 |
1,656.6 |
|
| S3 |
1,562.7 |
1,591.3 |
1,652.5 |
|
| S4 |
1,517.9 |
1,546.5 |
1,640.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,672.3 |
1,625.0 |
47.3 |
2.8% |
19.2 |
1.2% |
79% |
True |
False |
115,621 |
| 10 |
1,672.3 |
1,623.6 |
48.7 |
2.9% |
18.3 |
1.1% |
80% |
True |
False |
112,921 |
| 20 |
1,682.7 |
1,613.0 |
69.7 |
4.2% |
21.6 |
1.3% |
71% |
False |
False |
120,311 |
| 40 |
1,720.0 |
1,613.0 |
107.0 |
6.4% |
24.4 |
1.5% |
46% |
False |
False |
81,467 |
| 60 |
1,795.1 |
1,613.0 |
182.1 |
11.0% |
25.6 |
1.5% |
27% |
False |
False |
56,652 |
| 80 |
1,795.1 |
1,611.9 |
183.2 |
11.0% |
25.1 |
1.5% |
28% |
False |
False |
44,007 |
| 100 |
1,795.1 |
1,528.6 |
266.5 |
16.0% |
26.5 |
1.6% |
50% |
False |
False |
35,702 |
| 120 |
1,808.5 |
1,528.6 |
279.9 |
16.8% |
27.2 |
1.6% |
48% |
False |
False |
30,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,735.2 |
|
2.618 |
1,711.0 |
|
1.618 |
1,696.2 |
|
1.000 |
1,687.1 |
|
0.618 |
1,681.4 |
|
HIGH |
1,672.3 |
|
0.618 |
1,666.6 |
|
0.500 |
1,664.9 |
|
0.382 |
1,663.2 |
|
LOW |
1,657.5 |
|
0.618 |
1,648.4 |
|
1.000 |
1,642.7 |
|
1.618 |
1,633.6 |
|
2.618 |
1,618.8 |
|
4.250 |
1,594.6 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,664.9 |
1,661.2 |
| PP |
1,664.1 |
1,659.9 |
| S1 |
1,663.2 |
1,658.7 |
|