| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,199.0 |
2,198.0 |
-1.0 |
0.0% |
2,155.0 |
| High |
2,233.0 |
2,235.0 |
2.0 |
0.1% |
2,254.0 |
| Low |
2,178.0 |
2,184.0 |
6.0 |
0.3% |
2,147.0 |
| Close |
2,214.0 |
2,210.0 |
-4.0 |
-0.2% |
2,210.0 |
| Range |
55.0 |
51.0 |
-4.0 |
-7.3% |
107.0 |
| ATR |
60.7 |
60.0 |
-0.7 |
-1.1% |
0.0 |
| Volume |
1,370,592 |
1,312,056 |
-58,536 |
-4.3% |
6,992,651 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,362.7 |
2,337.3 |
2,238.1 |
|
| R3 |
2,311.7 |
2,286.3 |
2,224.0 |
|
| R2 |
2,260.7 |
2,260.7 |
2,219.4 |
|
| R1 |
2,235.3 |
2,235.3 |
2,214.7 |
2,248.0 |
| PP |
2,209.7 |
2,209.7 |
2,209.7 |
2,216.0 |
| S1 |
2,184.3 |
2,184.3 |
2,205.3 |
2,197.0 |
| S2 |
2,158.7 |
2,158.7 |
2,200.7 |
|
| S3 |
2,107.7 |
2,133.3 |
2,196.0 |
|
| S4 |
2,056.7 |
2,082.3 |
2,182.0 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,524.7 |
2,474.3 |
2,268.9 |
|
| R3 |
2,417.7 |
2,367.3 |
2,239.4 |
|
| R2 |
2,310.7 |
2,310.7 |
2,229.6 |
|
| R1 |
2,260.3 |
2,260.3 |
2,219.8 |
2,285.5 |
| PP |
2,203.7 |
2,203.7 |
2,203.7 |
2,216.3 |
| S1 |
2,153.3 |
2,153.3 |
2,200.2 |
2,178.5 |
| S2 |
2,096.7 |
2,096.7 |
2,190.4 |
|
| S3 |
1,989.7 |
2,046.3 |
2,180.6 |
|
| S4 |
1,882.7 |
1,939.3 |
2,151.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,254.0 |
2,147.0 |
107.0 |
4.8% |
66.0 |
3.0% |
59% |
False |
False |
1,398,530 |
| 10 |
2,306.0 |
2,147.0 |
159.0 |
7.2% |
64.3 |
2.9% |
40% |
False |
False |
1,329,513 |
| 20 |
2,308.0 |
2,147.0 |
161.0 |
7.3% |
62.5 |
2.8% |
39% |
False |
False |
1,380,963 |
| 40 |
2,550.0 |
2,147.0 |
403.0 |
18.2% |
55.3 |
2.5% |
16% |
False |
False |
1,280,792 |
| 60 |
2,550.0 |
2,147.0 |
403.0 |
18.2% |
49.9 |
2.3% |
16% |
False |
False |
906,365 |
| 80 |
2,550.0 |
2,147.0 |
403.0 |
18.2% |
45.6 |
2.1% |
16% |
False |
False |
679,983 |
| 100 |
2,550.0 |
2,122.0 |
428.0 |
19.4% |
45.5 |
2.1% |
21% |
False |
False |
544,088 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
24.9% |
48.1 |
2.2% |
38% |
False |
False |
455,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,451.8 |
|
2.618 |
2,368.5 |
|
1.618 |
2,317.5 |
|
1.000 |
2,286.0 |
|
0.618 |
2,266.5 |
|
HIGH |
2,235.0 |
|
0.618 |
2,215.5 |
|
0.500 |
2,209.5 |
|
0.382 |
2,203.5 |
|
LOW |
2,184.0 |
|
0.618 |
2,152.5 |
|
1.000 |
2,133.0 |
|
1.618 |
2,101.5 |
|
2.618 |
2,050.5 |
|
4.250 |
1,967.3 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,209.8 |
2,205.5 |
| PP |
2,209.7 |
2,201.0 |
| S1 |
2,209.5 |
2,196.5 |
|