| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1,610.4 |
1,597.6 |
-12.8 |
-0.8% |
1,667.1 |
| High |
1,610.4 |
1,604.0 |
-6.4 |
-0.4% |
1,674.4 |
| Low |
1,586.0 |
1,597.2 |
11.2 |
0.7% |
1,636.0 |
| Close |
1,598.4 |
1,599.8 |
1.4 |
0.1% |
1,649.4 |
| Range |
24.4 |
6.8 |
-17.6 |
-72.1% |
38.4 |
| ATR |
20.3 |
19.3 |
-1.0 |
-4.7% |
0.0 |
| Volume |
1,740 |
813 |
-927 |
-53.3% |
7,020 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,620.7 |
1,617.1 |
1,603.5 |
|
| R3 |
1,613.9 |
1,610.3 |
1,601.7 |
|
| R2 |
1,607.1 |
1,607.1 |
1,601.0 |
|
| R1 |
1,603.5 |
1,603.5 |
1,600.4 |
1,605.3 |
| PP |
1,600.3 |
1,600.3 |
1,600.3 |
1,601.3 |
| S1 |
1,596.7 |
1,596.7 |
1,599.2 |
1,598.5 |
| S2 |
1,593.5 |
1,593.5 |
1,598.6 |
|
| S3 |
1,586.7 |
1,589.9 |
1,597.9 |
|
| S4 |
1,579.9 |
1,583.1 |
1,596.1 |
|
|
| 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 |
1,649.8 |
1,586.0 |
63.8 |
4.0% |
18.7 |
1.2% |
22% |
False |
False |
998 |
| 10 |
1,674.4 |
1,586.0 |
88.4 |
5.5% |
16.7 |
1.0% |
16% |
False |
False |
1,104 |
| 20 |
1,679.9 |
1,586.0 |
93.9 |
5.9% |
16.5 |
1.0% |
15% |
False |
False |
1,067 |
| 40 |
1,701.5 |
1,586.0 |
115.5 |
7.2% |
17.7 |
1.1% |
12% |
False |
False |
840 |
| 60 |
1,799.5 |
1,586.0 |
213.5 |
13.3% |
18.4 |
1.1% |
6% |
False |
False |
801 |
| 80 |
1,799.5 |
1,586.0 |
213.5 |
13.3% |
16.9 |
1.1% |
6% |
False |
False |
675 |
| 100 |
1,799.5 |
1,536.2 |
263.3 |
16.5% |
16.2 |
1.0% |
24% |
False |
False |
644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,632.9 |
|
2.618 |
1,621.8 |
|
1.618 |
1,615.0 |
|
1.000 |
1,610.8 |
|
0.618 |
1,608.2 |
|
HIGH |
1,604.0 |
|
0.618 |
1,601.4 |
|
0.500 |
1,600.6 |
|
0.382 |
1,599.8 |
|
LOW |
1,597.2 |
|
0.618 |
1,593.0 |
|
1.000 |
1,590.4 |
|
1.618 |
1,586.2 |
|
2.618 |
1,579.4 |
|
4.250 |
1,568.3 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,600.6 |
1,614.7 |
| PP |
1,600.3 |
1,609.7 |
| S1 |
1,600.1 |
1,604.8 |
|