| 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 |
1,608.0 |
1,592.5 |
-15.5 |
-1.0% |
1,667.1 |
| High |
1,609.0 |
1,604.4 |
-4.6 |
-0.3% |
1,674.3 |
| Low |
1,580.8 |
1,588.6 |
7.8 |
0.5% |
1,629.8 |
| Close |
1,596.5 |
1,597.8 |
1.3 |
0.1% |
1,647.4 |
| Range |
28.2 |
15.8 |
-12.4 |
-44.0% |
44.5 |
| ATR |
22.2 |
21.8 |
-0.5 |
-2.1% |
0.0 |
| Volume |
16,914 |
15,674 |
-1,240 |
-7.3% |
38,649 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,644.3 |
1,636.9 |
1,606.5 |
|
| R3 |
1,628.5 |
1,621.1 |
1,602.1 |
|
| R2 |
1,612.7 |
1,612.7 |
1,600.7 |
|
| R1 |
1,605.3 |
1,605.3 |
1,599.2 |
1,609.0 |
| PP |
1,596.9 |
1,596.9 |
1,596.9 |
1,598.8 |
| S1 |
1,589.5 |
1,589.5 |
1,596.4 |
1,593.2 |
| S2 |
1,581.1 |
1,581.1 |
1,594.9 |
|
| S3 |
1,565.3 |
1,573.7 |
1,593.5 |
|
| S4 |
1,549.5 |
1,557.9 |
1,589.1 |
|
|
| 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 |
1,649.3 |
1,580.8 |
68.5 |
4.3% |
23.4 |
1.5% |
25% |
False |
False |
13,578 |
| 10 |
1,674.3 |
1,580.8 |
93.5 |
5.9% |
20.2 |
1.3% |
18% |
False |
False |
9,807 |
| 20 |
1,681.3 |
1,580.8 |
100.5 |
6.3% |
19.1 |
1.2% |
17% |
False |
False |
7,008 |
| 40 |
1,700.9 |
1,580.8 |
120.1 |
7.5% |
20.5 |
1.3% |
14% |
False |
False |
6,143 |
| 60 |
1,797.7 |
1,580.8 |
216.9 |
13.6% |
22.7 |
1.4% |
8% |
False |
False |
5,190 |
| 80 |
1,797.7 |
1,580.8 |
216.9 |
13.6% |
22.1 |
1.4% |
8% |
False |
False |
4,297 |
| 100 |
1,797.7 |
1,537.0 |
260.7 |
16.3% |
21.1 |
1.3% |
23% |
False |
False |
3,571 |
| 120 |
1,797.7 |
1,537.0 |
260.7 |
16.3% |
22.0 |
1.4% |
23% |
False |
False |
3,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,671.6 |
|
2.618 |
1,645.8 |
|
1.618 |
1,630.0 |
|
1.000 |
1,620.2 |
|
0.618 |
1,614.2 |
|
HIGH |
1,604.4 |
|
0.618 |
1,598.4 |
|
0.500 |
1,596.5 |
|
0.382 |
1,594.6 |
|
LOW |
1,588.6 |
|
0.618 |
1,578.8 |
|
1.000 |
1,572.8 |
|
1.618 |
1,563.0 |
|
2.618 |
1,547.2 |
|
4.250 |
1,521.5 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,597.4 |
1,611.1 |
| PP |
1,596.9 |
1,606.6 |
| S1 |
1,596.5 |
1,602.2 |
|