| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1,391.25 |
1,380.50 |
-10.75 |
-0.8% |
1,394.75 |
| High |
1,395.75 |
1,385.00 |
-10.75 |
-0.8% |
1,405.00 |
| Low |
1,378.25 |
1,355.50 |
-22.75 |
-1.7% |
1,355.50 |
| Close |
1,379.50 |
1,356.00 |
-23.50 |
-1.7% |
1,356.00 |
| Range |
17.50 |
29.50 |
12.00 |
68.6% |
49.50 |
| ATR |
16.22 |
17.17 |
0.95 |
5.8% |
0.00 |
| Volume |
1,400 |
2,760 |
1,360 |
97.1% |
9,234 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,454.00 |
1,434.50 |
1,372.25 |
|
| R3 |
1,424.50 |
1,405.00 |
1,364.00 |
|
| R2 |
1,395.00 |
1,395.00 |
1,361.50 |
|
| R1 |
1,375.50 |
1,375.50 |
1,358.75 |
1,370.50 |
| PP |
1,365.50 |
1,365.50 |
1,365.50 |
1,363.00 |
| S1 |
1,346.00 |
1,346.00 |
1,353.25 |
1,341.00 |
| S2 |
1,336.00 |
1,336.00 |
1,350.50 |
|
| S3 |
1,306.50 |
1,316.50 |
1,348.00 |
|
| S4 |
1,277.00 |
1,287.00 |
1,339.75 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,520.75 |
1,487.75 |
1,383.25 |
|
| R3 |
1,471.25 |
1,438.25 |
1,369.50 |
|
| R2 |
1,421.75 |
1,421.75 |
1,365.00 |
|
| R1 |
1,388.75 |
1,388.75 |
1,360.50 |
1,380.50 |
| PP |
1,372.25 |
1,372.25 |
1,372.25 |
1,368.00 |
| S1 |
1,339.25 |
1,339.25 |
1,351.50 |
1,331.00 |
| S2 |
1,322.75 |
1,322.75 |
1,347.00 |
|
| S3 |
1,273.25 |
1,289.75 |
1,342.50 |
|
| S4 |
1,223.75 |
1,240.25 |
1,328.75 |
|
|
| 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 |
1,355.50 |
49.50 |
3.7% |
18.50 |
1.4% |
1% |
False |
True |
1,846 |
| 10 |
1,405.00 |
1,348.00 |
57.00 |
4.2% |
17.00 |
1.3% |
14% |
False |
False |
2,175 |
| 20 |
1,405.00 |
1,346.25 |
58.75 |
4.3% |
17.50 |
1.3% |
17% |
False |
False |
1,631 |
| 40 |
1,413.50 |
1,346.25 |
67.25 |
5.0% |
15.75 |
1.2% |
14% |
False |
False |
1,445 |
| 60 |
1,413.50 |
1,323.50 |
90.00 |
6.6% |
14.00 |
1.0% |
36% |
False |
False |
973 |
| 80 |
1,413.50 |
1,265.00 |
148.50 |
11.0% |
12.50 |
0.9% |
61% |
False |
False |
734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,510.50 |
|
2.618 |
1,462.25 |
|
1.618 |
1,432.75 |
|
1.000 |
1,414.50 |
|
0.618 |
1,403.25 |
|
HIGH |
1,385.00 |
|
0.618 |
1,373.75 |
|
0.500 |
1,370.25 |
|
0.382 |
1,366.75 |
|
LOW |
1,355.50 |
|
0.618 |
1,337.25 |
|
1.000 |
1,326.00 |
|
1.618 |
1,307.75 |
|
2.618 |
1,278.25 |
|
4.250 |
1,230.00 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,370.25 |
1,376.50 |
| PP |
1,365.50 |
1,369.50 |
| S1 |
1,360.75 |
1,362.75 |
|