| Trading Metrics calculated at close of trading on 01-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1,394.75 |
1,389.00 |
-5.75 |
-0.4% |
1,367.00 |
| High |
1,395.75 |
1,405.00 |
9.25 |
0.7% |
1,396.25 |
| Low |
1,383.50 |
1,385.00 |
1.50 |
0.1% |
1,348.00 |
| Close |
1,387.25 |
1,394.00 |
6.75 |
0.5% |
1,392.00 |
| Range |
12.25 |
20.00 |
7.75 |
63.3% |
48.25 |
| ATR |
16.02 |
16.30 |
0.28 |
1.8% |
0.00 |
| Volume |
2,317 |
1,366 |
-951 |
-41.0% |
12,524 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,454.75 |
1,444.25 |
1,405.00 |
|
| R3 |
1,434.75 |
1,424.25 |
1,399.50 |
|
| R2 |
1,414.75 |
1,414.75 |
1,397.75 |
|
| R1 |
1,404.25 |
1,404.25 |
1,395.75 |
1,409.50 |
| PP |
1,394.75 |
1,394.75 |
1,394.75 |
1,397.25 |
| S1 |
1,384.25 |
1,384.25 |
1,392.25 |
1,389.50 |
| S2 |
1,374.75 |
1,374.75 |
1,390.25 |
|
| S3 |
1,354.75 |
1,364.25 |
1,388.50 |
|
| S4 |
1,334.75 |
1,344.25 |
1,383.00 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,523.50 |
1,506.00 |
1,418.50 |
|
| R3 |
1,475.25 |
1,457.75 |
1,405.25 |
|
| R2 |
1,427.00 |
1,427.00 |
1,400.75 |
|
| R1 |
1,409.50 |
1,409.50 |
1,396.50 |
1,418.25 |
| PP |
1,378.75 |
1,378.75 |
1,378.75 |
1,383.00 |
| S1 |
1,361.25 |
1,361.25 |
1,387.50 |
1,370.00 |
| S2 |
1,330.50 |
1,330.50 |
1,383.25 |
|
| S3 |
1,282.25 |
1,313.00 |
1,378.75 |
|
| S4 |
1,234.00 |
1,264.75 |
1,365.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,405.00 |
1,364.50 |
40.50 |
2.9% |
16.25 |
1.2% |
73% |
True |
False |
2,556 |
| 10 |
1,405.00 |
1,348.00 |
57.00 |
4.1% |
15.25 |
1.1% |
81% |
True |
False |
2,019 |
| 20 |
1,405.00 |
1,346.25 |
58.75 |
4.2% |
17.25 |
1.2% |
81% |
True |
False |
1,517 |
| 40 |
1,413.50 |
1,332.25 |
81.25 |
5.8% |
15.00 |
1.1% |
76% |
False |
False |
1,309 |
| 60 |
1,413.50 |
1,323.50 |
90.00 |
6.5% |
13.25 |
0.9% |
78% |
False |
False |
881 |
| 80 |
1,413.50 |
1,264.50 |
149.00 |
10.7% |
11.75 |
0.9% |
87% |
False |
False |
665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,490.00 |
|
2.618 |
1,457.25 |
|
1.618 |
1,437.25 |
|
1.000 |
1,425.00 |
|
0.618 |
1,417.25 |
|
HIGH |
1,405.00 |
|
0.618 |
1,397.25 |
|
0.500 |
1,395.00 |
|
0.382 |
1,392.75 |
|
LOW |
1,385.00 |
|
0.618 |
1,372.75 |
|
1.000 |
1,365.00 |
|
1.618 |
1,352.75 |
|
2.618 |
1,332.75 |
|
4.250 |
1,300.00 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,395.00 |
1,393.75 |
| PP |
1,394.75 |
1,393.25 |
| S1 |
1,394.25 |
1,393.00 |
|