| 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 |
4,161.0 |
4,094.0 |
-67.0 |
-1.6% |
4,280.0 |
| High |
4,188.0 |
4,112.0 |
-76.0 |
-1.8% |
4,314.0 |
| Low |
4,141.0 |
4,029.0 |
-112.0 |
-2.7% |
4,029.0 |
| Close |
4,160.0 |
4,058.0 |
-102.0 |
-2.5% |
4,058.0 |
| Range |
47.0 |
83.0 |
36.0 |
76.6% |
285.0 |
| ATR |
48.1 |
54.0 |
5.9 |
12.3% |
0.0 |
| Volume |
34,024 |
44,817 |
10,793 |
31.7% |
173,089 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,315.3 |
4,269.7 |
4,103.7 |
|
| R3 |
4,232.3 |
4,186.7 |
4,080.8 |
|
| R2 |
4,149.3 |
4,149.3 |
4,073.2 |
|
| R1 |
4,103.7 |
4,103.7 |
4,065.6 |
4,085.0 |
| PP |
4,066.3 |
4,066.3 |
4,066.3 |
4,057.0 |
| S1 |
4,020.7 |
4,020.7 |
4,050.4 |
4,002.0 |
| S2 |
3,983.3 |
3,983.3 |
4,042.8 |
|
| S3 |
3,900.3 |
3,937.7 |
4,035.2 |
|
| S4 |
3,817.3 |
3,854.7 |
4,012.4 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,988.7 |
4,808.3 |
4,214.8 |
|
| R3 |
4,703.7 |
4,523.3 |
4,136.4 |
|
| R2 |
4,418.7 |
4,418.7 |
4,110.3 |
|
| R1 |
4,238.3 |
4,238.3 |
4,084.1 |
4,186.0 |
| PP |
4,133.7 |
4,133.7 |
4,133.7 |
4,107.5 |
| S1 |
3,953.3 |
3,953.3 |
4,031.9 |
3,901.0 |
| S2 |
3,848.7 |
3,848.7 |
4,005.8 |
|
| S3 |
3,563.7 |
3,668.3 |
3,979.6 |
|
| S4 |
3,278.7 |
3,383.3 |
3,901.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,314.0 |
4,029.0 |
285.0 |
7.0% |
56.8 |
1.4% |
10% |
False |
True |
34,617 |
| 10 |
4,335.0 |
4,029.0 |
306.0 |
7.5% |
49.2 |
1.2% |
9% |
False |
True |
32,409 |
| 20 |
4,448.0 |
4,029.0 |
419.0 |
10.3% |
40.7 |
1.0% |
7% |
False |
True |
26,925 |
| 40 |
4,448.0 |
4,029.0 |
419.0 |
10.3% |
38.6 |
1.0% |
7% |
False |
True |
26,389 |
| 60 |
4,448.0 |
4,029.0 |
419.0 |
10.3% |
33.2 |
0.8% |
7% |
False |
True |
23,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,464.8 |
|
2.618 |
4,329.3 |
|
1.618 |
4,246.3 |
|
1.000 |
4,195.0 |
|
0.618 |
4,163.3 |
|
HIGH |
4,112.0 |
|
0.618 |
4,080.3 |
|
0.500 |
4,070.5 |
|
0.382 |
4,060.7 |
|
LOW |
4,029.0 |
|
0.618 |
3,977.7 |
|
1.000 |
3,946.0 |
|
1.618 |
3,894.7 |
|
2.618 |
3,811.7 |
|
4.250 |
3,676.3 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,070.5 |
4,138.0 |
| PP |
4,066.3 |
4,111.3 |
| S1 |
4,062.2 |
4,084.7 |
|