| 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 |
4,422.0 |
4,310.0 |
-112.0 |
-2.5% |
4,400.0 |
| High |
4,424.0 |
4,335.0 |
-89.0 |
-2.0% |
4,448.0 |
| Low |
4,382.0 |
4,285.0 |
-97.0 |
-2.2% |
4,378.0 |
| Close |
4,391.0 |
4,290.0 |
-101.0 |
-2.3% |
4,391.0 |
| Range |
42.0 |
50.0 |
8.0 |
19.0% |
70.0 |
| ATR |
39.4 |
44.1 |
4.8 |
12.1% |
0.0 |
| Volume |
21,599 |
35,468 |
13,869 |
64.2% |
108,214 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,453.3 |
4,421.7 |
4,317.5 |
|
| R3 |
4,403.3 |
4,371.7 |
4,303.8 |
|
| R2 |
4,353.3 |
4,353.3 |
4,299.2 |
|
| R1 |
4,321.7 |
4,321.7 |
4,294.6 |
4,312.5 |
| PP |
4,303.3 |
4,303.3 |
4,303.3 |
4,298.8 |
| S1 |
4,271.7 |
4,271.7 |
4,285.4 |
4,262.5 |
| S2 |
4,253.3 |
4,253.3 |
4,280.8 |
|
| S3 |
4,203.3 |
4,221.7 |
4,276.3 |
|
| S4 |
4,153.3 |
4,171.7 |
4,262.5 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,615.7 |
4,573.3 |
4,429.5 |
|
| R3 |
4,545.7 |
4,503.3 |
4,410.3 |
|
| R2 |
4,475.7 |
4,475.7 |
4,403.8 |
|
| R1 |
4,433.3 |
4,433.3 |
4,397.4 |
4,419.5 |
| PP |
4,405.7 |
4,405.7 |
4,405.7 |
4,398.8 |
| S1 |
4,363.3 |
4,363.3 |
4,384.6 |
4,349.5 |
| S2 |
4,335.7 |
4,335.7 |
4,378.2 |
|
| S3 |
4,265.7 |
4,293.3 |
4,371.8 |
|
| S4 |
4,195.7 |
4,223.3 |
4,352.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,448.0 |
4,285.0 |
163.0 |
3.8% |
36.4 |
0.8% |
3% |
False |
True |
25,459 |
| 10 |
4,448.0 |
4,285.0 |
163.0 |
3.8% |
35.3 |
0.8% |
3% |
False |
True |
23,133 |
| 20 |
4,448.0 |
4,245.0 |
203.0 |
4.7% |
33.0 |
0.8% |
22% |
False |
False |
23,518 |
| 40 |
4,448.0 |
4,160.0 |
288.0 |
6.7% |
34.6 |
0.8% |
45% |
False |
False |
27,397 |
| 60 |
4,448.0 |
4,150.0 |
298.0 |
6.9% |
26.1 |
0.6% |
47% |
False |
False |
18,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,547.5 |
|
2.618 |
4,465.9 |
|
1.618 |
4,415.9 |
|
1.000 |
4,385.0 |
|
0.618 |
4,365.9 |
|
HIGH |
4,335.0 |
|
0.618 |
4,315.9 |
|
0.500 |
4,310.0 |
|
0.382 |
4,304.1 |
|
LOW |
4,285.0 |
|
0.618 |
4,254.1 |
|
1.000 |
4,235.0 |
|
1.618 |
4,204.1 |
|
2.618 |
4,154.1 |
|
4.250 |
4,072.5 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,310.0 |
4,362.5 |
| PP |
4,303.3 |
4,338.3 |
| S1 |
4,296.7 |
4,314.2 |
|