| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1,643.0 |
1,644.0 |
1.0 |
0.1% |
1,671.0 |
| High |
1,652.7 |
1,649.2 |
-3.5 |
-0.2% |
1,678.6 |
| Low |
1,634.1 |
1,640.4 |
6.3 |
0.4% |
1,634.1 |
| Close |
1,651.4 |
1,645.5 |
-5.9 |
-0.4% |
1,651.4 |
| Range |
18.6 |
8.8 |
-9.8 |
-52.7% |
44.5 |
| ATR |
20.4 |
19.8 |
-0.7 |
-3.3% |
0.0 |
| Volume |
7,342 |
1,759 |
-5,583 |
-76.0% |
23,853 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,671.4 |
1,667.3 |
1,650.3 |
|
| R3 |
1,662.6 |
1,658.5 |
1,647.9 |
|
| R2 |
1,653.8 |
1,653.8 |
1,647.1 |
|
| R1 |
1,649.7 |
1,649.7 |
1,646.3 |
1,651.8 |
| PP |
1,645.0 |
1,645.0 |
1,645.0 |
1,646.1 |
| S1 |
1,640.9 |
1,640.9 |
1,644.7 |
1,643.0 |
| S2 |
1,636.2 |
1,636.2 |
1,643.9 |
|
| S3 |
1,627.4 |
1,632.1 |
1,643.1 |
|
| S4 |
1,618.6 |
1,623.3 |
1,640.7 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,788.2 |
1,764.3 |
1,675.9 |
|
| R3 |
1,743.7 |
1,719.8 |
1,663.6 |
|
| R2 |
1,699.2 |
1,699.2 |
1,659.6 |
|
| R1 |
1,675.3 |
1,675.3 |
1,655.5 |
1,665.0 |
| PP |
1,654.7 |
1,654.7 |
1,654.7 |
1,649.6 |
| S1 |
1,630.8 |
1,630.8 |
1,647.3 |
1,620.5 |
| S2 |
1,610.2 |
1,610.2 |
1,643.2 |
|
| S3 |
1,565.7 |
1,586.3 |
1,639.2 |
|
| S4 |
1,521.2 |
1,541.8 |
1,626.9 |
|
|
| 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 |
1,634.1 |
44.5 |
2.7% |
15.4 |
0.9% |
26% |
False |
False |
4,847 |
| 10 |
1,678.6 |
1,634.1 |
44.5 |
2.7% |
16.2 |
1.0% |
26% |
False |
False |
3,045 |
| 20 |
1,687.4 |
1,632.0 |
55.4 |
3.4% |
17.7 |
1.1% |
24% |
False |
False |
3,003 |
| 40 |
1,720.7 |
1,620.0 |
100.7 |
6.1% |
20.8 |
1.3% |
25% |
False |
False |
2,700 |
| 60 |
1,800.9 |
1,620.0 |
180.9 |
11.0% |
22.8 |
1.4% |
14% |
False |
False |
2,474 |
| 80 |
1,800.9 |
1,620.0 |
180.9 |
11.0% |
23.3 |
1.4% |
14% |
False |
False |
2,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,686.6 |
|
2.618 |
1,672.2 |
|
1.618 |
1,663.4 |
|
1.000 |
1,658.0 |
|
0.618 |
1,654.6 |
|
HIGH |
1,649.2 |
|
0.618 |
1,645.8 |
|
0.500 |
1,644.8 |
|
0.382 |
1,643.8 |
|
LOW |
1,640.4 |
|
0.618 |
1,635.0 |
|
1.000 |
1,631.6 |
|
1.618 |
1,626.2 |
|
2.618 |
1,617.4 |
|
4.250 |
1,603.0 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,645.3 |
1,646.6 |
| PP |
1,645.0 |
1,646.2 |
| S1 |
1,644.8 |
1,645.9 |
|