| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1,654.0 |
1,636.4 |
-17.6 |
-1.1% |
1,663.0 |
| High |
1,654.3 |
1,648.0 |
-6.3 |
-0.4% |
1,672.3 |
| Low |
1,631.3 |
1,626.8 |
-4.5 |
-0.3% |
1,626.8 |
| Close |
1,634.8 |
1,645.2 |
10.4 |
0.6% |
1,645.2 |
| Range |
23.0 |
21.2 |
-1.8 |
-7.8% |
45.5 |
| ATR |
22.4 |
22.3 |
-0.1 |
-0.4% |
0.0 |
| Volume |
141,413 |
137,788 |
-3,625 |
-2.6% |
612,679 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,703.6 |
1,695.6 |
1,656.9 |
|
| R3 |
1,682.4 |
1,674.4 |
1,651.0 |
|
| R2 |
1,661.2 |
1,661.2 |
1,649.1 |
|
| R1 |
1,653.2 |
1,653.2 |
1,647.1 |
1,657.2 |
| PP |
1,640.0 |
1,640.0 |
1,640.0 |
1,642.0 |
| S1 |
1,632.0 |
1,632.0 |
1,643.3 |
1,636.0 |
| S2 |
1,618.8 |
1,618.8 |
1,641.3 |
|
| S3 |
1,597.6 |
1,610.8 |
1,639.4 |
|
| S4 |
1,576.4 |
1,589.6 |
1,633.5 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,784.6 |
1,760.4 |
1,670.2 |
|
| R3 |
1,739.1 |
1,714.9 |
1,657.7 |
|
| R2 |
1,693.6 |
1,693.6 |
1,653.5 |
|
| R1 |
1,669.4 |
1,669.4 |
1,649.4 |
1,658.8 |
| PP |
1,648.1 |
1,648.1 |
1,648.1 |
1,642.8 |
| S1 |
1,623.9 |
1,623.9 |
1,641.0 |
1,613.3 |
| S2 |
1,602.6 |
1,602.6 |
1,636.9 |
|
| S3 |
1,557.1 |
1,578.4 |
1,632.7 |
|
| S4 |
1,511.6 |
1,532.9 |
1,620.2 |
|
|
| 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 |
1,626.8 |
45.5 |
2.8% |
19.8 |
1.2% |
40% |
False |
True |
122,535 |
| 10 |
1,672.3 |
1,623.6 |
48.7 |
3.0% |
19.4 |
1.2% |
44% |
False |
False |
120,000 |
| 20 |
1,681.3 |
1,623.6 |
57.7 |
3.5% |
20.1 |
1.2% |
37% |
False |
False |
118,489 |
| 40 |
1,720.0 |
1,613.0 |
107.0 |
6.5% |
23.8 |
1.4% |
30% |
False |
False |
90,226 |
| 60 |
1,795.1 |
1,613.0 |
182.1 |
11.1% |
25.1 |
1.5% |
18% |
False |
False |
63,165 |
| 80 |
1,795.1 |
1,613.0 |
182.1 |
11.1% |
25.1 |
1.5% |
18% |
False |
False |
48,892 |
| 100 |
1,795.1 |
1,528.6 |
266.5 |
16.2% |
26.2 |
1.6% |
44% |
False |
False |
39,675 |
| 120 |
1,802.3 |
1,528.6 |
273.7 |
16.6% |
27.0 |
1.6% |
43% |
False |
False |
33,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,738.1 |
|
2.618 |
1,703.5 |
|
1.618 |
1,682.3 |
|
1.000 |
1,669.2 |
|
0.618 |
1,661.1 |
|
HIGH |
1,648.0 |
|
0.618 |
1,639.9 |
|
0.500 |
1,637.4 |
|
0.382 |
1,634.9 |
|
LOW |
1,626.8 |
|
0.618 |
1,613.7 |
|
1.000 |
1,605.6 |
|
1.618 |
1,592.5 |
|
2.618 |
1,571.3 |
|
4.250 |
1,536.7 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,642.6 |
1,645.4 |
| PP |
1,640.0 |
1,645.3 |
| S1 |
1,637.4 |
1,645.3 |
|