| Trading Metrics calculated at close of trading on 03-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1,394.00 |
1,391.25 |
-2.75 |
-0.2% |
1,367.00 |
| High |
1,397.25 |
1,395.75 |
-1.50 |
-0.1% |
1,396.25 |
| Low |
1,383.50 |
1,378.25 |
-5.25 |
-0.4% |
1,348.00 |
| Close |
1,391.00 |
1,379.50 |
-11.50 |
-0.8% |
1,392.00 |
| Range |
13.75 |
17.50 |
3.75 |
27.3% |
48.25 |
| ATR |
16.12 |
16.22 |
0.10 |
0.6% |
0.00 |
| Volume |
1,391 |
1,400 |
9 |
0.6% |
12,524 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,437.00 |
1,425.75 |
1,389.00 |
|
| R3 |
1,419.50 |
1,408.25 |
1,384.25 |
|
| R2 |
1,402.00 |
1,402.00 |
1,382.75 |
|
| R1 |
1,390.75 |
1,390.75 |
1,381.00 |
1,387.50 |
| PP |
1,384.50 |
1,384.50 |
1,384.50 |
1,383.00 |
| S1 |
1,373.25 |
1,373.25 |
1,378.00 |
1,370.00 |
| S2 |
1,367.00 |
1,367.00 |
1,376.25 |
|
| S3 |
1,349.50 |
1,355.75 |
1,374.75 |
|
| S4 |
1,332.00 |
1,338.25 |
1,370.00 |
|
|
| 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 |
1,378.25 |
26.75 |
1.9% |
15.75 |
1.1% |
5% |
False |
True |
1,636 |
| 10 |
1,405.00 |
1,348.00 |
57.00 |
4.1% |
15.25 |
1.1% |
55% |
False |
False |
2,030 |
| 20 |
1,405.00 |
1,346.25 |
58.75 |
4.3% |
17.25 |
1.2% |
57% |
False |
False |
1,555 |
| 40 |
1,413.50 |
1,346.25 |
67.25 |
4.9% |
15.25 |
1.1% |
49% |
False |
False |
1,377 |
| 60 |
1,413.50 |
1,323.50 |
90.00 |
6.5% |
13.50 |
1.0% |
62% |
False |
False |
927 |
| 80 |
1,413.50 |
1,265.00 |
148.50 |
10.8% |
12.25 |
0.9% |
77% |
False |
False |
700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,470.00 |
|
2.618 |
1,441.50 |
|
1.618 |
1,424.00 |
|
1.000 |
1,413.25 |
|
0.618 |
1,406.50 |
|
HIGH |
1,395.75 |
|
0.618 |
1,389.00 |
|
0.500 |
1,387.00 |
|
0.382 |
1,385.00 |
|
LOW |
1,378.25 |
|
0.618 |
1,367.50 |
|
1.000 |
1,360.75 |
|
1.618 |
1,350.00 |
|
2.618 |
1,332.50 |
|
4.250 |
1,304.00 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,387.00 |
1,391.50 |
| PP |
1,384.50 |
1,387.50 |
| S1 |
1,382.00 |
1,383.50 |
|