| Trading Metrics calculated at close of trading on 01-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1,400.25 |
1,394.25 |
-6.00 |
-0.4% |
1,372.25 |
| High |
1,402.50 |
1,411.50 |
9.00 |
0.6% |
1,403.00 |
| Low |
1,389.75 |
1,391.25 |
1.50 |
0.1% |
1,354.00 |
| Close |
1,393.50 |
1,400.50 |
7.00 |
0.5% |
1,398.50 |
| Range |
12.75 |
20.25 |
7.50 |
58.8% |
49.00 |
| ATR |
16.91 |
17.15 |
0.24 |
1.4% |
0.00 |
| Volume |
1,319,740 |
1,305,365 |
-14,375 |
-1.1% |
8,392,126 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,461.75 |
1,451.50 |
1,411.75 |
|
| R3 |
1,441.50 |
1,431.25 |
1,406.00 |
|
| R2 |
1,421.25 |
1,421.25 |
1,404.25 |
|
| R1 |
1,411.00 |
1,411.00 |
1,402.25 |
1,416.00 |
| PP |
1,401.00 |
1,401.00 |
1,401.00 |
1,403.75 |
| S1 |
1,390.75 |
1,390.75 |
1,398.75 |
1,396.00 |
| S2 |
1,380.75 |
1,380.75 |
1,396.75 |
|
| S3 |
1,360.50 |
1,370.50 |
1,395.00 |
|
| S4 |
1,340.25 |
1,350.25 |
1,389.25 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,532.25 |
1,514.25 |
1,425.50 |
|
| R3 |
1,483.25 |
1,465.25 |
1,412.00 |
|
| R2 |
1,434.25 |
1,434.25 |
1,407.50 |
|
| R1 |
1,416.25 |
1,416.25 |
1,403.00 |
1,425.25 |
| PP |
1,385.25 |
1,385.25 |
1,385.25 |
1,389.50 |
| S1 |
1,367.25 |
1,367.25 |
1,394.00 |
1,376.25 |
| S2 |
1,336.25 |
1,336.25 |
1,389.50 |
|
| S3 |
1,287.25 |
1,318.25 |
1,385.00 |
|
| S4 |
1,238.25 |
1,269.25 |
1,371.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,411.50 |
1,369.50 |
42.00 |
3.0% |
17.00 |
1.2% |
74% |
True |
False |
1,545,843 |
| 10 |
1,411.50 |
1,354.00 |
57.50 |
4.1% |
16.25 |
1.2% |
81% |
True |
False |
1,730,533 |
| 20 |
1,414.25 |
1,352.50 |
61.75 |
4.4% |
17.75 |
1.3% |
78% |
False |
False |
1,763,201 |
| 40 |
1,419.75 |
1,332.75 |
87.00 |
6.2% |
16.50 |
1.2% |
78% |
False |
False |
1,648,289 |
| 60 |
1,419.75 |
1,324.50 |
95.25 |
6.8% |
15.25 |
1.1% |
80% |
False |
False |
1,101,262 |
| 80 |
1,419.75 |
1,262.25 |
157.50 |
11.2% |
15.25 |
1.1% |
88% |
False |
False |
826,791 |
| 100 |
1,419.75 |
1,190.00 |
229.75 |
16.4% |
16.00 |
1.1% |
92% |
False |
False |
661,602 |
| 120 |
1,419.75 |
1,140.25 |
279.50 |
20.0% |
16.25 |
1.2% |
93% |
False |
False |
551,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,497.50 |
|
2.618 |
1,464.50 |
|
1.618 |
1,444.25 |
|
1.000 |
1,431.75 |
|
0.618 |
1,424.00 |
|
HIGH |
1,411.50 |
|
0.618 |
1,403.75 |
|
0.500 |
1,401.50 |
|
0.382 |
1,399.00 |
|
LOW |
1,391.25 |
|
0.618 |
1,378.75 |
|
1.000 |
1,371.00 |
|
1.618 |
1,358.50 |
|
2.618 |
1,338.25 |
|
4.250 |
1,305.25 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,401.50 |
1,400.00 |
| PP |
1,401.00 |
1,399.50 |
| S1 |
1,400.75 |
1,399.00 |
|