| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1,612.5 |
1,597.5 |
-15.0 |
-0.9% |
1,671.0 |
| High |
1,612.7 |
1,608.4 |
-4.3 |
-0.3% |
1,678.6 |
| Low |
1,586.2 |
1,593.2 |
7.0 |
0.4% |
1,634.1 |
| Close |
1,600.5 |
1,601.8 |
1.3 |
0.1% |
1,651.4 |
| Range |
26.5 |
15.2 |
-11.3 |
-42.6% |
44.5 |
| ATR |
21.8 |
21.3 |
-0.5 |
-2.2% |
0.0 |
| Volume |
3,735 |
5,108 |
1,373 |
36.8% |
23,853 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,646.7 |
1,639.5 |
1,610.2 |
|
| R3 |
1,631.5 |
1,624.3 |
1,606.0 |
|
| R2 |
1,616.3 |
1,616.3 |
1,604.6 |
|
| R1 |
1,609.1 |
1,609.1 |
1,603.2 |
1,612.7 |
| PP |
1,601.1 |
1,601.1 |
1,601.1 |
1,603.0 |
| S1 |
1,593.9 |
1,593.9 |
1,600.4 |
1,597.5 |
| S2 |
1,585.9 |
1,585.9 |
1,599.0 |
|
| S3 |
1,570.7 |
1,578.7 |
1,597.6 |
|
| S4 |
1,555.5 |
1,563.5 |
1,593.4 |
|
|
| 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 |
1,652.7 |
1,586.2 |
66.5 |
4.2% |
22.5 |
1.4% |
23% |
False |
False |
4,030 |
| 10 |
1,678.6 |
1,586.2 |
92.4 |
5.8% |
19.7 |
1.2% |
17% |
False |
False |
3,861 |
| 20 |
1,685.6 |
1,586.2 |
99.4 |
6.2% |
18.6 |
1.2% |
16% |
False |
False |
2,976 |
| 40 |
1,704.5 |
1,586.2 |
118.3 |
7.4% |
20.3 |
1.3% |
13% |
False |
False |
2,787 |
| 60 |
1,800.9 |
1,586.2 |
214.7 |
13.4% |
23.3 |
1.5% |
7% |
False |
False |
2,571 |
| 80 |
1,800.9 |
1,586.2 |
214.7 |
13.4% |
23.4 |
1.5% |
7% |
False |
False |
2,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,673.0 |
|
2.618 |
1,648.2 |
|
1.618 |
1,633.0 |
|
1.000 |
1,623.6 |
|
0.618 |
1,617.8 |
|
HIGH |
1,608.4 |
|
0.618 |
1,602.6 |
|
0.500 |
1,600.8 |
|
0.382 |
1,599.0 |
|
LOW |
1,593.2 |
|
0.618 |
1,583.8 |
|
1.000 |
1,578.0 |
|
1.618 |
1,568.6 |
|
2.618 |
1,553.4 |
|
4.250 |
1,528.6 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,601.5 |
1,616.0 |
| PP |
1,601.1 |
1,611.2 |
| S1 |
1,600.8 |
1,606.5 |
|