| 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 |
2,233.0 |
2,197.0 |
-36.0 |
-1.6% |
2,290.0 |
| High |
2,238.0 |
2,205.0 |
-33.0 |
-1.5% |
2,290.0 |
| Low |
2,182.0 |
2,149.0 |
-33.0 |
-1.5% |
2,195.0 |
| Close |
2,188.0 |
2,179.0 |
-9.0 |
-0.4% |
2,200.0 |
| Range |
56.0 |
56.0 |
0.0 |
0.0% |
95.0 |
| ATR |
56.1 |
56.1 |
0.0 |
0.0% |
0.0 |
| Volume |
1,454 |
49,581 |
48,127 |
3,310.0% |
2,545 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,345.7 |
2,318.3 |
2,209.8 |
|
| R3 |
2,289.7 |
2,262.3 |
2,194.4 |
|
| R2 |
2,233.7 |
2,233.7 |
2,189.3 |
|
| R1 |
2,206.3 |
2,206.3 |
2,184.1 |
2,192.0 |
| PP |
2,177.7 |
2,177.7 |
2,177.7 |
2,170.5 |
| S1 |
2,150.3 |
2,150.3 |
2,173.9 |
2,136.0 |
| S2 |
2,121.7 |
2,121.7 |
2,168.7 |
|
| S3 |
2,065.7 |
2,094.3 |
2,163.6 |
|
| S4 |
2,009.7 |
2,038.3 |
2,148.2 |
|
|
| 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 |
2,271.0 |
2,147.0 |
124.0 |
5.7% |
63.0 |
2.9% |
26% |
False |
False |
11,315 |
| 10 |
2,290.0 |
2,147.0 |
143.0 |
6.6% |
58.6 |
2.7% |
22% |
False |
False |
5,979 |
| 20 |
2,297.0 |
2,147.0 |
150.0 |
6.9% |
55.6 |
2.5% |
21% |
False |
False |
3,774 |
| 40 |
2,541.0 |
2,147.0 |
394.0 |
18.1% |
49.0 |
2.2% |
8% |
False |
False |
3,954 |
| 60 |
2,541.0 |
2,147.0 |
394.0 |
18.1% |
42.6 |
2.0% |
8% |
False |
False |
3,251 |
| 80 |
2,541.0 |
2,147.0 |
394.0 |
18.1% |
35.7 |
1.6% |
8% |
False |
False |
2,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,443.0 |
|
2.618 |
2,351.6 |
|
1.618 |
2,295.6 |
|
1.000 |
2,261.0 |
|
0.618 |
2,239.6 |
|
HIGH |
2,205.0 |
|
0.618 |
2,183.6 |
|
0.500 |
2,177.0 |
|
0.382 |
2,170.4 |
|
LOW |
2,149.0 |
|
0.618 |
2,114.4 |
|
1.000 |
2,093.0 |
|
1.618 |
2,058.4 |
|
2.618 |
2,002.4 |
|
4.250 |
1,911.0 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,178.3 |
2,195.0 |
| PP |
2,177.7 |
2,189.7 |
| S1 |
2,177.0 |
2,184.3 |
|