| 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 |
9,400 |
9,370 |
-30 |
-0.3% |
9,610 |
| High |
9,430 |
9,370 |
-60 |
-0.6% |
9,715 |
| Low |
9,305 |
9,245 |
-60 |
-0.6% |
9,410 |
| Close |
9,350 |
9,260 |
-90 |
-1.0% |
9,535 |
| Range |
125 |
125 |
0 |
0.0% |
305 |
| ATR |
154 |
152 |
-2 |
-1.3% |
0 |
| Volume |
4,470 |
2,592 |
-1,878 |
-42.0% |
19,045 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,667 |
9,588 |
9,329 |
|
| R3 |
9,542 |
9,463 |
9,295 |
|
| R2 |
9,417 |
9,417 |
9,283 |
|
| R1 |
9,338 |
9,338 |
9,272 |
9,315 |
| PP |
9,292 |
9,292 |
9,292 |
9,280 |
| S1 |
9,213 |
9,213 |
9,249 |
9,190 |
| S2 |
9,167 |
9,167 |
9,237 |
|
| S3 |
9,042 |
9,088 |
9,226 |
|
| S4 |
8,917 |
8,963 |
9,191 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,468 |
10,307 |
9,703 |
|
| R3 |
10,163 |
10,002 |
9,619 |
|
| R2 |
9,858 |
9,858 |
9,591 |
|
| R1 |
9,697 |
9,697 |
9,563 |
9,625 |
| PP |
9,553 |
9,553 |
9,553 |
9,518 |
| S1 |
9,392 |
9,392 |
9,507 |
9,320 |
| S2 |
9,248 |
9,248 |
9,479 |
|
| S3 |
8,943 |
9,087 |
9,451 |
|
| S4 |
8,638 |
8,782 |
9,367 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,715 |
9,245 |
470 |
5.1% |
167 |
1.8% |
3% |
False |
True |
3,807 |
| 10 |
9,715 |
9,245 |
470 |
5.1% |
145 |
1.6% |
3% |
False |
True |
3,562 |
| 20 |
9,815 |
9,245 |
570 |
6.2% |
152 |
1.6% |
3% |
False |
True |
3,687 |
| 40 |
10,230 |
9,245 |
985 |
10.6% |
153 |
1.6% |
2% |
False |
True |
4,755 |
| 60 |
10,230 |
8,600 |
1,630 |
17.6% |
116 |
1.3% |
40% |
False |
False |
4,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,901 |
|
2.618 |
9,697 |
|
1.618 |
9,572 |
|
1.000 |
9,495 |
|
0.618 |
9,447 |
|
HIGH |
9,370 |
|
0.618 |
9,322 |
|
0.500 |
9,308 |
|
0.382 |
9,293 |
|
LOW |
9,245 |
|
0.618 |
9,168 |
|
1.000 |
9,120 |
|
1.618 |
9,043 |
|
2.618 |
8,918 |
|
4.250 |
8,714 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
9,308 |
9,363 |
| PP |
9,292 |
9,328 |
| S1 |
9,276 |
9,294 |
|