| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
6,463.0 |
6,327.0 |
-136.0 |
-2.1% |
6,404.0 |
| High |
6,513.0 |
6,445.0 |
-68.0 |
-1.0% |
6,599.0 |
| Low |
6,353.5 |
6,298.5 |
-55.0 |
-0.9% |
6,370.0 |
| Close |
6,374.0 |
6,360.0 |
-14.0 |
-0.2% |
6,528.5 |
| Range |
159.5 |
146.5 |
-13.0 |
-8.2% |
229.0 |
| ATR |
150.2 |
150.0 |
-0.3 |
-0.2% |
0.0 |
| Volume |
200,268 |
199,106 |
-1,162 |
-0.6% |
838,650 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,807.3 |
6,730.2 |
6,440.6 |
|
| R3 |
6,660.8 |
6,583.7 |
6,400.3 |
|
| R2 |
6,514.3 |
6,514.3 |
6,386.9 |
|
| R1 |
6,437.2 |
6,437.2 |
6,373.4 |
6,475.8 |
| PP |
6,367.8 |
6,367.8 |
6,367.8 |
6,387.1 |
| S1 |
6,290.7 |
6,290.7 |
6,346.6 |
6,329.3 |
| S2 |
6,221.3 |
6,221.3 |
6,333.1 |
|
| S3 |
6,074.8 |
6,144.2 |
6,319.7 |
|
| S4 |
5,928.3 |
5,997.7 |
6,279.4 |
|
|
| 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 |
6,298.5 |
294.5 |
4.6% |
137.1 |
2.2% |
21% |
False |
True |
175,057 |
| 10 |
6,799.0 |
6,298.5 |
500.5 |
7.9% |
151.4 |
2.4% |
12% |
False |
True |
169,778 |
| 20 |
6,885.0 |
6,298.5 |
586.5 |
9.2% |
149.8 |
2.4% |
10% |
False |
True |
160,988 |
| 40 |
7,188.0 |
6,298.5 |
889.5 |
14.0% |
146.8 |
2.3% |
7% |
False |
True |
155,363 |
| 60 |
7,211.0 |
6,298.5 |
912.5 |
14.3% |
133.6 |
2.1% |
7% |
False |
True |
112,752 |
| 80 |
7,211.0 |
6,298.5 |
912.5 |
14.3% |
124.4 |
2.0% |
7% |
False |
True |
84,673 |
| 100 |
7,211.0 |
5,795.5 |
1,415.5 |
22.3% |
118.3 |
1.9% |
40% |
False |
False |
67,820 |
| 120 |
7,211.0 |
5,409.0 |
1,802.0 |
28.3% |
125.7 |
2.0% |
53% |
False |
False |
56,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,067.6 |
|
2.618 |
6,828.5 |
|
1.618 |
6,682.0 |
|
1.000 |
6,591.5 |
|
0.618 |
6,535.5 |
|
HIGH |
6,445.0 |
|
0.618 |
6,389.0 |
|
0.500 |
6,371.8 |
|
0.382 |
6,354.5 |
|
LOW |
6,298.5 |
|
0.618 |
6,208.0 |
|
1.000 |
6,152.0 |
|
1.618 |
6,061.5 |
|
2.618 |
5,915.0 |
|
4.250 |
5,675.9 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,371.8 |
6,413.3 |
| PP |
6,367.8 |
6,395.5 |
| S1 |
6,363.9 |
6,377.8 |
|