| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1,354.00 |
1,365.25 |
11.25 |
0.8% |
1,400.25 |
| High |
1,370.25 |
1,368.00 |
-2.25 |
-0.2% |
1,411.50 |
| Low |
1,342.50 |
1,343.75 |
1.25 |
0.1% |
1,361.50 |
| Close |
1,365.75 |
1,358.50 |
-7.25 |
-0.5% |
1,362.50 |
| Range |
27.75 |
24.25 |
-3.50 |
-12.6% |
50.00 |
| ATR |
18.56 |
18.97 |
0.41 |
2.2% |
0.00 |
| Volume |
1,606,353 |
2,306,906 |
700,553 |
43.6% |
8,139,327 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,429.50 |
1,418.25 |
1,371.75 |
|
| R3 |
1,405.25 |
1,394.00 |
1,365.25 |
|
| R2 |
1,381.00 |
1,381.00 |
1,363.00 |
|
| R1 |
1,369.75 |
1,369.75 |
1,360.75 |
1,363.25 |
| PP |
1,356.75 |
1,356.75 |
1,356.75 |
1,353.50 |
| S1 |
1,345.50 |
1,345.50 |
1,356.25 |
1,339.00 |
| S2 |
1,332.50 |
1,332.50 |
1,354.00 |
|
| S3 |
1,308.25 |
1,321.25 |
1,351.75 |
|
| S4 |
1,284.00 |
1,297.00 |
1,345.25 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,528.50 |
1,495.50 |
1,390.00 |
|
| R3 |
1,478.50 |
1,445.50 |
1,376.25 |
|
| R2 |
1,428.50 |
1,428.50 |
1,371.75 |
|
| R1 |
1,395.50 |
1,395.50 |
1,367.00 |
1,387.00 |
| PP |
1,378.50 |
1,378.50 |
1,378.50 |
1,374.25 |
| S1 |
1,345.50 |
1,345.50 |
1,358.00 |
1,337.00 |
| S2 |
1,328.50 |
1,328.50 |
1,353.25 |
|
| S3 |
1,278.50 |
1,295.50 |
1,348.75 |
|
| S4 |
1,228.50 |
1,245.50 |
1,335.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,404.75 |
1,342.50 |
62.25 |
4.6% |
22.75 |
1.7% |
26% |
False |
False |
1,885,496 |
| 10 |
1,411.50 |
1,342.50 |
69.00 |
5.1% |
19.75 |
1.5% |
23% |
False |
False |
1,715,669 |
| 20 |
1,411.50 |
1,342.50 |
69.00 |
5.1% |
19.00 |
1.4% |
23% |
False |
False |
1,802,936 |
| 40 |
1,419.75 |
1,342.50 |
77.25 |
5.7% |
17.50 |
1.3% |
21% |
False |
False |
1,758,710 |
| 60 |
1,419.75 |
1,327.75 |
92.00 |
6.8% |
16.25 |
1.2% |
33% |
False |
False |
1,258,090 |
| 80 |
1,419.75 |
1,267.50 |
152.25 |
11.2% |
15.75 |
1.2% |
60% |
False |
False |
944,539 |
| 100 |
1,419.75 |
1,190.00 |
229.75 |
16.9% |
16.00 |
1.2% |
73% |
False |
False |
755,872 |
| 120 |
1,419.75 |
1,140.25 |
279.50 |
20.6% |
16.25 |
1.2% |
78% |
False |
False |
629,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,471.00 |
|
2.618 |
1,431.50 |
|
1.618 |
1,407.25 |
|
1.000 |
1,392.25 |
|
0.618 |
1,383.00 |
|
HIGH |
1,368.00 |
|
0.618 |
1,358.75 |
|
0.500 |
1,356.00 |
|
0.382 |
1,353.00 |
|
LOW |
1,343.75 |
|
0.618 |
1,328.75 |
|
1.000 |
1,319.50 |
|
1.618 |
1,304.50 |
|
2.618 |
1,280.25 |
|
4.250 |
1,240.75 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,357.50 |
1,365.75 |
| PP |
1,356.75 |
1,363.25 |
| S1 |
1,356.00 |
1,361.00 |
|