| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
6,327.0 |
6,400.5 |
73.5 |
1.2% |
6,404.0 |
| High |
6,445.0 |
6,423.5 |
-21.5 |
-0.3% |
6,599.0 |
| Low |
6,298.5 |
6,261.0 |
-37.5 |
-0.6% |
6,370.0 |
| Close |
6,360.0 |
6,318.5 |
-41.5 |
-0.7% |
6,528.5 |
| Range |
146.5 |
162.5 |
16.0 |
10.9% |
229.0 |
| ATR |
150.0 |
150.9 |
0.9 |
0.6% |
0.0 |
| Volume |
199,106 |
164,097 |
-35,009 |
-17.6% |
838,650 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,821.8 |
6,732.7 |
6,407.9 |
|
| R3 |
6,659.3 |
6,570.2 |
6,363.2 |
|
| R2 |
6,496.8 |
6,496.8 |
6,348.3 |
|
| R1 |
6,407.7 |
6,407.7 |
6,333.4 |
6,371.0 |
| PP |
6,334.3 |
6,334.3 |
6,334.3 |
6,316.0 |
| S1 |
6,245.2 |
6,245.2 |
6,303.6 |
6,208.5 |
| S2 |
6,171.8 |
6,171.8 |
6,288.7 |
|
| S3 |
6,009.3 |
6,082.7 |
6,273.8 |
|
| S4 |
5,846.8 |
5,920.2 |
6,229.1 |
|
|
| 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 |
6,261.0 |
332.0 |
5.3% |
147.1 |
2.3% |
17% |
False |
True |
175,247 |
| 10 |
6,691.5 |
6,261.0 |
430.5 |
6.8% |
153.0 |
2.4% |
13% |
False |
True |
171,540 |
| 20 |
6,885.0 |
6,261.0 |
624.0 |
9.9% |
153.1 |
2.4% |
9% |
False |
True |
162,002 |
| 40 |
7,167.0 |
6,261.0 |
906.0 |
14.3% |
148.8 |
2.4% |
6% |
False |
True |
156,885 |
| 60 |
7,211.0 |
6,261.0 |
950.0 |
15.0% |
135.0 |
2.1% |
6% |
False |
True |
115,480 |
| 80 |
7,211.0 |
6,261.0 |
950.0 |
15.0% |
125.1 |
2.0% |
6% |
False |
True |
86,718 |
| 100 |
7,211.0 |
5,795.5 |
1,415.5 |
22.4% |
119.2 |
1.9% |
37% |
False |
False |
69,458 |
| 120 |
7,211.0 |
5,600.0 |
1,611.0 |
25.5% |
126.1 |
2.0% |
45% |
False |
False |
58,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,114.1 |
|
2.618 |
6,848.9 |
|
1.618 |
6,686.4 |
|
1.000 |
6,586.0 |
|
0.618 |
6,523.9 |
|
HIGH |
6,423.5 |
|
0.618 |
6,361.4 |
|
0.500 |
6,342.3 |
|
0.382 |
6,323.1 |
|
LOW |
6,261.0 |
|
0.618 |
6,160.6 |
|
1.000 |
6,098.5 |
|
1.618 |
5,998.1 |
|
2.618 |
5,835.6 |
|
4.250 |
5,570.4 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,342.3 |
6,387.0 |
| PP |
6,334.3 |
6,364.2 |
| S1 |
6,326.4 |
6,341.3 |
|