| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,154.0 |
2,109.0 |
-45.0 |
-2.1% |
2,202.0 |
| High |
2,165.0 |
2,154.0 |
-11.0 |
-0.5% |
2,210.0 |
| Low |
2,108.0 |
2,085.0 |
-23.0 |
-1.1% |
2,085.0 |
| Close |
2,128.0 |
2,106.0 |
-22.0 |
-1.0% |
2,106.0 |
| Range |
57.0 |
69.0 |
12.0 |
21.1% |
125.0 |
| ATR |
59.3 |
60.0 |
0.7 |
1.2% |
0.0 |
| Volume |
1,504,363 |
1,866,403 |
362,040 |
24.1% |
8,018,196 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,322.0 |
2,283.0 |
2,144.0 |
|
| R3 |
2,253.0 |
2,214.0 |
2,125.0 |
|
| R2 |
2,184.0 |
2,184.0 |
2,118.7 |
|
| R1 |
2,145.0 |
2,145.0 |
2,112.3 |
2,130.0 |
| PP |
2,115.0 |
2,115.0 |
2,115.0 |
2,107.5 |
| S1 |
2,076.0 |
2,076.0 |
2,099.7 |
2,061.0 |
| S2 |
2,046.0 |
2,046.0 |
2,093.4 |
|
| S3 |
1,977.0 |
2,007.0 |
2,087.0 |
|
| S4 |
1,908.0 |
1,938.0 |
2,068.1 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,508.7 |
2,432.3 |
2,174.8 |
|
| R3 |
2,383.7 |
2,307.3 |
2,140.4 |
|
| R2 |
2,258.7 |
2,258.7 |
2,128.9 |
|
| R1 |
2,182.3 |
2,182.3 |
2,117.5 |
2,158.0 |
| PP |
2,133.7 |
2,133.7 |
2,133.7 |
2,121.5 |
| S1 |
2,057.3 |
2,057.3 |
2,094.5 |
2,033.0 |
| S2 |
2,008.7 |
2,008.7 |
2,083.1 |
|
| S3 |
1,883.7 |
1,932.3 |
2,071.6 |
|
| S4 |
1,758.7 |
1,807.3 |
2,037.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,210.0 |
2,085.0 |
125.0 |
5.9% |
59.4 |
2.8% |
17% |
False |
True |
1,603,639 |
| 10 |
2,254.0 |
2,085.0 |
169.0 |
8.0% |
62.7 |
3.0% |
12% |
False |
True |
1,501,084 |
| 20 |
2,306.0 |
2,085.0 |
221.0 |
10.5% |
60.4 |
2.9% |
10% |
False |
True |
1,405,512 |
| 40 |
2,530.0 |
2,085.0 |
445.0 |
21.1% |
59.0 |
2.8% |
5% |
False |
True |
1,346,817 |
| 60 |
2,550.0 |
2,085.0 |
465.0 |
22.1% |
52.0 |
2.5% |
5% |
False |
True |
1,039,623 |
| 80 |
2,550.0 |
2,085.0 |
465.0 |
22.1% |
47.3 |
2.2% |
5% |
False |
True |
780,128 |
| 100 |
2,550.0 |
2,085.0 |
465.0 |
22.1% |
46.3 |
2.2% |
5% |
False |
True |
624,238 |
| 120 |
2,550.0 |
2,085.0 |
465.0 |
22.1% |
48.3 |
2.3% |
5% |
False |
True |
521,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,447.3 |
|
2.618 |
2,334.6 |
|
1.618 |
2,265.6 |
|
1.000 |
2,223.0 |
|
0.618 |
2,196.6 |
|
HIGH |
2,154.0 |
|
0.618 |
2,127.6 |
|
0.500 |
2,119.5 |
|
0.382 |
2,111.4 |
|
LOW |
2,085.0 |
|
0.618 |
2,042.4 |
|
1.000 |
2,016.0 |
|
1.618 |
1,973.4 |
|
2.618 |
1,904.4 |
|
4.250 |
1,791.8 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,119.5 |
2,131.5 |
| PP |
2,115.0 |
2,123.0 |
| S1 |
2,110.5 |
2,114.5 |
|