| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1,357.50 |
1,346.00 |
-11.50 |
-0.8% |
1,354.00 |
| High |
1,363.25 |
1,351.00 |
-12.25 |
-0.9% |
1,370.25 |
| Low |
1,344.00 |
1,333.25 |
-10.75 |
-0.8% |
1,339.25 |
| Close |
1,350.00 |
1,334.00 |
-16.00 |
-1.2% |
1,350.00 |
| Range |
19.25 |
17.75 |
-1.50 |
-7.8% |
31.00 |
| ATR |
19.08 |
18.99 |
-0.10 |
-0.5% |
0.00 |
| Volume |
1,839,116 |
1,912,794 |
73,678 |
4.0% |
10,111,612 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,392.75 |
1,381.00 |
1,343.75 |
|
| R3 |
1,375.00 |
1,363.25 |
1,339.00 |
|
| R2 |
1,357.25 |
1,357.25 |
1,337.25 |
|
| R1 |
1,345.50 |
1,345.50 |
1,335.75 |
1,342.50 |
| PP |
1,339.50 |
1,339.50 |
1,339.50 |
1,338.00 |
| S1 |
1,327.75 |
1,327.75 |
1,332.25 |
1,324.75 |
| S2 |
1,321.75 |
1,321.75 |
1,330.75 |
|
| S3 |
1,304.00 |
1,310.00 |
1,329.00 |
|
| S4 |
1,286.25 |
1,292.25 |
1,324.25 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,446.25 |
1,429.00 |
1,367.00 |
|
| R3 |
1,415.25 |
1,398.00 |
1,358.50 |
|
| R2 |
1,384.25 |
1,384.25 |
1,355.75 |
|
| R1 |
1,367.00 |
1,367.00 |
1,352.75 |
1,360.00 |
| PP |
1,353.25 |
1,353.25 |
1,353.25 |
1,349.75 |
| S1 |
1,336.00 |
1,336.00 |
1,347.25 |
1,329.00 |
| S2 |
1,322.25 |
1,322.25 |
1,344.25 |
|
| S3 |
1,291.25 |
1,305.00 |
1,341.50 |
|
| S4 |
1,260.25 |
1,274.00 |
1,333.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,368.00 |
1,333.25 |
34.75 |
2.6% |
20.25 |
1.5% |
2% |
False |
True |
2,083,610 |
| 10 |
1,411.50 |
1,333.25 |
78.25 |
5.9% |
21.00 |
1.6% |
1% |
False |
True |
1,884,399 |
| 20 |
1,411.50 |
1,333.25 |
78.25 |
5.9% |
19.00 |
1.4% |
1% |
False |
True |
1,834,581 |
| 40 |
1,419.75 |
1,333.25 |
86.50 |
6.5% |
18.00 |
1.4% |
1% |
False |
True |
1,757,512 |
| 60 |
1,419.75 |
1,332.75 |
87.00 |
6.5% |
16.50 |
1.2% |
1% |
False |
False |
1,393,168 |
| 80 |
1,419.75 |
1,291.25 |
128.50 |
9.6% |
16.00 |
1.2% |
33% |
False |
False |
1,045,858 |
| 100 |
1,419.75 |
1,193.50 |
226.25 |
17.0% |
15.75 |
1.2% |
62% |
False |
False |
836,955 |
| 120 |
1,419.75 |
1,140.25 |
279.50 |
21.0% |
16.50 |
1.2% |
69% |
False |
False |
697,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,426.50 |
|
2.618 |
1,397.50 |
|
1.618 |
1,379.75 |
|
1.000 |
1,368.75 |
|
0.618 |
1,362.00 |
|
HIGH |
1,351.00 |
|
0.618 |
1,344.25 |
|
0.500 |
1,342.00 |
|
0.382 |
1,340.00 |
|
LOW |
1,333.25 |
|
0.618 |
1,322.25 |
|
1.000 |
1,315.50 |
|
1.618 |
1,304.50 |
|
2.618 |
1,286.75 |
|
4.250 |
1,257.75 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,342.00 |
1,348.50 |
| PP |
1,339.50 |
1,343.75 |
| S1 |
1,336.75 |
1,338.75 |
|