| 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 |
1,657.3 |
1,640.0 |
-17.3 |
-1.0% |
1,667.1 |
| High |
1,657.3 |
1,649.8 |
-7.5 |
-0.5% |
1,674.4 |
| Low |
1,636.0 |
1,638.0 |
2.0 |
0.1% |
1,636.0 |
| Close |
1,639.0 |
1,649.4 |
10.4 |
0.6% |
1,649.4 |
| Range |
21.3 |
11.8 |
-9.5 |
-44.6% |
38.4 |
| ATR |
19.2 |
18.7 |
-0.5 |
-2.8% |
0.0 |
| Volume |
1,217 |
1,388 |
171 |
14.1% |
7,020 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,681.1 |
1,677.1 |
1,655.9 |
|
| R3 |
1,669.3 |
1,665.3 |
1,652.6 |
|
| R2 |
1,657.5 |
1,657.5 |
1,651.6 |
|
| R1 |
1,653.5 |
1,653.5 |
1,650.5 |
1,655.5 |
| PP |
1,645.7 |
1,645.7 |
1,645.7 |
1,646.8 |
| S1 |
1,641.7 |
1,641.7 |
1,648.3 |
1,643.7 |
| S2 |
1,633.9 |
1,633.9 |
1,647.2 |
|
| S3 |
1,622.1 |
1,629.9 |
1,646.2 |
|
| S4 |
1,610.3 |
1,618.1 |
1,642.9 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,768.5 |
1,747.3 |
1,670.5 |
|
| R3 |
1,730.1 |
1,708.9 |
1,660.0 |
|
| R2 |
1,691.7 |
1,691.7 |
1,656.4 |
|
| R1 |
1,670.5 |
1,670.5 |
1,652.9 |
1,661.9 |
| PP |
1,653.3 |
1,653.3 |
1,653.3 |
1,649.0 |
| S1 |
1,632.1 |
1,632.1 |
1,645.9 |
1,623.5 |
| S2 |
1,614.9 |
1,614.9 |
1,642.4 |
|
| S3 |
1,576.5 |
1,593.7 |
1,638.8 |
|
| S4 |
1,538.1 |
1,555.3 |
1,628.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,674.4 |
1,636.0 |
38.4 |
2.3% |
14.3 |
0.9% |
35% |
False |
False |
1,404 |
| 10 |
1,674.4 |
1,622.0 |
52.4 |
3.2% |
15.5 |
0.9% |
52% |
False |
False |
1,240 |
| 20 |
1,685.3 |
1,622.0 |
63.3 |
3.8% |
16.2 |
1.0% |
43% |
False |
False |
1,134 |
| 40 |
1,719.4 |
1,618.4 |
101.0 |
6.1% |
18.4 |
1.1% |
31% |
False |
False |
830 |
| 60 |
1,799.5 |
1,618.4 |
181.1 |
11.0% |
17.4 |
1.1% |
17% |
False |
False |
766 |
| 80 |
1,799.5 |
1,618.4 |
181.1 |
11.0% |
16.5 |
1.0% |
17% |
False |
False |
672 |
| 100 |
1,799.5 |
1,536.2 |
263.3 |
16.0% |
17.2 |
1.0% |
43% |
False |
False |
618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,700.0 |
|
2.618 |
1,680.7 |
|
1.618 |
1,668.9 |
|
1.000 |
1,661.6 |
|
0.618 |
1,657.1 |
|
HIGH |
1,649.8 |
|
0.618 |
1,645.3 |
|
0.500 |
1,643.9 |
|
0.382 |
1,642.5 |
|
LOW |
1,638.0 |
|
0.618 |
1,630.7 |
|
1.000 |
1,626.2 |
|
1.618 |
1,618.9 |
|
2.618 |
1,607.1 |
|
4.250 |
1,587.9 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,647.6 |
1,650.0 |
| PP |
1,645.7 |
1,649.8 |
| S1 |
1,643.9 |
1,649.6 |
|