| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
6,273.0 |
6,365.0 |
92.0 |
1.5% |
6,510.0 |
| High |
6,369.0 |
6,447.5 |
78.5 |
1.2% |
6,528.0 |
| Low |
6,243.0 |
6,350.5 |
107.5 |
1.7% |
6,221.5 |
| Close |
6,365.0 |
6,380.0 |
15.0 |
0.2% |
6,227.0 |
| Range |
126.0 |
97.0 |
-29.0 |
-23.0% |
306.5 |
| ATR |
147.9 |
144.3 |
-3.6 |
-2.5% |
0.0 |
| Volume |
138,163 |
156,326 |
18,163 |
13.1% |
895,305 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,683.7 |
6,628.8 |
6,433.4 |
|
| R3 |
6,586.7 |
6,531.8 |
6,406.7 |
|
| R2 |
6,489.7 |
6,489.7 |
6,397.8 |
|
| R1 |
6,434.8 |
6,434.8 |
6,388.9 |
6,462.3 |
| PP |
6,392.7 |
6,392.7 |
6,392.7 |
6,406.4 |
| S1 |
6,337.8 |
6,337.8 |
6,371.1 |
6,365.3 |
| S2 |
6,295.7 |
6,295.7 |
6,362.2 |
|
| S3 |
6,198.7 |
6,240.8 |
6,353.3 |
|
| S4 |
6,101.7 |
6,143.8 |
6,326.7 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,245.0 |
7,042.5 |
6,395.6 |
|
| R3 |
6,938.5 |
6,736.0 |
6,311.3 |
|
| R2 |
6,632.0 |
6,632.0 |
6,283.2 |
|
| R1 |
6,429.5 |
6,429.5 |
6,255.1 |
6,377.5 |
| PP |
6,325.5 |
6,325.5 |
6,325.5 |
6,299.5 |
| S1 |
6,123.0 |
6,123.0 |
6,198.9 |
6,071.0 |
| S2 |
6,019.0 |
6,019.0 |
6,170.8 |
|
| S3 |
5,712.5 |
5,816.5 |
6,142.7 |
|
| S4 |
5,406.0 |
5,510.0 |
6,058.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,447.5 |
6,221.5 |
226.0 |
3.5% |
129.7 |
2.0% |
70% |
True |
False |
167,218 |
| 10 |
6,593.0 |
6,221.5 |
371.5 |
5.8% |
132.2 |
2.1% |
43% |
False |
False |
172,015 |
| 20 |
6,885.0 |
6,221.5 |
663.5 |
10.4% |
144.8 |
2.3% |
24% |
False |
False |
159,581 |
| 40 |
7,167.0 |
6,221.5 |
945.5 |
14.8% |
148.2 |
2.3% |
17% |
False |
False |
158,607 |
| 60 |
7,211.0 |
6,221.5 |
989.5 |
15.5% |
134.7 |
2.1% |
16% |
False |
False |
123,307 |
| 80 |
7,211.0 |
6,221.5 |
989.5 |
15.5% |
125.4 |
2.0% |
16% |
False |
False |
92,621 |
| 100 |
7,211.0 |
5,852.5 |
1,358.5 |
21.3% |
119.9 |
1.9% |
39% |
False |
False |
74,173 |
| 120 |
7,211.0 |
5,641.5 |
1,569.5 |
24.6% |
123.3 |
1.9% |
47% |
False |
False |
62,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,859.8 |
|
2.618 |
6,701.4 |
|
1.618 |
6,604.4 |
|
1.000 |
6,544.5 |
|
0.618 |
6,507.4 |
|
HIGH |
6,447.5 |
|
0.618 |
6,410.4 |
|
0.500 |
6,399.0 |
|
0.382 |
6,387.6 |
|
LOW |
6,350.5 |
|
0.618 |
6,290.6 |
|
1.000 |
6,253.5 |
|
1.618 |
6,193.6 |
|
2.618 |
6,096.6 |
|
4.250 |
5,938.3 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,399.0 |
6,364.8 |
| PP |
6,392.7 |
6,349.7 |
| S1 |
6,386.3 |
6,334.5 |
|