| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
6,461.0 |
6,510.0 |
49.0 |
0.8% |
6,404.0 |
| High |
6,593.0 |
6,528.0 |
-65.0 |
-1.0% |
6,599.0 |
| Low |
6,448.0 |
6,406.0 |
-42.0 |
-0.7% |
6,370.0 |
| Close |
6,528.5 |
6,429.5 |
-99.0 |
-1.5% |
6,528.5 |
| Range |
145.0 |
122.0 |
-23.0 |
-15.9% |
229.0 |
| ATR |
151.6 |
149.5 |
-2.1 |
-1.4% |
0.0 |
| Volume |
159,334 |
153,434 |
-5,900 |
-3.7% |
838,650 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,820.5 |
6,747.0 |
6,496.6 |
|
| R3 |
6,698.5 |
6,625.0 |
6,463.1 |
|
| R2 |
6,576.5 |
6,576.5 |
6,451.9 |
|
| R1 |
6,503.0 |
6,503.0 |
6,440.7 |
6,478.8 |
| PP |
6,454.5 |
6,454.5 |
6,454.5 |
6,442.4 |
| S1 |
6,381.0 |
6,381.0 |
6,418.3 |
6,356.8 |
| S2 |
6,332.5 |
6,332.5 |
6,407.1 |
|
| S3 |
6,210.5 |
6,259.0 |
6,396.0 |
|
| S4 |
6,088.5 |
6,137.0 |
6,362.4 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,186.2 |
7,086.3 |
6,654.5 |
|
| R3 |
6,957.2 |
6,857.3 |
6,591.5 |
|
| R2 |
6,728.2 |
6,728.2 |
6,570.5 |
|
| R1 |
6,628.3 |
6,628.3 |
6,549.5 |
6,678.3 |
| PP |
6,499.2 |
6,499.2 |
6,499.2 |
6,524.1 |
| S1 |
6,399.3 |
6,399.3 |
6,507.5 |
6,449.3 |
| S2 |
6,270.2 |
6,270.2 |
6,486.5 |
|
| S3 |
6,041.2 |
6,170.3 |
6,465.5 |
|
| S4 |
5,812.2 |
5,941.3 |
6,402.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,593.0 |
6,377.5 |
215.5 |
3.4% |
135.8 |
2.1% |
24% |
False |
False |
171,000 |
| 10 |
6,885.0 |
6,370.0 |
515.0 |
8.0% |
152.6 |
2.4% |
12% |
False |
False |
156,238 |
| 20 |
6,885.0 |
6,370.0 |
515.0 |
8.0% |
151.6 |
2.4% |
12% |
False |
False |
156,749 |
| 40 |
7,211.0 |
6,370.0 |
841.0 |
13.1% |
142.8 |
2.2% |
7% |
False |
False |
150,847 |
| 60 |
7,211.0 |
6,370.0 |
841.0 |
13.1% |
132.2 |
2.1% |
7% |
False |
False |
106,118 |
| 80 |
7,211.0 |
6,358.0 |
853.0 |
13.3% |
122.1 |
1.9% |
8% |
False |
False |
79,691 |
| 100 |
7,211.0 |
5,790.5 |
1,420.5 |
22.1% |
118.0 |
1.8% |
45% |
False |
False |
63,838 |
| 120 |
7,211.0 |
5,409.0 |
1,802.0 |
28.0% |
124.9 |
1.9% |
57% |
False |
False |
53,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,046.5 |
|
2.618 |
6,847.4 |
|
1.618 |
6,725.4 |
|
1.000 |
6,650.0 |
|
0.618 |
6,603.4 |
|
HIGH |
6,528.0 |
|
0.618 |
6,481.4 |
|
0.500 |
6,467.0 |
|
0.382 |
6,452.6 |
|
LOW |
6,406.0 |
|
0.618 |
6,330.6 |
|
1.000 |
6,284.0 |
|
1.618 |
6,208.6 |
|
2.618 |
6,086.6 |
|
4.250 |
5,887.5 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,467.0 |
6,499.5 |
| PP |
6,454.5 |
6,476.2 |
| S1 |
6,442.0 |
6,452.8 |
|