| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,130.0 |
2,154.0 |
24.0 |
1.1% |
2,155.0 |
| High |
2,178.0 |
2,165.0 |
-13.0 |
-0.6% |
2,254.0 |
| Low |
2,118.0 |
2,108.0 |
-10.0 |
-0.5% |
2,147.0 |
| Close |
2,139.0 |
2,128.0 |
-11.0 |
-0.5% |
2,210.0 |
| Range |
60.0 |
57.0 |
-3.0 |
-5.0% |
107.0 |
| ATR |
59.4 |
59.3 |
-0.2 |
-0.3% |
0.0 |
| Volume |
1,738,869 |
1,504,363 |
-234,506 |
-13.5% |
6,992,651 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,304.7 |
2,273.3 |
2,159.4 |
|
| R3 |
2,247.7 |
2,216.3 |
2,143.7 |
|
| R2 |
2,190.7 |
2,190.7 |
2,138.5 |
|
| R1 |
2,159.3 |
2,159.3 |
2,133.2 |
2,146.5 |
| PP |
2,133.7 |
2,133.7 |
2,133.7 |
2,127.3 |
| S1 |
2,102.3 |
2,102.3 |
2,122.8 |
2,089.5 |
| S2 |
2,076.7 |
2,076.7 |
2,117.6 |
|
| S3 |
2,019.7 |
2,045.3 |
2,112.3 |
|
| S4 |
1,962.7 |
1,988.3 |
2,096.7 |
|
|
| 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 |
2,108.0 |
127.0 |
6.0% |
55.8 |
2.6% |
16% |
False |
True |
1,492,769 |
| 10 |
2,259.0 |
2,108.0 |
151.0 |
7.1% |
61.5 |
2.9% |
13% |
False |
True |
1,454,321 |
| 20 |
2,306.0 |
2,108.0 |
198.0 |
9.3% |
61.4 |
2.9% |
10% |
False |
True |
1,414,360 |
| 40 |
2,539.0 |
2,108.0 |
431.0 |
20.3% |
58.2 |
2.7% |
5% |
False |
True |
1,323,119 |
| 60 |
2,550.0 |
2,108.0 |
442.0 |
20.8% |
51.4 |
2.4% |
5% |
False |
True |
1,008,773 |
| 80 |
2,550.0 |
2,108.0 |
442.0 |
20.8% |
46.7 |
2.2% |
5% |
False |
True |
756,803 |
| 100 |
2,550.0 |
2,108.0 |
442.0 |
20.8% |
45.8 |
2.1% |
5% |
False |
True |
605,575 |
| 120 |
2,550.0 |
2,073.0 |
477.0 |
22.4% |
48.4 |
2.3% |
12% |
False |
False |
506,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,407.3 |
|
2.618 |
2,314.2 |
|
1.618 |
2,257.2 |
|
1.000 |
2,222.0 |
|
0.618 |
2,200.2 |
|
HIGH |
2,165.0 |
|
0.618 |
2,143.2 |
|
0.500 |
2,136.5 |
|
0.382 |
2,129.8 |
|
LOW |
2,108.0 |
|
0.618 |
2,072.8 |
|
1.000 |
2,051.0 |
|
1.618 |
2,015.8 |
|
2.618 |
1,958.8 |
|
4.250 |
1,865.8 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,136.5 |
2,156.0 |
| PP |
2,133.7 |
2,146.7 |
| S1 |
2,130.8 |
2,137.3 |
|