| 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 |
2,230.0 |
2,155.0 |
-75.0 |
-3.4% |
2,292.0 |
| High |
2,259.0 |
2,254.0 |
-5.0 |
-0.2% |
2,306.0 |
| Low |
2,202.0 |
2,147.0 |
-55.0 |
-2.5% |
2,202.0 |
| Close |
2,210.0 |
2,248.0 |
38.0 |
1.7% |
2,210.0 |
| Range |
57.0 |
107.0 |
50.0 |
87.7% |
104.0 |
| ATR |
57.8 |
61.3 |
3.5 |
6.1% |
0.0 |
| Volume |
1,398,768 |
1,166,863 |
-231,905 |
-16.6% |
4,990,526 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,537.3 |
2,499.7 |
2,306.9 |
|
| R3 |
2,430.3 |
2,392.7 |
2,277.4 |
|
| R2 |
2,323.3 |
2,323.3 |
2,267.6 |
|
| R1 |
2,285.7 |
2,285.7 |
2,257.8 |
2,304.5 |
| PP |
2,216.3 |
2,216.3 |
2,216.3 |
2,225.8 |
| S1 |
2,178.7 |
2,178.7 |
2,238.2 |
2,197.5 |
| S2 |
2,109.3 |
2,109.3 |
2,228.4 |
|
| S3 |
2,002.3 |
2,071.7 |
2,218.6 |
|
| S4 |
1,895.3 |
1,964.7 |
2,189.2 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,551.3 |
2,484.7 |
2,267.2 |
|
| R3 |
2,447.3 |
2,380.7 |
2,238.6 |
|
| R2 |
2,343.3 |
2,343.3 |
2,229.1 |
|
| R1 |
2,276.7 |
2,276.7 |
2,219.5 |
2,258.0 |
| PP |
2,239.3 |
2,239.3 |
2,239.3 |
2,230.0 |
| S1 |
2,172.7 |
2,172.7 |
2,200.5 |
2,154.0 |
| S2 |
2,135.3 |
2,135.3 |
2,190.9 |
|
| S3 |
2,031.3 |
2,068.7 |
2,181.4 |
|
| S4 |
1,927.3 |
1,964.7 |
2,152.8 |
|
|
| 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 |
2,147.0 |
159.0 |
7.1% |
68.2 |
3.0% |
64% |
False |
True |
1,231,477 |
| 10 |
2,306.0 |
2,147.0 |
159.0 |
7.1% |
64.0 |
2.8% |
64% |
False |
True |
1,260,802 |
| 20 |
2,345.0 |
2,147.0 |
198.0 |
8.8% |
62.6 |
2.8% |
51% |
False |
True |
1,369,221 |
| 40 |
2,550.0 |
2,147.0 |
403.0 |
17.9% |
53.8 |
2.4% |
25% |
False |
True |
1,201,011 |
| 60 |
2,550.0 |
2,147.0 |
403.0 |
17.9% |
48.3 |
2.1% |
25% |
False |
True |
809,319 |
| 80 |
2,550.0 |
2,147.0 |
403.0 |
17.9% |
45.2 |
2.0% |
25% |
False |
True |
607,174 |
| 100 |
2,550.0 |
2,109.0 |
441.0 |
19.6% |
45.4 |
2.0% |
32% |
False |
False |
486,935 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
24.5% |
47.8 |
2.1% |
45% |
False |
False |
406,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,708.8 |
|
2.618 |
2,534.1 |
|
1.618 |
2,427.1 |
|
1.000 |
2,361.0 |
|
0.618 |
2,320.1 |
|
HIGH |
2,254.0 |
|
0.618 |
2,213.1 |
|
0.500 |
2,200.5 |
|
0.382 |
2,187.9 |
|
LOW |
2,147.0 |
|
0.618 |
2,080.9 |
|
1.000 |
2,040.0 |
|
1.618 |
1,973.9 |
|
2.618 |
1,866.9 |
|
4.250 |
1,692.3 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,232.2 |
2,236.7 |
| PP |
2,216.3 |
2,225.3 |
| S1 |
2,200.5 |
2,214.0 |
|