| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
6,510.0 |
6,463.0 |
-47.0 |
-0.7% |
6,404.0 |
| High |
6,528.0 |
6,513.0 |
-15.0 |
-0.2% |
6,599.0 |
| Low |
6,406.0 |
6,353.5 |
-52.5 |
-0.8% |
6,370.0 |
| Close |
6,429.5 |
6,374.0 |
-55.5 |
-0.9% |
6,528.5 |
| Range |
122.0 |
159.5 |
37.5 |
30.7% |
229.0 |
| ATR |
149.5 |
150.2 |
0.7 |
0.5% |
0.0 |
| Volume |
153,434 |
200,268 |
46,834 |
30.5% |
838,650 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,892.0 |
6,792.5 |
6,461.7 |
|
| R3 |
6,732.5 |
6,633.0 |
6,417.9 |
|
| R2 |
6,573.0 |
6,573.0 |
6,403.2 |
|
| R1 |
6,473.5 |
6,473.5 |
6,388.6 |
6,443.5 |
| PP |
6,413.5 |
6,413.5 |
6,413.5 |
6,398.5 |
| S1 |
6,314.0 |
6,314.0 |
6,359.4 |
6,284.0 |
| S2 |
6,254.0 |
6,254.0 |
6,344.8 |
|
| S3 |
6,094.5 |
6,154.5 |
6,330.1 |
|
| S4 |
5,935.0 |
5,995.0 |
6,286.3 |
|
|
| 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 |
6,353.5 |
239.5 |
3.8% |
134.6 |
2.1% |
9% |
False |
True |
176,813 |
| 10 |
6,885.0 |
6,353.5 |
531.5 |
8.3% |
158.4 |
2.5% |
4% |
False |
True |
165,437 |
| 20 |
6,885.0 |
6,353.5 |
531.5 |
8.3% |
152.2 |
2.4% |
4% |
False |
True |
159,054 |
| 40 |
7,211.0 |
6,353.5 |
857.5 |
13.5% |
144.5 |
2.3% |
2% |
False |
True |
153,815 |
| 60 |
7,211.0 |
6,353.5 |
857.5 |
13.5% |
132.4 |
2.1% |
2% |
False |
True |
109,447 |
| 80 |
7,211.0 |
6,353.5 |
857.5 |
13.5% |
123.2 |
1.9% |
2% |
False |
True |
82,190 |
| 100 |
7,211.0 |
5,795.5 |
1,415.5 |
22.2% |
117.6 |
1.8% |
41% |
False |
False |
65,837 |
| 120 |
7,211.0 |
5,409.0 |
1,802.0 |
28.3% |
125.6 |
2.0% |
54% |
False |
False |
55,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,190.9 |
|
2.618 |
6,930.6 |
|
1.618 |
6,771.1 |
|
1.000 |
6,672.5 |
|
0.618 |
6,611.6 |
|
HIGH |
6,513.0 |
|
0.618 |
6,452.1 |
|
0.500 |
6,433.3 |
|
0.382 |
6,414.4 |
|
LOW |
6,353.5 |
|
0.618 |
6,254.9 |
|
1.000 |
6,194.0 |
|
1.618 |
6,095.4 |
|
2.618 |
5,935.9 |
|
4.250 |
5,675.6 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,433.3 |
6,473.3 |
| PP |
6,413.5 |
6,440.2 |
| S1 |
6,393.8 |
6,407.1 |
|