| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1,636.4 |
1,641.6 |
5.2 |
0.3% |
1,663.0 |
| High |
1,648.0 |
1,644.0 |
-4.0 |
-0.2% |
1,672.3 |
| Low |
1,626.8 |
1,632.2 |
5.4 |
0.3% |
1,626.8 |
| Close |
1,645.2 |
1,639.1 |
-6.1 |
-0.4% |
1,645.2 |
| Range |
21.2 |
11.8 |
-9.4 |
-44.3% |
45.5 |
| ATR |
22.3 |
21.6 |
-0.7 |
-3.0% |
0.0 |
| Volume |
137,788 |
88,034 |
-49,754 |
-36.1% |
612,679 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,673.8 |
1,668.3 |
1,645.6 |
|
| R3 |
1,662.0 |
1,656.5 |
1,642.3 |
|
| R2 |
1,650.2 |
1,650.2 |
1,641.3 |
|
| R1 |
1,644.7 |
1,644.7 |
1,640.2 |
1,641.6 |
| PP |
1,638.4 |
1,638.4 |
1,638.4 |
1,636.9 |
| S1 |
1,632.9 |
1,632.9 |
1,638.0 |
1,629.8 |
| S2 |
1,626.6 |
1,626.6 |
1,636.9 |
|
| S3 |
1,614.8 |
1,621.1 |
1,635.9 |
|
| S4 |
1,603.0 |
1,609.3 |
1,632.6 |
|
|
| 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% |
17.7 |
1.1% |
27% |
False |
False |
118,302 |
| 10 |
1,672.3 |
1,625.0 |
47.3 |
2.9% |
18.6 |
1.1% |
30% |
False |
False |
117,040 |
| 20 |
1,681.3 |
1,623.6 |
57.7 |
3.5% |
20.0 |
1.2% |
27% |
False |
False |
118,897 |
| 40 |
1,720.0 |
1,613.0 |
107.0 |
6.5% |
23.2 |
1.4% |
24% |
False |
False |
91,749 |
| 60 |
1,795.1 |
1,613.0 |
182.1 |
11.1% |
24.9 |
1.5% |
14% |
False |
False |
64,554 |
| 80 |
1,795.1 |
1,613.0 |
182.1 |
11.1% |
25.1 |
1.5% |
14% |
False |
False |
49,919 |
| 100 |
1,795.1 |
1,528.6 |
266.5 |
16.3% |
25.7 |
1.6% |
41% |
False |
False |
40,542 |
| 120 |
1,802.3 |
1,528.6 |
273.7 |
16.7% |
26.7 |
1.6% |
40% |
False |
False |
34,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,694.2 |
|
2.618 |
1,674.9 |
|
1.618 |
1,663.1 |
|
1.000 |
1,655.8 |
|
0.618 |
1,651.3 |
|
HIGH |
1,644.0 |
|
0.618 |
1,639.5 |
|
0.500 |
1,638.1 |
|
0.382 |
1,636.7 |
|
LOW |
1,632.2 |
|
0.618 |
1,624.9 |
|
1.000 |
1,620.4 |
|
1.618 |
1,613.1 |
|
2.618 |
1,601.3 |
|
4.250 |
1,582.1 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,638.8 |
1,640.6 |
| PP |
1,638.4 |
1,640.1 |
| S1 |
1,638.1 |
1,639.6 |
|