| 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 |
2,197.0 |
2,193.0 |
-4.0 |
-0.2% |
2,290.0 |
| High |
2,205.0 |
2,222.0 |
17.0 |
0.8% |
2,290.0 |
| Low |
2,149.0 |
2,170.0 |
21.0 |
1.0% |
2,195.0 |
| Close |
2,179.0 |
2,208.0 |
29.0 |
1.3% |
2,200.0 |
| Range |
56.0 |
52.0 |
-4.0 |
-7.1% |
95.0 |
| ATR |
56.1 |
55.8 |
-0.3 |
-0.5% |
0.0 |
| Volume |
49,581 |
5,401 |
-44,180 |
-89.1% |
2,545 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,356.0 |
2,334.0 |
2,236.6 |
|
| R3 |
2,304.0 |
2,282.0 |
2,222.3 |
|
| R2 |
2,252.0 |
2,252.0 |
2,217.5 |
|
| R1 |
2,230.0 |
2,230.0 |
2,212.8 |
2,241.0 |
| PP |
2,200.0 |
2,200.0 |
2,200.0 |
2,205.5 |
| S1 |
2,178.0 |
2,178.0 |
2,203.2 |
2,189.0 |
| S2 |
2,148.0 |
2,148.0 |
2,198.5 |
|
| S3 |
2,096.0 |
2,126.0 |
2,193.7 |
|
| S4 |
2,044.0 |
2,074.0 |
2,179.4 |
|
|
| 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 |
2,248.0 |
2,147.0 |
101.0 |
4.6% |
62.6 |
2.8% |
60% |
False |
False |
12,299 |
| 10 |
2,290.0 |
2,147.0 |
143.0 |
6.5% |
59.2 |
2.7% |
43% |
False |
False |
6,502 |
| 20 |
2,297.0 |
2,147.0 |
150.0 |
6.8% |
55.9 |
2.5% |
41% |
False |
False |
3,903 |
| 40 |
2,541.0 |
2,147.0 |
394.0 |
17.8% |
49.8 |
2.3% |
15% |
False |
False |
4,045 |
| 60 |
2,541.0 |
2,147.0 |
394.0 |
17.8% |
43.3 |
2.0% |
15% |
False |
False |
3,341 |
| 80 |
2,541.0 |
2,147.0 |
394.0 |
17.8% |
35.9 |
1.6% |
15% |
False |
False |
2,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,443.0 |
|
2.618 |
2,358.1 |
|
1.618 |
2,306.1 |
|
1.000 |
2,274.0 |
|
0.618 |
2,254.1 |
|
HIGH |
2,222.0 |
|
0.618 |
2,202.1 |
|
0.500 |
2,196.0 |
|
0.382 |
2,189.9 |
|
LOW |
2,170.0 |
|
0.618 |
2,137.9 |
|
1.000 |
2,118.0 |
|
1.618 |
2,085.9 |
|
2.618 |
2,033.9 |
|
4.250 |
1,949.0 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,204.0 |
2,203.2 |
| PP |
2,200.0 |
2,198.3 |
| S1 |
2,196.0 |
2,193.5 |
|