| 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 |
1,668.5 |
1,661.9 |
-6.6 |
-0.4% |
1,644.0 |
| High |
1,674.3 |
1,663.0 |
-11.3 |
-0.7% |
1,670.1 |
| Low |
1,662.8 |
1,649.6 |
-13.2 |
-0.8% |
1,626.4 |
| Close |
1,664.7 |
1,656.3 |
-8.4 |
-0.5% |
1,667.2 |
| Range |
11.5 |
13.4 |
1.9 |
16.5% |
43.7 |
| ATR |
21.0 |
20.6 |
-0.4 |
-2.0% |
0.0 |
| Volume |
7,074 |
6,450 |
-624 |
-8.8% |
27,347 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,696.5 |
1,689.8 |
1,663.7 |
|
| R3 |
1,683.1 |
1,676.4 |
1,660.0 |
|
| R2 |
1,669.7 |
1,669.7 |
1,658.8 |
|
| R1 |
1,663.0 |
1,663.0 |
1,657.5 |
1,659.7 |
| PP |
1,656.3 |
1,656.3 |
1,656.3 |
1,654.6 |
| S1 |
1,649.6 |
1,649.6 |
1,655.1 |
1,646.3 |
| S2 |
1,642.9 |
1,642.9 |
1,653.8 |
|
| S3 |
1,629.5 |
1,636.2 |
1,652.6 |
|
| S4 |
1,616.1 |
1,622.8 |
1,648.9 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,785.7 |
1,770.1 |
1,691.2 |
|
| R3 |
1,742.0 |
1,726.4 |
1,679.2 |
|
| R2 |
1,698.3 |
1,698.3 |
1,675.2 |
|
| R1 |
1,682.7 |
1,682.7 |
1,671.2 |
1,690.5 |
| PP |
1,654.6 |
1,654.6 |
1,654.6 |
1,658.5 |
| S1 |
1,639.0 |
1,639.0 |
1,663.2 |
1,646.8 |
| S2 |
1,610.9 |
1,610.9 |
1,659.2 |
|
| S3 |
1,567.2 |
1,595.3 |
1,655.2 |
|
| S4 |
1,523.5 |
1,551.6 |
1,643.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,674.3 |
1,647.4 |
26.9 |
1.6% |
15.7 |
0.9% |
33% |
False |
False |
6,053 |
| 10 |
1,674.3 |
1,626.4 |
47.9 |
2.9% |
16.3 |
1.0% |
62% |
False |
False |
5,164 |
| 20 |
1,683.1 |
1,616.3 |
66.8 |
4.0% |
18.4 |
1.1% |
60% |
False |
False |
5,453 |
| 40 |
1,721.7 |
1,616.3 |
105.4 |
6.4% |
21.4 |
1.3% |
38% |
False |
False |
5,020 |
| 60 |
1,797.7 |
1,616.3 |
181.4 |
11.0% |
22.5 |
1.4% |
22% |
False |
False |
4,111 |
| 80 |
1,797.7 |
1,615.6 |
182.1 |
11.0% |
21.7 |
1.3% |
22% |
False |
False |
3,441 |
| 100 |
1,797.7 |
1,537.0 |
260.7 |
15.7% |
22.1 |
1.3% |
46% |
False |
False |
2,862 |
| 120 |
1,804.0 |
1,537.0 |
267.0 |
16.1% |
21.9 |
1.3% |
45% |
False |
False |
2,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,720.0 |
|
2.618 |
1,698.1 |
|
1.618 |
1,684.7 |
|
1.000 |
1,676.4 |
|
0.618 |
1,671.3 |
|
HIGH |
1,663.0 |
|
0.618 |
1,657.9 |
|
0.500 |
1,656.3 |
|
0.382 |
1,654.7 |
|
LOW |
1,649.6 |
|
0.618 |
1,641.3 |
|
1.000 |
1,636.2 |
|
1.618 |
1,627.9 |
|
2.618 |
1,614.5 |
|
4.250 |
1,592.7 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,656.3 |
1,661.1 |
| PP |
1,656.3 |
1,659.5 |
| S1 |
1,656.3 |
1,657.9 |
|