| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
12,955 |
12,875 |
-80 |
-0.6% |
13,177 |
| High |
12,975 |
12,884 |
-91 |
-0.7% |
13,284 |
| Low |
12,755 |
12,700 |
-55 |
-0.4% |
12,952 |
| Close |
12,867 |
12,795 |
-72 |
-0.6% |
12,957 |
| Range |
220 |
184 |
-36 |
-16.4% |
332 |
| ATR |
159 |
161 |
2 |
1.1% |
0 |
| Volume |
172,626 |
208,761 |
36,135 |
20.9% |
542,699 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,345 |
13,254 |
12,896 |
|
| R3 |
13,161 |
13,070 |
12,846 |
|
| R2 |
12,977 |
12,977 |
12,829 |
|
| R1 |
12,886 |
12,886 |
12,812 |
12,840 |
| PP |
12,793 |
12,793 |
12,793 |
12,770 |
| S1 |
12,702 |
12,702 |
12,778 |
12,656 |
| S2 |
12,609 |
12,609 |
12,761 |
|
| S3 |
12,425 |
12,518 |
12,745 |
|
| S4 |
12,241 |
12,334 |
12,694 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,060 |
13,841 |
13,140 |
|
| R3 |
13,728 |
13,509 |
13,048 |
|
| R2 |
13,396 |
13,396 |
13,018 |
|
| R1 |
13,177 |
13,177 |
12,988 |
13,121 |
| PP |
13,064 |
13,064 |
13,064 |
13,036 |
| S1 |
12,845 |
12,845 |
12,927 |
12,789 |
| S2 |
12,732 |
12,732 |
12,896 |
|
| S3 |
12,400 |
12,513 |
12,866 |
|
| S4 |
12,068 |
12,181 |
12,775 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,248 |
12,700 |
548 |
4.3% |
193 |
1.5% |
17% |
False |
True |
151,009 |
| 10 |
13,284 |
12,700 |
584 |
4.6% |
164 |
1.3% |
16% |
False |
True |
126,585 |
| 20 |
13,284 |
12,700 |
584 |
4.6% |
168 |
1.3% |
16% |
False |
True |
127,562 |
| 40 |
13,284 |
12,648 |
636 |
5.0% |
147 |
1.1% |
23% |
False |
False |
116,033 |
| 60 |
13,284 |
12,632 |
652 |
5.1% |
137 |
1.1% |
25% |
False |
False |
83,885 |
| 80 |
13,284 |
12,265 |
1,019 |
8.0% |
122 |
1.0% |
52% |
False |
False |
62,917 |
| 100 |
13,284 |
11,639 |
1,645 |
12.9% |
115 |
0.9% |
70% |
False |
False |
50,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,666 |
|
2.618 |
13,366 |
|
1.618 |
13,182 |
|
1.000 |
13,068 |
|
0.618 |
12,998 |
|
HIGH |
12,884 |
|
0.618 |
12,814 |
|
0.500 |
12,792 |
|
0.382 |
12,770 |
|
LOW |
12,700 |
|
0.618 |
12,586 |
|
1.000 |
12,516 |
|
1.618 |
12,402 |
|
2.618 |
12,218 |
|
4.250 |
11,918 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,794 |
12,846 |
| PP |
12,793 |
12,829 |
| S1 |
12,792 |
12,812 |
|