| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1,641.3 |
1,608.0 |
-33.3 |
-2.0% |
1,667.1 |
| High |
1,641.3 |
1,609.0 |
-32.3 |
-2.0% |
1,674.3 |
| Low |
1,598.0 |
1,580.8 |
-17.2 |
-1.1% |
1,629.8 |
| Close |
1,606.8 |
1,596.5 |
-10.3 |
-0.6% |
1,647.4 |
| Range |
43.3 |
28.2 |
-15.1 |
-34.9% |
44.5 |
| ATR |
21.8 |
22.2 |
0.5 |
2.1% |
0.0 |
| Volume |
12,540 |
16,914 |
4,374 |
34.9% |
38,649 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,680.0 |
1,666.5 |
1,612.0 |
|
| R3 |
1,651.8 |
1,638.3 |
1,604.3 |
|
| R2 |
1,623.6 |
1,623.6 |
1,601.7 |
|
| R1 |
1,610.1 |
1,610.1 |
1,599.1 |
1,602.8 |
| PP |
1,595.4 |
1,595.4 |
1,595.4 |
1,591.8 |
| S1 |
1,581.9 |
1,581.9 |
1,593.9 |
1,574.6 |
| S2 |
1,567.2 |
1,567.2 |
1,591.3 |
|
| S3 |
1,539.0 |
1,553.7 |
1,588.7 |
|
| S4 |
1,510.8 |
1,525.5 |
1,581.0 |
|
|
| 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 |
1,656.4 |
1,580.8 |
75.6 |
4.7% |
24.8 |
1.6% |
21% |
False |
True |
11,846 |
| 10 |
1,674.3 |
1,580.8 |
93.5 |
5.9% |
20.2 |
1.3% |
17% |
False |
True |
8,949 |
| 20 |
1,683.1 |
1,580.8 |
102.3 |
6.4% |
19.7 |
1.2% |
15% |
False |
True |
6,637 |
| 40 |
1,700.9 |
1,580.8 |
120.1 |
7.5% |
21.2 |
1.3% |
13% |
False |
True |
5,902 |
| 60 |
1,797.7 |
1,580.8 |
216.9 |
13.6% |
22.6 |
1.4% |
7% |
False |
True |
4,957 |
| 80 |
1,797.7 |
1,580.8 |
216.9 |
13.6% |
22.3 |
1.4% |
7% |
False |
True |
4,114 |
| 100 |
1,797.7 |
1,537.0 |
260.7 |
16.3% |
21.2 |
1.3% |
23% |
False |
False |
3,420 |
| 120 |
1,797.7 |
1,537.0 |
260.7 |
16.3% |
22.0 |
1.4% |
23% |
False |
False |
2,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,728.9 |
|
2.618 |
1,682.8 |
|
1.618 |
1,654.6 |
|
1.000 |
1,637.2 |
|
0.618 |
1,626.4 |
|
HIGH |
1,609.0 |
|
0.618 |
1,598.2 |
|
0.500 |
1,594.9 |
|
0.382 |
1,591.6 |
|
LOW |
1,580.8 |
|
0.618 |
1,563.4 |
|
1.000 |
1,552.6 |
|
1.618 |
1,535.2 |
|
2.618 |
1,507.0 |
|
4.250 |
1,461.0 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,596.0 |
1,612.8 |
| PP |
1,595.4 |
1,607.3 |
| S1 |
1,594.9 |
1,601.9 |
|