| 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 |
1,605.9 |
1,589.7 |
-16.2 |
-1.0% |
1,663.0 |
| High |
1,607.0 |
1,602.2 |
-4.8 |
-0.3% |
1,672.3 |
| Low |
1,578.5 |
1,585.0 |
6.5 |
0.4% |
1,626.8 |
| Close |
1,594.2 |
1,595.5 |
1.3 |
0.1% |
1,645.2 |
| Range |
28.5 |
17.2 |
-11.3 |
-39.6% |
45.5 |
| ATR |
23.6 |
23.1 |
-0.5 |
-1.9% |
0.0 |
| Volume |
195,289 |
132,226 |
-63,063 |
-32.3% |
612,679 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,645.8 |
1,637.9 |
1,605.0 |
|
| R3 |
1,628.6 |
1,620.7 |
1,600.2 |
|
| R2 |
1,611.4 |
1,611.4 |
1,598.7 |
|
| R1 |
1,603.5 |
1,603.5 |
1,597.1 |
1,607.5 |
| PP |
1,594.2 |
1,594.2 |
1,594.2 |
1,596.2 |
| S1 |
1,586.3 |
1,586.3 |
1,593.9 |
1,590.3 |
| S2 |
1,577.0 |
1,577.0 |
1,592.3 |
|
| S3 |
1,559.8 |
1,569.1 |
1,590.8 |
|
| S4 |
1,542.6 |
1,551.9 |
1,586.0 |
|
|
| 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 |
1,648.0 |
1,578.5 |
69.5 |
4.4% |
24.5 |
1.5% |
24% |
False |
False |
150,966 |
| 10 |
1,672.3 |
1,578.5 |
93.8 |
5.9% |
21.8 |
1.4% |
18% |
False |
False |
132,355 |
| 20 |
1,679.2 |
1,578.5 |
100.7 |
6.3% |
20.8 |
1.3% |
17% |
False |
False |
125,715 |
| 40 |
1,699.6 |
1,578.5 |
121.1 |
7.6% |
22.5 |
1.4% |
14% |
False |
False |
103,115 |
| 60 |
1,795.1 |
1,578.5 |
216.6 |
13.6% |
25.3 |
1.6% |
8% |
False |
False |
73,196 |
| 80 |
1,795.1 |
1,578.5 |
216.6 |
13.6% |
25.2 |
1.6% |
8% |
False |
False |
56,307 |
| 100 |
1,795.1 |
1,528.6 |
266.5 |
16.7% |
25.0 |
1.6% |
25% |
False |
False |
45,732 |
| 120 |
1,795.1 |
1,528.6 |
266.5 |
16.7% |
26.9 |
1.7% |
25% |
False |
False |
38,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,675.3 |
|
2.618 |
1,647.2 |
|
1.618 |
1,630.0 |
|
1.000 |
1,619.4 |
|
0.618 |
1,612.8 |
|
HIGH |
1,602.2 |
|
0.618 |
1,595.6 |
|
0.500 |
1,593.6 |
|
0.382 |
1,591.6 |
|
LOW |
1,585.0 |
|
0.618 |
1,574.4 |
|
1.000 |
1,567.8 |
|
1.618 |
1,557.2 |
|
2.618 |
1,540.0 |
|
4.250 |
1,511.9 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,594.9 |
1,609.0 |
| PP |
1,594.2 |
1,604.5 |
| S1 |
1,593.6 |
1,600.0 |
|