| 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 |
2,695.25 |
2,610.25 |
-85.00 |
-3.2% |
2,741.00 |
| High |
2,700.50 |
2,648.25 |
-52.25 |
-1.9% |
2,753.00 |
| Low |
2,625.25 |
2,586.50 |
-38.75 |
-1.5% |
2,625.25 |
| Close |
2,625.50 |
2,636.50 |
11.00 |
0.4% |
2,625.50 |
| Range |
75.25 |
61.75 |
-13.50 |
-17.9% |
127.75 |
| ATR |
43.71 |
45.00 |
1.29 |
2.9% |
0.00 |
| Volume |
320,105 |
236,785 |
-83,320 |
-26.0% |
1,191,972 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,809.00 |
2,784.50 |
2,670.50 |
|
| R3 |
2,747.25 |
2,722.75 |
2,653.50 |
|
| R2 |
2,685.50 |
2,685.50 |
2,647.75 |
|
| R1 |
2,661.00 |
2,661.00 |
2,642.25 |
2,673.25 |
| PP |
2,623.75 |
2,623.75 |
2,623.75 |
2,630.00 |
| S1 |
2,599.25 |
2,599.25 |
2,630.75 |
2,611.50 |
| S2 |
2,562.00 |
2,562.00 |
2,625.25 |
|
| S3 |
2,500.25 |
2,537.50 |
2,619.50 |
|
| S4 |
2,438.50 |
2,475.75 |
2,602.50 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,051.25 |
2,966.00 |
2,695.75 |
|
| R3 |
2,923.50 |
2,838.25 |
2,660.75 |
|
| R2 |
2,795.75 |
2,795.75 |
2,649.00 |
|
| R1 |
2,710.50 |
2,710.50 |
2,637.25 |
2,689.25 |
| PP |
2,668.00 |
2,668.00 |
2,668.00 |
2,657.25 |
| S1 |
2,582.75 |
2,582.75 |
2,613.75 |
2,561.50 |
| S2 |
2,540.25 |
2,540.25 |
2,602.00 |
|
| S3 |
2,412.50 |
2,455.00 |
2,590.25 |
|
| S4 |
2,284.75 |
2,327.25 |
2,555.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,753.00 |
2,586.50 |
166.50 |
6.3% |
51.00 |
1.9% |
30% |
False |
True |
246,019 |
| 10 |
2,753.00 |
2,586.50 |
166.50 |
6.3% |
47.00 |
1.8% |
30% |
False |
True |
245,282 |
| 20 |
2,753.00 |
2,586.50 |
166.50 |
6.3% |
48.00 |
1.8% |
30% |
False |
True |
285,681 |
| 40 |
2,791.50 |
2,586.50 |
205.00 |
7.8% |
40.00 |
1.5% |
24% |
False |
True |
261,876 |
| 60 |
2,791.50 |
2,539.50 |
252.00 |
9.6% |
36.00 |
1.4% |
38% |
False |
False |
181,589 |
| 80 |
2,791.50 |
2,350.00 |
441.50 |
16.7% |
32.25 |
1.2% |
65% |
False |
False |
136,199 |
| 100 |
2,791.50 |
2,206.50 |
585.00 |
22.2% |
29.50 |
1.1% |
74% |
False |
False |
108,961 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
24.2% |
27.00 |
1.0% |
76% |
False |
False |
90,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,910.75 |
|
2.618 |
2,810.00 |
|
1.618 |
2,748.25 |
|
1.000 |
2,710.00 |
|
0.618 |
2,686.50 |
|
HIGH |
2,648.25 |
|
0.618 |
2,624.75 |
|
0.500 |
2,617.50 |
|
0.382 |
2,610.00 |
|
LOW |
2,586.50 |
|
0.618 |
2,548.25 |
|
1.000 |
2,524.75 |
|
1.618 |
2,486.50 |
|
2.618 |
2,424.75 |
|
4.250 |
2,324.00 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,630.00 |
2,662.50 |
| PP |
2,623.75 |
2,653.75 |
| S1 |
2,617.50 |
2,645.00 |
|