| 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 |
2,217.0 |
2,148.0 |
-69.0 |
-3.1% |
2,290.0 |
| High |
2,248.0 |
2,243.0 |
-5.0 |
-0.2% |
2,290.0 |
| Low |
2,195.0 |
2,147.0 |
-48.0 |
-2.2% |
2,195.0 |
| Close |
2,200.0 |
2,236.0 |
36.0 |
1.6% |
2,200.0 |
| Range |
53.0 |
96.0 |
43.0 |
81.1% |
95.0 |
| ATR |
53.1 |
56.1 |
3.1 |
5.8% |
0.0 |
| Volume |
1,176 |
3,887 |
2,711 |
230.5% |
2,545 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,496.7 |
2,462.3 |
2,288.8 |
|
| R3 |
2,400.7 |
2,366.3 |
2,262.4 |
|
| R2 |
2,304.7 |
2,304.7 |
2,253.6 |
|
| R1 |
2,270.3 |
2,270.3 |
2,244.8 |
2,287.5 |
| PP |
2,208.7 |
2,208.7 |
2,208.7 |
2,217.3 |
| S1 |
2,174.3 |
2,174.3 |
2,227.2 |
2,191.5 |
| S2 |
2,112.7 |
2,112.7 |
2,218.4 |
|
| S3 |
2,016.7 |
2,078.3 |
2,209.6 |
|
| S4 |
1,920.7 |
1,982.3 |
2,183.2 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,513.3 |
2,451.7 |
2,252.3 |
|
| R3 |
2,418.3 |
2,356.7 |
2,226.1 |
|
| R2 |
2,323.3 |
2,323.3 |
2,217.4 |
|
| R1 |
2,261.7 |
2,261.7 |
2,208.7 |
2,245.0 |
| PP |
2,228.3 |
2,228.3 |
2,228.3 |
2,220.0 |
| S1 |
2,166.7 |
2,166.7 |
2,191.3 |
2,150.0 |
| S2 |
2,133.3 |
2,133.3 |
2,182.6 |
|
| S3 |
2,038.3 |
2,071.7 |
2,173.9 |
|
| S4 |
1,943.3 |
1,976.7 |
2,147.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,290.0 |
2,147.0 |
143.0 |
6.4% |
62.6 |
2.8% |
62% |
False |
True |
1,286 |
| 10 |
2,290.0 |
2,147.0 |
143.0 |
6.4% |
57.4 |
2.6% |
62% |
False |
True |
2,001 |
| 20 |
2,335.0 |
2,147.0 |
188.0 |
8.4% |
56.0 |
2.5% |
47% |
False |
True |
1,306 |
| 40 |
2,541.0 |
2,147.0 |
394.0 |
17.6% |
48.2 |
2.2% |
23% |
False |
True |
3,142 |
| 60 |
2,541.0 |
2,147.0 |
394.0 |
17.6% |
41.2 |
1.8% |
23% |
False |
True |
2,402 |
| 80 |
2,541.0 |
2,147.0 |
394.0 |
17.6% |
35.5 |
1.6% |
23% |
False |
True |
1,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,651.0 |
|
2.618 |
2,494.3 |
|
1.618 |
2,398.3 |
|
1.000 |
2,339.0 |
|
0.618 |
2,302.3 |
|
HIGH |
2,243.0 |
|
0.618 |
2,206.3 |
|
0.500 |
2,195.0 |
|
0.382 |
2,183.7 |
|
LOW |
2,147.0 |
|
0.618 |
2,087.7 |
|
1.000 |
2,051.0 |
|
1.618 |
1,991.7 |
|
2.618 |
1,895.7 |
|
4.250 |
1,739.0 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,222.3 |
2,227.0 |
| PP |
2,208.7 |
2,218.0 |
| S1 |
2,195.0 |
2,209.0 |
|