| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,125.0 |
2,155.0 |
30.0 |
1.4% |
2,202.0 |
| High |
2,153.0 |
2,188.0 |
35.0 |
1.6% |
2,210.0 |
| Low |
2,113.0 |
2,142.0 |
29.0 |
1.4% |
2,085.0 |
| Close |
2,153.0 |
2,166.0 |
13.0 |
0.6% |
2,106.0 |
| Range |
40.0 |
46.0 |
6.0 |
15.0% |
125.0 |
| ATR |
59.0 |
58.1 |
-0.9 |
-1.6% |
0.0 |
| Volume |
1,099,052 |
1,335,836 |
236,784 |
21.5% |
8,018,196 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,303.3 |
2,280.7 |
2,191.3 |
|
| R3 |
2,257.3 |
2,234.7 |
2,178.7 |
|
| R2 |
2,211.3 |
2,211.3 |
2,174.4 |
|
| R1 |
2,188.7 |
2,188.7 |
2,170.2 |
2,200.0 |
| PP |
2,165.3 |
2,165.3 |
2,165.3 |
2,171.0 |
| S1 |
2,142.7 |
2,142.7 |
2,161.8 |
2,154.0 |
| S2 |
2,119.3 |
2,119.3 |
2,157.6 |
|
| S3 |
2,073.3 |
2,096.7 |
2,153.4 |
|
| S4 |
2,027.3 |
2,050.7 |
2,140.7 |
|
|
| 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 |
2,188.0 |
2,085.0 |
103.0 |
4.8% |
54.4 |
2.5% |
79% |
True |
False |
1,508,904 |
| 10 |
2,235.0 |
2,085.0 |
150.0 |
6.9% |
54.7 |
2.5% |
54% |
False |
False |
1,481,257 |
| 20 |
2,306.0 |
2,085.0 |
221.0 |
10.2% |
59.2 |
2.7% |
37% |
False |
False |
1,370,712 |
| 40 |
2,502.0 |
2,085.0 |
417.0 |
19.3% |
58.6 |
2.7% |
19% |
False |
False |
1,351,177 |
| 60 |
2,550.0 |
2,085.0 |
465.0 |
21.5% |
52.2 |
2.4% |
17% |
False |
False |
1,080,032 |
| 80 |
2,550.0 |
2,085.0 |
465.0 |
21.5% |
47.3 |
2.2% |
17% |
False |
False |
810,549 |
| 100 |
2,550.0 |
2,085.0 |
465.0 |
21.5% |
46.0 |
2.1% |
17% |
False |
False |
648,585 |
| 120 |
2,550.0 |
2,085.0 |
465.0 |
21.5% |
47.4 |
2.2% |
17% |
False |
False |
542,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,383.5 |
|
2.618 |
2,308.4 |
|
1.618 |
2,262.4 |
|
1.000 |
2,234.0 |
|
0.618 |
2,216.4 |
|
HIGH |
2,188.0 |
|
0.618 |
2,170.4 |
|
0.500 |
2,165.0 |
|
0.382 |
2,159.6 |
|
LOW |
2,142.0 |
|
0.618 |
2,113.6 |
|
1.000 |
2,096.0 |
|
1.618 |
2,067.6 |
|
2.618 |
2,021.6 |
|
4.250 |
1,946.5 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,165.7 |
2,156.2 |
| PP |
2,165.3 |
2,146.3 |
| S1 |
2,165.0 |
2,136.5 |
|