| Trading Metrics calculated at close of trading on 01-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1,671.0 |
1,672.9 |
1.9 |
0.1% |
1,650.2 |
| High |
1,673.2 |
1,678.6 |
5.4 |
0.3% |
1,674.2 |
| Low |
1,654.1 |
1,666.9 |
12.8 |
0.8% |
1,632.0 |
| Close |
1,670.8 |
1,668.9 |
-1.9 |
-0.1% |
1,671.5 |
| Range |
19.1 |
11.7 |
-7.4 |
-38.7% |
42.2 |
| ATR |
21.4 |
20.7 |
-0.7 |
-3.2% |
0.0 |
| Volume |
1,375 |
4,081 |
2,706 |
196.8% |
6,922 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,706.6 |
1,699.4 |
1,675.3 |
|
| R3 |
1,694.9 |
1,687.7 |
1,672.1 |
|
| R2 |
1,683.2 |
1,683.2 |
1,671.0 |
|
| R1 |
1,676.0 |
1,676.0 |
1,670.0 |
1,673.8 |
| PP |
1,671.5 |
1,671.5 |
1,671.5 |
1,670.3 |
| S1 |
1,664.3 |
1,664.3 |
1,667.8 |
1,662.1 |
| S2 |
1,659.8 |
1,659.8 |
1,666.8 |
|
| S3 |
1,648.1 |
1,652.6 |
1,665.7 |
|
| S4 |
1,636.4 |
1,640.9 |
1,662.5 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,785.8 |
1,770.9 |
1,694.7 |
|
| R3 |
1,743.6 |
1,728.7 |
1,683.1 |
|
| R2 |
1,701.4 |
1,701.4 |
1,679.2 |
|
| R1 |
1,686.5 |
1,686.5 |
1,675.4 |
1,694.0 |
| PP |
1,659.2 |
1,659.2 |
1,659.2 |
1,663.0 |
| S1 |
1,644.3 |
1,644.3 |
1,667.6 |
1,651.8 |
| S2 |
1,617.0 |
1,617.0 |
1,663.8 |
|
| S3 |
1,574.8 |
1,602.1 |
1,659.9 |
|
| S4 |
1,532.6 |
1,559.9 |
1,648.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,678.6 |
1,634.9 |
43.7 |
2.6% |
16.4 |
1.0% |
78% |
True |
False |
1,761 |
| 10 |
1,678.6 |
1,632.0 |
46.6 |
2.8% |
15.8 |
0.9% |
79% |
True |
False |
2,088 |
| 20 |
1,688.2 |
1,620.0 |
68.2 |
4.1% |
19.5 |
1.2% |
72% |
False |
False |
2,537 |
| 40 |
1,725.2 |
1,620.0 |
105.2 |
6.3% |
22.0 |
1.3% |
46% |
False |
False |
2,443 |
| 60 |
1,800.9 |
1,620.0 |
180.9 |
10.8% |
23.6 |
1.4% |
27% |
False |
False |
2,242 |
| 80 |
1,800.9 |
1,620.0 |
180.9 |
10.8% |
23.3 |
1.4% |
27% |
False |
False |
2,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,728.3 |
|
2.618 |
1,709.2 |
|
1.618 |
1,697.5 |
|
1.000 |
1,690.3 |
|
0.618 |
1,685.8 |
|
HIGH |
1,678.6 |
|
0.618 |
1,674.1 |
|
0.500 |
1,672.8 |
|
0.382 |
1,671.4 |
|
LOW |
1,666.9 |
|
0.618 |
1,659.7 |
|
1.000 |
1,655.2 |
|
1.618 |
1,648.0 |
|
2.618 |
1,636.3 |
|
4.250 |
1,617.2 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,672.8 |
1,668.1 |
| PP |
1,671.5 |
1,667.2 |
| S1 |
1,670.2 |
1,666.4 |
|