| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1,389.00 |
1,394.00 |
5.00 |
0.4% |
1,367.00 |
| High |
1,405.00 |
1,397.25 |
-7.75 |
-0.6% |
1,396.25 |
| Low |
1,385.00 |
1,383.50 |
-1.50 |
-0.1% |
1,348.00 |
| Close |
1,394.00 |
1,391.00 |
-3.00 |
-0.2% |
1,392.00 |
| Range |
20.00 |
13.75 |
-6.25 |
-31.3% |
48.25 |
| ATR |
16.30 |
16.12 |
-0.18 |
-1.1% |
0.00 |
| Volume |
1,366 |
1,391 |
25 |
1.8% |
12,524 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,431.75 |
1,425.25 |
1,398.50 |
|
| R3 |
1,418.00 |
1,411.50 |
1,394.75 |
|
| R2 |
1,404.25 |
1,404.25 |
1,393.50 |
|
| R1 |
1,397.75 |
1,397.75 |
1,392.25 |
1,394.00 |
| PP |
1,390.50 |
1,390.50 |
1,390.50 |
1,388.75 |
| S1 |
1,384.00 |
1,384.00 |
1,389.75 |
1,380.50 |
| S2 |
1,376.75 |
1,376.75 |
1,388.50 |
|
| S3 |
1,363.00 |
1,370.25 |
1,387.25 |
|
| S4 |
1,349.25 |
1,356.50 |
1,383.50 |
|
|
| 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 |
1,375.00 |
30.00 |
2.2% |
15.50 |
1.1% |
53% |
False |
False |
1,874 |
| 10 |
1,405.00 |
1,348.00 |
57.00 |
4.1% |
15.75 |
1.1% |
75% |
False |
False |
2,008 |
| 20 |
1,405.00 |
1,346.25 |
58.75 |
4.2% |
17.00 |
1.2% |
76% |
False |
False |
1,529 |
| 40 |
1,413.50 |
1,345.25 |
68.25 |
4.9% |
15.25 |
1.1% |
67% |
False |
False |
1,343 |
| 60 |
1,413.50 |
1,323.50 |
90.00 |
6.5% |
13.25 |
1.0% |
75% |
False |
False |
904 |
| 80 |
1,413.50 |
1,265.00 |
148.50 |
10.7% |
12.00 |
0.9% |
85% |
False |
False |
682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,455.75 |
|
2.618 |
1,433.25 |
|
1.618 |
1,419.50 |
|
1.000 |
1,411.00 |
|
0.618 |
1,405.75 |
|
HIGH |
1,397.25 |
|
0.618 |
1,392.00 |
|
0.500 |
1,390.50 |
|
0.382 |
1,388.75 |
|
LOW |
1,383.50 |
|
0.618 |
1,375.00 |
|
1.000 |
1,369.75 |
|
1.618 |
1,361.25 |
|
2.618 |
1,347.50 |
|
4.250 |
1,325.00 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,390.75 |
1,394.25 |
| PP |
1,390.50 |
1,393.25 |
| S1 |
1,390.50 |
1,392.00 |
|