| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
6,365.0 |
6,380.0 |
15.0 |
0.2% |
6,510.0 |
| High |
6,447.5 |
6,380.0 |
-67.5 |
-1.0% |
6,528.0 |
| Low |
6,350.5 |
6,259.0 |
-91.5 |
-1.4% |
6,221.5 |
| Close |
6,380.0 |
6,364.5 |
-15.5 |
-0.2% |
6,227.0 |
| Range |
97.0 |
121.0 |
24.0 |
24.7% |
306.5 |
| ATR |
144.3 |
142.6 |
-1.7 |
-1.2% |
0.0 |
| Volume |
156,326 |
190,415 |
34,089 |
21.8% |
895,305 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,697.5 |
6,652.0 |
6,431.1 |
|
| R3 |
6,576.5 |
6,531.0 |
6,397.8 |
|
| R2 |
6,455.5 |
6,455.5 |
6,386.7 |
|
| R1 |
6,410.0 |
6,410.0 |
6,375.6 |
6,372.3 |
| PP |
6,334.5 |
6,334.5 |
6,334.5 |
6,315.6 |
| S1 |
6,289.0 |
6,289.0 |
6,353.4 |
6,251.3 |
| S2 |
6,213.5 |
6,213.5 |
6,342.3 |
|
| S3 |
6,092.5 |
6,168.0 |
6,331.2 |
|
| S4 |
5,971.5 |
6,047.0 |
6,298.0 |
|
|
| 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 |
3.6% |
124.6 |
2.0% |
63% |
False |
False |
165,480 |
| 10 |
6,593.0 |
6,221.5 |
371.5 |
5.8% |
130.9 |
2.1% |
38% |
False |
False |
170,268 |
| 20 |
6,885.0 |
6,221.5 |
663.5 |
10.4% |
145.9 |
2.3% |
22% |
False |
False |
161,801 |
| 40 |
7,167.0 |
6,221.5 |
945.5 |
14.9% |
148.2 |
2.3% |
15% |
False |
False |
159,825 |
| 60 |
7,211.0 |
6,221.5 |
989.5 |
15.5% |
135.8 |
2.1% |
14% |
False |
False |
126,468 |
| 80 |
7,211.0 |
6,221.5 |
989.5 |
15.5% |
125.9 |
2.0% |
14% |
False |
False |
94,994 |
| 100 |
7,211.0 |
5,910.0 |
1,301.0 |
20.4% |
120.5 |
1.9% |
35% |
False |
False |
76,076 |
| 120 |
7,211.0 |
5,641.5 |
1,569.5 |
24.7% |
123.6 |
1.9% |
46% |
False |
False |
63,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,894.3 |
|
2.618 |
6,696.8 |
|
1.618 |
6,575.8 |
|
1.000 |
6,501.0 |
|
0.618 |
6,454.8 |
|
HIGH |
6,380.0 |
|
0.618 |
6,333.8 |
|
0.500 |
6,319.5 |
|
0.382 |
6,305.2 |
|
LOW |
6,259.0 |
|
0.618 |
6,184.2 |
|
1.000 |
6,138.0 |
|
1.618 |
6,063.2 |
|
2.618 |
5,942.2 |
|
4.250 |
5,744.8 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,349.5 |
6,358.1 |
| PP |
6,334.5 |
6,351.7 |
| S1 |
6,319.5 |
6,345.3 |
|