| 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 |
1,656.3 |
1,638.1 |
-18.2 |
-1.1% |
1,667.1 |
| High |
1,656.4 |
1,649.3 |
-7.1 |
-0.4% |
1,674.3 |
| Low |
1,633.6 |
1,629.8 |
-3.8 |
-0.2% |
1,629.8 |
| Close |
1,637.0 |
1,647.4 |
10.4 |
0.6% |
1,647.4 |
| Range |
22.8 |
19.5 |
-3.3 |
-14.5% |
44.5 |
| ATR |
20.8 |
20.7 |
-0.1 |
-0.4% |
0.0 |
| Volume |
7,011 |
13,643 |
6,632 |
94.6% |
38,649 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,700.7 |
1,693.5 |
1,658.1 |
|
| R3 |
1,681.2 |
1,674.0 |
1,652.8 |
|
| R2 |
1,661.7 |
1,661.7 |
1,651.0 |
|
| R1 |
1,654.5 |
1,654.5 |
1,649.2 |
1,658.1 |
| PP |
1,642.2 |
1,642.2 |
1,642.2 |
1,644.0 |
| S1 |
1,635.0 |
1,635.0 |
1,645.6 |
1,638.6 |
| S2 |
1,622.7 |
1,622.7 |
1,643.8 |
|
| S3 |
1,603.2 |
1,615.5 |
1,642.0 |
|
| S4 |
1,583.7 |
1,596.0 |
1,636.7 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,784.0 |
1,760.2 |
1,671.9 |
|
| R3 |
1,739.5 |
1,715.7 |
1,659.6 |
|
| R2 |
1,695.0 |
1,695.0 |
1,655.6 |
|
| R1 |
1,671.2 |
1,671.2 |
1,651.5 |
1,660.9 |
| PP |
1,650.5 |
1,650.5 |
1,650.5 |
1,645.3 |
| S1 |
1,626.7 |
1,626.7 |
1,643.3 |
1,616.4 |
| S2 |
1,606.0 |
1,606.0 |
1,639.2 |
|
| S3 |
1,561.5 |
1,582.2 |
1,635.2 |
|
| S4 |
1,517.0 |
1,537.7 |
1,622.9 |
|
|
| 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 |
1,629.8 |
44.5 |
2.7% |
17.7 |
1.1% |
40% |
False |
True |
7,729 |
| 10 |
1,674.3 |
1,626.4 |
47.9 |
2.9% |
17.6 |
1.1% |
44% |
False |
False |
6,599 |
| 20 |
1,683.1 |
1,626.4 |
56.7 |
3.4% |
18.2 |
1.1% |
37% |
False |
False |
6,058 |
| 40 |
1,721.7 |
1,616.3 |
105.4 |
6.4% |
21.7 |
1.3% |
30% |
False |
False |
5,332 |
| 60 |
1,797.7 |
1,616.3 |
181.4 |
11.0% |
22.2 |
1.3% |
17% |
False |
False |
4,419 |
| 80 |
1,797.7 |
1,616.3 |
181.4 |
11.0% |
21.8 |
1.3% |
17% |
False |
False |
3,678 |
| 100 |
1,797.7 |
1,537.0 |
260.7 |
15.8% |
22.0 |
1.3% |
42% |
False |
False |
3,057 |
| 120 |
1,804.0 |
1,537.0 |
267.0 |
16.2% |
21.9 |
1.3% |
41% |
False |
False |
2,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,732.2 |
|
2.618 |
1,700.4 |
|
1.618 |
1,680.9 |
|
1.000 |
1,668.8 |
|
0.618 |
1,661.4 |
|
HIGH |
1,649.3 |
|
0.618 |
1,641.9 |
|
0.500 |
1,639.6 |
|
0.382 |
1,637.2 |
|
LOW |
1,629.8 |
|
0.618 |
1,617.7 |
|
1.000 |
1,610.3 |
|
1.618 |
1,598.2 |
|
2.618 |
1,578.7 |
|
4.250 |
1,546.9 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,644.8 |
1,647.1 |
| PP |
1,642.2 |
1,646.7 |
| S1 |
1,639.6 |
1,646.4 |
|