| 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 |
1,640.0 |
1,642.8 |
2.8 |
0.2% |
1,667.1 |
| High |
1,649.8 |
1,645.0 |
-4.8 |
-0.3% |
1,674.4 |
| Low |
1,638.0 |
1,636.8 |
-1.2 |
-0.1% |
1,636.0 |
| Close |
1,649.4 |
1,643.4 |
-6.0 |
-0.4% |
1,649.4 |
| Range |
11.8 |
8.2 |
-3.6 |
-30.5% |
38.4 |
| ATR |
18.7 |
18.3 |
-0.4 |
-2.3% |
0.0 |
| Volume |
1,388 |
375 |
-1,013 |
-73.0% |
7,020 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,666.3 |
1,663.1 |
1,647.9 |
|
| R3 |
1,658.1 |
1,654.9 |
1,645.7 |
|
| R2 |
1,649.9 |
1,649.9 |
1,644.9 |
|
| R1 |
1,646.7 |
1,646.7 |
1,644.2 |
1,648.3 |
| PP |
1,641.7 |
1,641.7 |
1,641.7 |
1,642.6 |
| S1 |
1,638.5 |
1,638.5 |
1,642.6 |
1,640.1 |
| S2 |
1,633.5 |
1,633.5 |
1,641.9 |
|
| S3 |
1,625.3 |
1,630.3 |
1,641.1 |
|
| S4 |
1,617.1 |
1,622.1 |
1,638.9 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,768.5 |
1,747.3 |
1,670.5 |
|
| R3 |
1,730.1 |
1,708.9 |
1,660.0 |
|
| R2 |
1,691.7 |
1,691.7 |
1,656.4 |
|
| R1 |
1,670.5 |
1,670.5 |
1,652.9 |
1,661.9 |
| PP |
1,653.3 |
1,653.3 |
1,653.3 |
1,649.0 |
| S1 |
1,632.1 |
1,632.1 |
1,645.9 |
1,623.5 |
| S2 |
1,614.9 |
1,614.9 |
1,642.4 |
|
| S3 |
1,576.5 |
1,593.7 |
1,638.8 |
|
| S4 |
1,538.1 |
1,555.3 |
1,628.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,674.4 |
1,636.0 |
38.4 |
2.3% |
12.2 |
0.7% |
19% |
False |
False |
1,414 |
| 10 |
1,674.4 |
1,622.0 |
52.4 |
3.2% |
15.1 |
0.9% |
41% |
False |
False |
1,105 |
| 20 |
1,685.3 |
1,622.0 |
63.3 |
3.9% |
16.1 |
1.0% |
34% |
False |
False |
1,129 |
| 40 |
1,716.5 |
1,618.4 |
98.1 |
6.0% |
17.9 |
1.1% |
25% |
False |
False |
812 |
| 60 |
1,799.5 |
1,618.4 |
181.1 |
11.0% |
17.5 |
1.1% |
14% |
False |
False |
769 |
| 80 |
1,799.5 |
1,618.4 |
181.1 |
11.0% |
16.5 |
1.0% |
14% |
False |
False |
668 |
| 100 |
1,799.5 |
1,536.2 |
263.3 |
16.0% |
16.8 |
1.0% |
41% |
False |
False |
621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,679.9 |
|
2.618 |
1,666.5 |
|
1.618 |
1,658.3 |
|
1.000 |
1,653.2 |
|
0.618 |
1,650.1 |
|
HIGH |
1,645.0 |
|
0.618 |
1,641.9 |
|
0.500 |
1,640.9 |
|
0.382 |
1,639.9 |
|
LOW |
1,636.8 |
|
0.618 |
1,631.7 |
|
1.000 |
1,628.6 |
|
1.618 |
1,623.5 |
|
2.618 |
1,615.3 |
|
4.250 |
1,602.0 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,642.6 |
1,646.7 |
| PP |
1,641.7 |
1,645.6 |
| S1 |
1,640.9 |
1,644.5 |
|