| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,109.0 |
2,125.0 |
16.0 |
0.8% |
2,202.0 |
| High |
2,154.0 |
2,153.0 |
-1.0 |
0.0% |
2,210.0 |
| Low |
2,085.0 |
2,113.0 |
28.0 |
1.3% |
2,085.0 |
| Close |
2,106.0 |
2,153.0 |
47.0 |
2.2% |
2,106.0 |
| Range |
69.0 |
40.0 |
-29.0 |
-42.0% |
125.0 |
| ATR |
60.0 |
59.0 |
-0.9 |
-1.5% |
0.0 |
| Volume |
1,866,403 |
1,099,052 |
-767,351 |
-41.1% |
8,018,196 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,259.7 |
2,246.3 |
2,175.0 |
|
| R3 |
2,219.7 |
2,206.3 |
2,164.0 |
|
| R2 |
2,179.7 |
2,179.7 |
2,160.3 |
|
| R1 |
2,166.3 |
2,166.3 |
2,156.7 |
2,173.0 |
| PP |
2,139.7 |
2,139.7 |
2,139.7 |
2,143.0 |
| S1 |
2,126.3 |
2,126.3 |
2,149.3 |
2,133.0 |
| S2 |
2,099.7 |
2,099.7 |
2,145.7 |
|
| S3 |
2,059.7 |
2,086.3 |
2,142.0 |
|
| S4 |
2,019.7 |
2,046.3 |
2,131.0 |
|
|
| 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 |
2,204.0 |
2,085.0 |
119.0 |
5.5% |
57.8 |
2.7% |
57% |
False |
False |
1,561,613 |
| 10 |
2,249.0 |
2,085.0 |
164.0 |
7.6% |
56.0 |
2.6% |
41% |
False |
False |
1,494,303 |
| 20 |
2,306.0 |
2,085.0 |
221.0 |
10.3% |
60.0 |
2.8% |
31% |
False |
False |
1,377,552 |
| 40 |
2,502.0 |
2,085.0 |
417.0 |
19.4% |
58.8 |
2.7% |
16% |
False |
False |
1,348,788 |
| 60 |
2,550.0 |
2,085.0 |
465.0 |
21.6% |
52.2 |
2.4% |
15% |
False |
False |
1,057,774 |
| 80 |
2,550.0 |
2,085.0 |
465.0 |
21.6% |
47.2 |
2.2% |
15% |
False |
False |
793,862 |
| 100 |
2,550.0 |
2,085.0 |
465.0 |
21.6% |
46.1 |
2.1% |
15% |
False |
False |
635,227 |
| 120 |
2,550.0 |
2,085.0 |
465.0 |
21.6% |
48.2 |
2.2% |
15% |
False |
False |
531,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,323.0 |
|
2.618 |
2,257.7 |
|
1.618 |
2,217.7 |
|
1.000 |
2,193.0 |
|
0.618 |
2,177.7 |
|
HIGH |
2,153.0 |
|
0.618 |
2,137.7 |
|
0.500 |
2,133.0 |
|
0.382 |
2,128.3 |
|
LOW |
2,113.0 |
|
0.618 |
2,088.3 |
|
1.000 |
2,073.0 |
|
1.618 |
2,048.3 |
|
2.618 |
2,008.3 |
|
4.250 |
1,943.0 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,146.3 |
2,143.7 |
| PP |
2,139.7 |
2,134.3 |
| S1 |
2,133.0 |
2,125.0 |
|