| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,198.0 |
2,202.0 |
4.0 |
0.2% |
2,155.0 |
| High |
2,235.0 |
2,210.0 |
-25.0 |
-1.1% |
2,254.0 |
| Low |
2,184.0 |
2,162.0 |
-22.0 |
-1.0% |
2,147.0 |
| Close |
2,210.0 |
2,169.0 |
-41.0 |
-1.9% |
2,210.0 |
| Range |
51.0 |
48.0 |
-3.0 |
-5.9% |
107.0 |
| ATR |
60.0 |
59.1 |
-0.9 |
-1.4% |
0.0 |
| Volume |
1,312,056 |
1,309,181 |
-2,875 |
-0.2% |
6,992,651 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,324.3 |
2,294.7 |
2,195.4 |
|
| R3 |
2,276.3 |
2,246.7 |
2,182.2 |
|
| R2 |
2,228.3 |
2,228.3 |
2,177.8 |
|
| R1 |
2,198.7 |
2,198.7 |
2,173.4 |
2,189.5 |
| PP |
2,180.3 |
2,180.3 |
2,180.3 |
2,175.8 |
| S1 |
2,150.7 |
2,150.7 |
2,164.6 |
2,141.5 |
| S2 |
2,132.3 |
2,132.3 |
2,160.2 |
|
| S3 |
2,084.3 |
2,102.7 |
2,155.8 |
|
| S4 |
2,036.3 |
2,054.7 |
2,142.6 |
|
|
| 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 |
2,249.0 |
2,158.0 |
91.0 |
4.2% |
54.2 |
2.5% |
12% |
False |
False |
1,426,993 |
| 10 |
2,306.0 |
2,147.0 |
159.0 |
7.3% |
61.2 |
2.8% |
14% |
False |
False |
1,329,235 |
| 20 |
2,308.0 |
2,147.0 |
161.0 |
7.4% |
61.5 |
2.8% |
14% |
False |
False |
1,373,454 |
| 40 |
2,550.0 |
2,147.0 |
403.0 |
18.6% |
55.7 |
2.6% |
5% |
False |
False |
1,279,813 |
| 60 |
2,550.0 |
2,147.0 |
403.0 |
18.6% |
50.0 |
2.3% |
5% |
False |
False |
928,081 |
| 80 |
2,550.0 |
2,147.0 |
403.0 |
18.6% |
45.7 |
2.1% |
5% |
False |
False |
696,295 |
| 100 |
2,550.0 |
2,147.0 |
403.0 |
18.6% |
45.2 |
2.1% |
5% |
False |
False |
557,174 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
25.4% |
48.1 |
2.2% |
31% |
False |
False |
466,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,414.0 |
|
2.618 |
2,335.7 |
|
1.618 |
2,287.7 |
|
1.000 |
2,258.0 |
|
0.618 |
2,239.7 |
|
HIGH |
2,210.0 |
|
0.618 |
2,191.7 |
|
0.500 |
2,186.0 |
|
0.382 |
2,180.3 |
|
LOW |
2,162.0 |
|
0.618 |
2,132.3 |
|
1.000 |
2,114.0 |
|
1.618 |
2,084.3 |
|
2.618 |
2,036.3 |
|
4.250 |
1,958.0 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,186.0 |
2,198.5 |
| PP |
2,180.3 |
2,188.7 |
| S1 |
2,174.7 |
2,178.8 |
|