| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,202.0 |
2,180.0 |
-22.0 |
-1.0% |
2,155.0 |
| High |
2,210.0 |
2,204.0 |
-6.0 |
-0.3% |
2,254.0 |
| Low |
2,162.0 |
2,141.0 |
-21.0 |
-1.0% |
2,147.0 |
| Close |
2,169.0 |
2,145.0 |
-24.0 |
-1.1% |
2,210.0 |
| Range |
48.0 |
63.0 |
15.0 |
31.3% |
107.0 |
| ATR |
59.1 |
59.4 |
0.3 |
0.5% |
0.0 |
| Volume |
1,309,181 |
1,599,380 |
290,199 |
22.2% |
6,992,651 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,352.3 |
2,311.7 |
2,179.7 |
|
| R3 |
2,289.3 |
2,248.7 |
2,162.3 |
|
| R2 |
2,226.3 |
2,226.3 |
2,156.6 |
|
| R1 |
2,185.7 |
2,185.7 |
2,150.8 |
2,174.5 |
| PP |
2,163.3 |
2,163.3 |
2,163.3 |
2,157.8 |
| S1 |
2,122.7 |
2,122.7 |
2,139.2 |
2,111.5 |
| S2 |
2,100.3 |
2,100.3 |
2,133.5 |
|
| S3 |
2,037.3 |
2,059.7 |
2,127.7 |
|
| S4 |
1,974.3 |
1,996.7 |
2,110.4 |
|
|
| 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 |
2,235.0 |
2,141.0 |
94.0 |
4.4% |
55.0 |
2.6% |
4% |
False |
True |
1,453,610 |
| 10 |
2,299.0 |
2,141.0 |
158.0 |
7.4% |
62.3 |
2.9% |
3% |
False |
True |
1,393,252 |
| 20 |
2,308.0 |
2,141.0 |
167.0 |
7.8% |
61.8 |
2.9% |
2% |
False |
True |
1,387,879 |
| 40 |
2,550.0 |
2,141.0 |
409.0 |
19.1% |
56.5 |
2.6% |
1% |
False |
True |
1,286,546 |
| 60 |
2,550.0 |
2,141.0 |
409.0 |
19.1% |
50.2 |
2.3% |
1% |
False |
True |
954,733 |
| 80 |
2,550.0 |
2,141.0 |
409.0 |
19.1% |
45.9 |
2.1% |
1% |
False |
True |
716,272 |
| 100 |
2,550.0 |
2,141.0 |
409.0 |
19.1% |
45.1 |
2.1% |
1% |
False |
True |
573,159 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
25.7% |
48.3 |
2.3% |
26% |
False |
False |
479,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,471.8 |
|
2.618 |
2,368.9 |
|
1.618 |
2,305.9 |
|
1.000 |
2,267.0 |
|
0.618 |
2,242.9 |
|
HIGH |
2,204.0 |
|
0.618 |
2,179.9 |
|
0.500 |
2,172.5 |
|
0.382 |
2,165.1 |
|
LOW |
2,141.0 |
|
0.618 |
2,102.1 |
|
1.000 |
2,078.0 |
|
1.618 |
2,039.1 |
|
2.618 |
1,976.1 |
|
4.250 |
1,873.3 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,172.5 |
2,188.0 |
| PP |
2,163.3 |
2,173.7 |
| S1 |
2,154.2 |
2,159.3 |
|