| 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 |
6,667.0 |
6,404.0 |
-263.0 |
-3.9% |
6,824.0 |
| High |
6,691.5 |
6,599.0 |
-92.5 |
-1.4% |
6,885.0 |
| Low |
6,538.0 |
6,370.0 |
-168.0 |
-2.6% |
6,538.0 |
| Close |
6,565.0 |
6,587.5 |
22.5 |
0.3% |
6,565.0 |
| Range |
153.5 |
229.0 |
75.5 |
49.2% |
347.0 |
| ATR |
150.0 |
155.7 |
5.6 |
3.8% |
0.0 |
| Volume |
159,852 |
137,082 |
-22,770 |
-14.2% |
570,296 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,205.8 |
7,125.7 |
6,713.5 |
|
| R3 |
6,976.8 |
6,896.7 |
6,650.5 |
|
| R2 |
6,747.8 |
6,747.8 |
6,629.5 |
|
| R1 |
6,667.7 |
6,667.7 |
6,608.5 |
6,707.8 |
| PP |
6,518.8 |
6,518.8 |
6,518.8 |
6,538.9 |
| S1 |
6,438.7 |
6,438.7 |
6,566.5 |
6,478.8 |
| S2 |
6,289.8 |
6,289.8 |
6,545.5 |
|
| S3 |
6,060.8 |
6,209.7 |
6,524.5 |
|
| S4 |
5,831.8 |
5,980.7 |
6,461.6 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,703.7 |
7,481.3 |
6,755.9 |
|
| R3 |
7,356.7 |
7,134.3 |
6,660.4 |
|
| R2 |
7,009.7 |
7,009.7 |
6,628.6 |
|
| R1 |
6,787.3 |
6,787.3 |
6,596.8 |
6,725.0 |
| PP |
6,662.7 |
6,662.7 |
6,662.7 |
6,631.5 |
| S1 |
6,440.3 |
6,440.3 |
6,533.2 |
6,378.0 |
| S2 |
6,315.7 |
6,315.7 |
6,501.4 |
|
| S3 |
5,968.7 |
6,093.3 |
6,469.6 |
|
| S4 |
5,621.7 |
5,746.3 |
6,374.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,885.0 |
6,370.0 |
515.0 |
7.8% |
169.4 |
2.6% |
42% |
False |
True |
141,475 |
| 10 |
6,885.0 |
6,370.0 |
515.0 |
7.8% |
162.3 |
2.5% |
42% |
False |
True |
148,108 |
| 20 |
6,885.0 |
6,370.0 |
515.0 |
7.8% |
158.6 |
2.4% |
42% |
False |
True |
156,267 |
| 40 |
7,211.0 |
6,370.0 |
841.0 |
12.8% |
140.0 |
2.1% |
26% |
False |
True |
136,980 |
| 60 |
7,211.0 |
6,370.0 |
841.0 |
12.8% |
128.5 |
2.0% |
26% |
False |
True |
91,910 |
| 80 |
7,211.0 |
6,096.5 |
1,114.5 |
16.9% |
120.5 |
1.8% |
44% |
False |
False |
69,022 |
| 100 |
7,211.0 |
5,641.5 |
1,569.5 |
23.8% |
118.8 |
1.8% |
60% |
False |
False |
55,581 |
| 120 |
7,211.0 |
5,409.0 |
1,802.0 |
27.4% |
124.5 |
1.9% |
65% |
False |
False |
46,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,572.3 |
|
2.618 |
7,198.5 |
|
1.618 |
6,969.5 |
|
1.000 |
6,828.0 |
|
0.618 |
6,740.5 |
|
HIGH |
6,599.0 |
|
0.618 |
6,511.5 |
|
0.500 |
6,484.5 |
|
0.382 |
6,457.5 |
|
LOW |
6,370.0 |
|
0.618 |
6,228.5 |
|
1.000 |
6,141.0 |
|
1.618 |
5,999.5 |
|
2.618 |
5,770.5 |
|
4.250 |
5,396.8 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,553.2 |
6,586.5 |
| PP |
6,518.8 |
6,585.5 |
| S1 |
6,484.5 |
6,584.5 |
|