| 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 |
1,668.5 |
1,659.1 |
-9.4 |
-0.6% |
1,650.2 |
| High |
1,669.9 |
1,659.1 |
-10.8 |
-0.6% |
1,674.2 |
| Low |
1,653.7 |
1,637.6 |
-16.1 |
-1.0% |
1,632.0 |
| Close |
1,660.4 |
1,641.0 |
-19.4 |
-1.2% |
1,671.5 |
| Range |
16.2 |
21.5 |
5.3 |
32.7% |
42.2 |
| ATR |
20.4 |
20.6 |
0.2 |
0.8% |
0.0 |
| Volume |
7,653 |
3,402 |
-4,251 |
-55.5% |
6,922 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,710.4 |
1,697.2 |
1,652.8 |
|
| R3 |
1,688.9 |
1,675.7 |
1,646.9 |
|
| R2 |
1,667.4 |
1,667.4 |
1,644.9 |
|
| R1 |
1,654.2 |
1,654.2 |
1,643.0 |
1,650.1 |
| PP |
1,645.9 |
1,645.9 |
1,645.9 |
1,643.8 |
| S1 |
1,632.7 |
1,632.7 |
1,639.0 |
1,628.6 |
| S2 |
1,624.4 |
1,624.4 |
1,637.1 |
|
| S3 |
1,602.9 |
1,611.2 |
1,635.1 |
|
| S4 |
1,581.4 |
1,589.7 |
1,629.2 |
|
|
| 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 |
1,637.6 |
41.0 |
2.5% |
16.9 |
1.0% |
8% |
False |
True |
3,691 |
| 10 |
1,678.6 |
1,632.0 |
46.6 |
2.8% |
16.0 |
1.0% |
19% |
False |
False |
2,757 |
| 20 |
1,687.4 |
1,628.1 |
59.3 |
3.6% |
17.6 |
1.1% |
22% |
False |
False |
2,845 |
| 40 |
1,725.2 |
1,620.0 |
105.2 |
6.4% |
21.5 |
1.3% |
20% |
False |
False |
2,570 |
| 60 |
1,800.9 |
1,620.0 |
180.9 |
11.0% |
23.2 |
1.4% |
12% |
False |
False |
2,379 |
| 80 |
1,800.9 |
1,620.0 |
180.9 |
11.0% |
23.4 |
1.4% |
12% |
False |
False |
2,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,750.5 |
|
2.618 |
1,715.4 |
|
1.618 |
1,693.9 |
|
1.000 |
1,680.6 |
|
0.618 |
1,672.4 |
|
HIGH |
1,659.1 |
|
0.618 |
1,650.9 |
|
0.500 |
1,648.4 |
|
0.382 |
1,645.8 |
|
LOW |
1,637.6 |
|
0.618 |
1,624.3 |
|
1.000 |
1,616.1 |
|
1.618 |
1,602.8 |
|
2.618 |
1,581.3 |
|
4.250 |
1,546.2 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,648.4 |
1,658.1 |
| PP |
1,645.9 |
1,652.4 |
| S1 |
1,643.5 |
1,646.7 |
|