| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,155.0 |
2,150.0 |
-5.0 |
-0.2% |
2,202.0 |
| High |
2,188.0 |
2,160.0 |
-28.0 |
-1.3% |
2,210.0 |
| Low |
2,142.0 |
2,113.0 |
-29.0 |
-1.4% |
2,085.0 |
| Close |
2,166.0 |
2,149.0 |
-17.0 |
-0.8% |
2,106.0 |
| Range |
46.0 |
47.0 |
1.0 |
2.2% |
125.0 |
| ATR |
58.1 |
57.7 |
-0.4 |
-0.6% |
0.0 |
| Volume |
1,335,836 |
1,467,263 |
131,427 |
9.8% |
8,018,196 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,281.7 |
2,262.3 |
2,174.9 |
|
| R3 |
2,234.7 |
2,215.3 |
2,161.9 |
|
| R2 |
2,187.7 |
2,187.7 |
2,157.6 |
|
| R1 |
2,168.3 |
2,168.3 |
2,153.3 |
2,154.5 |
| PP |
2,140.7 |
2,140.7 |
2,140.7 |
2,133.8 |
| S1 |
2,121.3 |
2,121.3 |
2,144.7 |
2,107.5 |
| S2 |
2,093.7 |
2,093.7 |
2,140.4 |
|
| S3 |
2,046.7 |
2,074.3 |
2,136.1 |
|
| S4 |
1,999.7 |
2,027.3 |
2,123.2 |
|
|
| 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% |
51.8 |
2.4% |
62% |
False |
False |
1,454,583 |
| 10 |
2,235.0 |
2,085.0 |
150.0 |
7.0% |
53.6 |
2.5% |
43% |
False |
False |
1,460,299 |
| 20 |
2,306.0 |
2,085.0 |
221.0 |
10.3% |
59.3 |
2.8% |
29% |
False |
False |
1,384,370 |
| 40 |
2,502.0 |
2,085.0 |
417.0 |
19.4% |
58.6 |
2.7% |
15% |
False |
False |
1,359,698 |
| 60 |
2,550.0 |
2,085.0 |
465.0 |
21.6% |
52.7 |
2.5% |
14% |
False |
False |
1,103,220 |
| 80 |
2,550.0 |
2,085.0 |
465.0 |
21.6% |
47.5 |
2.2% |
14% |
False |
False |
828,889 |
| 100 |
2,550.0 |
2,085.0 |
465.0 |
21.6% |
46.2 |
2.2% |
14% |
False |
False |
663,257 |
| 120 |
2,550.0 |
2,085.0 |
465.0 |
21.6% |
47.6 |
2.2% |
14% |
False |
False |
554,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,359.8 |
|
2.618 |
2,283.0 |
|
1.618 |
2,236.0 |
|
1.000 |
2,207.0 |
|
0.618 |
2,189.0 |
|
HIGH |
2,160.0 |
|
0.618 |
2,142.0 |
|
0.500 |
2,136.5 |
|
0.382 |
2,131.0 |
|
LOW |
2,113.0 |
|
0.618 |
2,084.0 |
|
1.000 |
2,066.0 |
|
1.618 |
2,037.0 |
|
2.618 |
1,990.0 |
|
4.250 |
1,913.3 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,144.8 |
2,150.5 |
| PP |
2,140.7 |
2,150.0 |
| S1 |
2,136.5 |
2,149.5 |
|