| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,148.0 |
2,233.0 |
85.0 |
4.0% |
2,290.0 |
| High |
2,243.0 |
2,238.0 |
-5.0 |
-0.2% |
2,290.0 |
| Low |
2,147.0 |
2,182.0 |
35.0 |
1.6% |
2,195.0 |
| Close |
2,236.0 |
2,188.0 |
-48.0 |
-2.1% |
2,200.0 |
| Range |
96.0 |
56.0 |
-40.0 |
-41.7% |
95.0 |
| ATR |
56.1 |
56.1 |
0.0 |
0.0% |
0.0 |
| Volume |
3,887 |
1,454 |
-2,433 |
-62.6% |
2,545 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,370.7 |
2,335.3 |
2,218.8 |
|
| R3 |
2,314.7 |
2,279.3 |
2,203.4 |
|
| R2 |
2,258.7 |
2,258.7 |
2,198.3 |
|
| R1 |
2,223.3 |
2,223.3 |
2,193.1 |
2,213.0 |
| PP |
2,202.7 |
2,202.7 |
2,202.7 |
2,197.5 |
| S1 |
2,167.3 |
2,167.3 |
2,182.9 |
2,157.0 |
| S2 |
2,146.7 |
2,146.7 |
2,177.7 |
|
| S3 |
2,090.7 |
2,111.3 |
2,172.6 |
|
| S4 |
2,034.7 |
2,055.3 |
2,157.2 |
|
|
| 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 |
2,285.0 |
2,147.0 |
138.0 |
6.3% |
64.8 |
3.0% |
30% |
False |
False |
1,495 |
| 10 |
2,290.0 |
2,147.0 |
143.0 |
6.5% |
57.2 |
2.6% |
29% |
False |
False |
1,128 |
| 20 |
2,300.0 |
2,147.0 |
153.0 |
7.0% |
56.5 |
2.6% |
27% |
False |
False |
1,331 |
| 40 |
2,541.0 |
2,147.0 |
394.0 |
18.0% |
48.2 |
2.2% |
10% |
False |
False |
2,948 |
| 60 |
2,541.0 |
2,147.0 |
394.0 |
18.0% |
41.8 |
1.9% |
10% |
False |
False |
2,425 |
| 80 |
2,541.0 |
2,147.0 |
394.0 |
18.0% |
35.8 |
1.6% |
10% |
False |
False |
1,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,476.0 |
|
2.618 |
2,384.6 |
|
1.618 |
2,328.6 |
|
1.000 |
2,294.0 |
|
0.618 |
2,272.6 |
|
HIGH |
2,238.0 |
|
0.618 |
2,216.6 |
|
0.500 |
2,210.0 |
|
0.382 |
2,203.4 |
|
LOW |
2,182.0 |
|
0.618 |
2,147.4 |
|
1.000 |
2,126.0 |
|
1.618 |
2,091.4 |
|
2.618 |
2,035.4 |
|
4.250 |
1,944.0 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,210.0 |
2,197.5 |
| PP |
2,202.7 |
2,194.3 |
| S1 |
2,195.3 |
2,191.2 |
|