| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1,666.1 |
1,663.0 |
-3.1 |
-0.2% |
1,642.8 |
| High |
1,672.3 |
1,663.9 |
-8.4 |
-0.5% |
1,668.4 |
| Low |
1,657.5 |
1,646.0 |
-11.5 |
-0.7% |
1,623.6 |
| Close |
1,662.4 |
1,654.0 |
-8.4 |
-0.5% |
1,664.8 |
| Range |
14.8 |
17.9 |
3.1 |
20.9% |
44.8 |
| ATR |
22.7 |
22.3 |
-0.3 |
-1.5% |
0.0 |
| Volume |
99,219 |
125,059 |
25,840 |
26.0% |
587,327 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,708.3 |
1,699.1 |
1,663.8 |
|
| R3 |
1,690.4 |
1,681.2 |
1,658.9 |
|
| R2 |
1,672.5 |
1,672.5 |
1,657.3 |
|
| R1 |
1,663.3 |
1,663.3 |
1,655.6 |
1,659.0 |
| PP |
1,654.6 |
1,654.6 |
1,654.6 |
1,652.5 |
| S1 |
1,645.4 |
1,645.4 |
1,652.4 |
1,641.1 |
| S2 |
1,636.7 |
1,636.7 |
1,650.7 |
|
| S3 |
1,618.8 |
1,627.5 |
1,649.1 |
|
| S4 |
1,600.9 |
1,609.6 |
1,644.2 |
|
|
| 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 |
1,642.5 |
29.8 |
1.8% |
18.3 |
1.1% |
39% |
False |
False |
108,919 |
| 10 |
1,672.3 |
1,623.6 |
48.7 |
2.9% |
18.3 |
1.1% |
62% |
False |
False |
115,509 |
| 20 |
1,681.3 |
1,613.0 |
68.3 |
4.1% |
20.4 |
1.2% |
60% |
False |
False |
119,206 |
| 40 |
1,720.0 |
1,613.0 |
107.0 |
6.5% |
23.6 |
1.4% |
38% |
False |
False |
84,419 |
| 60 |
1,795.1 |
1,613.0 |
182.1 |
11.0% |
25.4 |
1.5% |
23% |
False |
False |
58,684 |
| 80 |
1,795.1 |
1,611.9 |
183.2 |
11.1% |
25.1 |
1.5% |
23% |
False |
False |
45,494 |
| 100 |
1,795.1 |
1,528.6 |
266.5 |
16.1% |
26.4 |
1.6% |
47% |
False |
False |
36,932 |
| 120 |
1,802.5 |
1,528.6 |
273.9 |
16.6% |
27.1 |
1.6% |
46% |
False |
False |
31,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,740.0 |
|
2.618 |
1,710.8 |
|
1.618 |
1,692.9 |
|
1.000 |
1,681.8 |
|
0.618 |
1,675.0 |
|
HIGH |
1,663.9 |
|
0.618 |
1,657.1 |
|
0.500 |
1,655.0 |
|
0.382 |
1,652.8 |
|
LOW |
1,646.0 |
|
0.618 |
1,634.9 |
|
1.000 |
1,628.1 |
|
1.618 |
1,617.0 |
|
2.618 |
1,599.1 |
|
4.250 |
1,569.9 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,655.0 |
1,658.7 |
| PP |
1,654.6 |
1,657.1 |
| S1 |
1,654.3 |
1,655.6 |
|