| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1,642.8 |
1,643.3 |
0.5 |
0.0% |
1,667.1 |
| High |
1,645.0 |
1,643.3 |
-1.7 |
-0.1% |
1,674.4 |
| Low |
1,636.8 |
1,601.0 |
-35.8 |
-2.2% |
1,636.0 |
| Close |
1,643.4 |
1,608.7 |
-34.7 |
-2.1% |
1,649.4 |
| Range |
8.2 |
42.3 |
34.1 |
415.9% |
38.4 |
| ATR |
18.3 |
20.0 |
1.7 |
9.4% |
0.0 |
| Volume |
375 |
678 |
303 |
80.8% |
7,020 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,744.6 |
1,718.9 |
1,632.0 |
|
| R3 |
1,702.3 |
1,676.6 |
1,620.3 |
|
| R2 |
1,660.0 |
1,660.0 |
1,616.5 |
|
| R1 |
1,634.3 |
1,634.3 |
1,612.6 |
1,626.0 |
| PP |
1,617.7 |
1,617.7 |
1,617.7 |
1,613.5 |
| S1 |
1,592.0 |
1,592.0 |
1,604.8 |
1,583.7 |
| S2 |
1,575.4 |
1,575.4 |
1,600.9 |
|
| S3 |
1,533.1 |
1,549.7 |
1,597.1 |
|
| S4 |
1,490.8 |
1,507.4 |
1,585.4 |
|
|
| 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 |
1,664.0 |
1,601.0 |
63.0 |
3.9% |
19.0 |
1.2% |
12% |
False |
True |
1,176 |
| 10 |
1,674.4 |
1,601.0 |
73.4 |
4.6% |
18.0 |
1.1% |
10% |
False |
True |
1,032 |
| 20 |
1,685.3 |
1,601.0 |
84.3 |
5.2% |
16.8 |
1.0% |
9% |
False |
True |
1,060 |
| 40 |
1,703.6 |
1,601.0 |
102.6 |
6.4% |
18.6 |
1.2% |
8% |
False |
True |
817 |
| 60 |
1,799.5 |
1,601.0 |
198.5 |
12.3% |
18.0 |
1.1% |
4% |
False |
True |
780 |
| 80 |
1,799.5 |
1,601.0 |
198.5 |
12.3% |
16.8 |
1.0% |
4% |
False |
True |
668 |
| 100 |
1,799.5 |
1,536.2 |
263.3 |
16.4% |
16.9 |
1.1% |
28% |
False |
False |
627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,823.1 |
|
2.618 |
1,754.0 |
|
1.618 |
1,711.7 |
|
1.000 |
1,685.6 |
|
0.618 |
1,669.4 |
|
HIGH |
1,643.3 |
|
0.618 |
1,627.1 |
|
0.500 |
1,622.2 |
|
0.382 |
1,617.2 |
|
LOW |
1,601.0 |
|
0.618 |
1,574.9 |
|
1.000 |
1,558.7 |
|
1.618 |
1,532.6 |
|
2.618 |
1,490.3 |
|
4.250 |
1,421.2 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,622.2 |
1,625.4 |
| PP |
1,617.7 |
1,619.8 |
| S1 |
1,613.2 |
1,614.3 |
|