| 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 |
2,245.0 |
2,217.0 |
-28.0 |
-1.2% |
2,290.0 |
| High |
2,271.0 |
2,248.0 |
-23.0 |
-1.0% |
2,290.0 |
| Low |
2,217.0 |
2,195.0 |
-22.0 |
-1.0% |
2,195.0 |
| Close |
2,230.0 |
2,200.0 |
-30.0 |
-1.3% |
2,200.0 |
| Range |
54.0 |
53.0 |
-1.0 |
-1.9% |
95.0 |
| ATR |
53.1 |
53.1 |
0.0 |
0.0% |
0.0 |
| Volume |
477 |
1,176 |
699 |
146.5% |
2,545 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,373.3 |
2,339.7 |
2,229.2 |
|
| R3 |
2,320.3 |
2,286.7 |
2,214.6 |
|
| R2 |
2,267.3 |
2,267.3 |
2,209.7 |
|
| R1 |
2,233.7 |
2,233.7 |
2,204.9 |
2,224.0 |
| PP |
2,214.3 |
2,214.3 |
2,214.3 |
2,209.5 |
| S1 |
2,180.7 |
2,180.7 |
2,195.1 |
2,171.0 |
| S2 |
2,161.3 |
2,161.3 |
2,190.3 |
|
| S3 |
2,108.3 |
2,127.7 |
2,185.4 |
|
| S4 |
2,055.3 |
2,074.7 |
2,170.9 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,513.3 |
2,451.7 |
2,252.3 |
|
| R3 |
2,418.3 |
2,356.7 |
2,226.1 |
|
| R2 |
2,323.3 |
2,323.3 |
2,217.4 |
|
| R1 |
2,261.7 |
2,261.7 |
2,208.7 |
2,245.0 |
| PP |
2,228.3 |
2,228.3 |
2,228.3 |
2,220.0 |
| S1 |
2,166.7 |
2,166.7 |
2,191.3 |
2,150.0 |
| S2 |
2,133.3 |
2,133.3 |
2,182.6 |
|
| S3 |
2,038.3 |
2,071.7 |
2,173.9 |
|
| S4 |
1,943.3 |
1,976.7 |
2,147.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,290.0 |
2,195.0 |
95.0 |
4.3% |
57.8 |
2.6% |
5% |
False |
True |
607 |
| 10 |
2,290.0 |
2,170.0 |
120.0 |
5.5% |
51.8 |
2.4% |
25% |
False |
False |
1,643 |
| 20 |
2,370.0 |
2,170.0 |
200.0 |
9.1% |
53.7 |
2.4% |
15% |
False |
False |
1,650 |
| 40 |
2,541.0 |
2,170.0 |
371.0 |
16.9% |
46.5 |
2.1% |
8% |
False |
False |
3,149 |
| 60 |
2,541.0 |
2,170.0 |
371.0 |
16.9% |
40.0 |
1.8% |
8% |
False |
False |
2,337 |
| 80 |
2,541.0 |
2,170.0 |
371.0 |
16.9% |
34.3 |
1.6% |
8% |
False |
False |
1,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,473.3 |
|
2.618 |
2,386.8 |
|
1.618 |
2,333.8 |
|
1.000 |
2,301.0 |
|
0.618 |
2,280.8 |
|
HIGH |
2,248.0 |
|
0.618 |
2,227.8 |
|
0.500 |
2,221.5 |
|
0.382 |
2,215.2 |
|
LOW |
2,195.0 |
|
0.618 |
2,162.2 |
|
1.000 |
2,142.0 |
|
1.618 |
2,109.2 |
|
2.618 |
2,056.2 |
|
4.250 |
1,969.8 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,221.5 |
2,240.0 |
| PP |
2,214.3 |
2,226.7 |
| S1 |
2,207.2 |
2,213.3 |
|