| 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 |
2,281.0 |
2,253.0 |
-28.0 |
-1.2% |
2,237.0 |
| High |
2,299.0 |
2,281.0 |
-18.0 |
-0.8% |
2,302.0 |
| Low |
2,228.0 |
2,227.0 |
-1.0 |
0.0% |
2,177.0 |
| Close |
2,254.0 |
2,230.0 |
-24.0 |
-1.1% |
2,289.0 |
| Range |
71.0 |
54.0 |
-17.0 |
-23.9% |
125.0 |
| ATR |
58.1 |
57.8 |
-0.3 |
-0.5% |
0.0 |
| Volume |
1,279,664 |
1,352,876 |
73,212 |
5.7% |
6,450,632 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,408.0 |
2,373.0 |
2,259.7 |
|
| R3 |
2,354.0 |
2,319.0 |
2,244.9 |
|
| R2 |
2,300.0 |
2,300.0 |
2,239.9 |
|
| R1 |
2,265.0 |
2,265.0 |
2,235.0 |
2,255.5 |
| PP |
2,246.0 |
2,246.0 |
2,246.0 |
2,241.3 |
| S1 |
2,211.0 |
2,211.0 |
2,225.1 |
2,201.5 |
| S2 |
2,192.0 |
2,192.0 |
2,220.1 |
|
| S3 |
2,138.0 |
2,157.0 |
2,215.2 |
|
| S4 |
2,084.0 |
2,103.0 |
2,200.3 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,631.0 |
2,585.0 |
2,357.8 |
|
| R3 |
2,506.0 |
2,460.0 |
2,323.4 |
|
| R2 |
2,381.0 |
2,381.0 |
2,311.9 |
|
| R1 |
2,335.0 |
2,335.0 |
2,300.5 |
2,358.0 |
| PP |
2,256.0 |
2,256.0 |
2,256.0 |
2,267.5 |
| S1 |
2,210.0 |
2,210.0 |
2,277.5 |
2,233.0 |
| S2 |
2,131.0 |
2,131.0 |
2,266.1 |
|
| S3 |
2,006.0 |
2,085.0 |
2,254.6 |
|
| S4 |
1,881.0 |
1,960.0 |
2,220.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,306.0 |
2,223.0 |
83.0 |
3.7% |
61.2 |
2.7% |
8% |
False |
False |
1,213,254 |
| 10 |
2,306.0 |
2,177.0 |
129.0 |
5.8% |
61.3 |
2.7% |
41% |
False |
False |
1,374,399 |
| 20 |
2,442.0 |
2,177.0 |
265.0 |
11.9% |
60.9 |
2.7% |
20% |
False |
False |
1,368,796 |
| 40 |
2,550.0 |
2,177.0 |
373.0 |
16.7% |
53.1 |
2.4% |
14% |
False |
False |
1,140,076 |
| 60 |
2,550.0 |
2,177.0 |
373.0 |
16.7% |
46.4 |
2.1% |
14% |
False |
False |
766,579 |
| 80 |
2,550.0 |
2,177.0 |
373.0 |
16.7% |
44.7 |
2.0% |
14% |
False |
False |
575,107 |
| 100 |
2,550.0 |
2,109.0 |
441.0 |
19.8% |
45.1 |
2.0% |
27% |
False |
False |
461,613 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
24.7% |
47.3 |
2.1% |
42% |
False |
False |
385,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,510.5 |
|
2.618 |
2,422.4 |
|
1.618 |
2,368.4 |
|
1.000 |
2,335.0 |
|
0.618 |
2,314.4 |
|
HIGH |
2,281.0 |
|
0.618 |
2,260.4 |
|
0.500 |
2,254.0 |
|
0.382 |
2,247.6 |
|
LOW |
2,227.0 |
|
0.618 |
2,193.6 |
|
1.000 |
2,173.0 |
|
1.618 |
2,139.6 |
|
2.618 |
2,085.6 |
|
4.250 |
1,997.5 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,254.0 |
2,266.5 |
| PP |
2,246.0 |
2,254.3 |
| S1 |
2,238.0 |
2,242.2 |
|