| 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 |
1,644.0 |
1,645.4 |
1.4 |
0.1% |
1,671.0 |
| High |
1,649.2 |
1,645.7 |
-3.5 |
-0.2% |
1,678.6 |
| Low |
1,640.4 |
1,602.2 |
-38.2 |
-2.3% |
1,634.1 |
| Close |
1,645.5 |
1,610.8 |
-34.7 |
-2.1% |
1,651.4 |
| Range |
8.8 |
43.5 |
34.7 |
394.3% |
44.5 |
| ATR |
19.8 |
21.5 |
1.7 |
8.6% |
0.0 |
| Volume |
1,759 |
2,207 |
448 |
25.5% |
23,853 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,750.1 |
1,723.9 |
1,634.7 |
|
| R3 |
1,706.6 |
1,680.4 |
1,622.8 |
|
| R2 |
1,663.1 |
1,663.1 |
1,618.8 |
|
| R1 |
1,636.9 |
1,636.9 |
1,614.8 |
1,628.3 |
| PP |
1,619.6 |
1,619.6 |
1,619.6 |
1,615.2 |
| S1 |
1,593.4 |
1,593.4 |
1,606.8 |
1,584.8 |
| S2 |
1,576.1 |
1,576.1 |
1,602.8 |
|
| S3 |
1,532.6 |
1,549.9 |
1,598.8 |
|
| S4 |
1,489.1 |
1,506.4 |
1,586.9 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,788.2 |
1,764.3 |
1,675.9 |
|
| R3 |
1,743.7 |
1,719.8 |
1,663.6 |
|
| R2 |
1,699.2 |
1,699.2 |
1,659.6 |
|
| R1 |
1,675.3 |
1,675.3 |
1,655.5 |
1,665.0 |
| PP |
1,654.7 |
1,654.7 |
1,654.7 |
1,649.6 |
| S1 |
1,630.8 |
1,630.8 |
1,647.3 |
1,620.5 |
| S2 |
1,610.2 |
1,610.2 |
1,643.2 |
|
| S3 |
1,565.7 |
1,586.3 |
1,639.2 |
|
| S4 |
1,521.2 |
1,541.8 |
1,626.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,669.9 |
1,602.2 |
67.7 |
4.2% |
21.7 |
1.3% |
13% |
False |
True |
4,472 |
| 10 |
1,678.6 |
1,602.2 |
76.4 |
4.7% |
19.1 |
1.2% |
11% |
False |
True |
3,117 |
| 20 |
1,687.4 |
1,602.2 |
85.2 |
5.3% |
18.3 |
1.1% |
10% |
False |
True |
2,974 |
| 40 |
1,716.4 |
1,602.2 |
114.2 |
7.1% |
21.5 |
1.3% |
8% |
False |
True |
2,722 |
| 60 |
1,800.9 |
1,602.2 |
198.7 |
12.3% |
23.1 |
1.4% |
4% |
False |
True |
2,484 |
| 80 |
1,800.9 |
1,602.2 |
198.7 |
12.3% |
23.6 |
1.5% |
4% |
False |
True |
2,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,830.6 |
|
2.618 |
1,759.6 |
|
1.618 |
1,716.1 |
|
1.000 |
1,689.2 |
|
0.618 |
1,672.6 |
|
HIGH |
1,645.7 |
|
0.618 |
1,629.1 |
|
0.500 |
1,624.0 |
|
0.382 |
1,618.8 |
|
LOW |
1,602.2 |
|
0.618 |
1,575.3 |
|
1.000 |
1,558.7 |
|
1.618 |
1,531.8 |
|
2.618 |
1,488.3 |
|
4.250 |
1,417.3 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,624.0 |
1,627.5 |
| PP |
1,619.6 |
1,621.9 |
| S1 |
1,615.2 |
1,616.4 |
|