| 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 |
1,291.75 |
1,315.25 |
23.50 |
1.8% |
1,346.00 |
| High |
1,316.00 |
1,326.50 |
10.50 |
0.8% |
1,351.00 |
| Low |
1,287.25 |
1,307.50 |
20.25 |
1.6% |
1,289.75 |
| Close |
1,315.75 |
1,314.75 |
-1.00 |
-0.1% |
1,290.75 |
| Range |
28.75 |
19.00 |
-9.75 |
-33.9% |
61.25 |
| ATR |
20.63 |
20.51 |
-0.12 |
-0.6% |
0.00 |
| Volume |
2,041,257 |
2,449,047 |
407,790 |
20.0% |
12,249,096 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,373.25 |
1,363.00 |
1,325.25 |
|
| R3 |
1,354.25 |
1,344.00 |
1,320.00 |
|
| R2 |
1,335.25 |
1,335.25 |
1,318.25 |
|
| R1 |
1,325.00 |
1,325.00 |
1,316.50 |
1,320.50 |
| PP |
1,316.25 |
1,316.25 |
1,316.25 |
1,314.00 |
| S1 |
1,306.00 |
1,306.00 |
1,313.00 |
1,301.50 |
| S2 |
1,297.25 |
1,297.25 |
1,311.25 |
|
| S3 |
1,278.25 |
1,287.00 |
1,309.50 |
|
| S4 |
1,259.25 |
1,268.00 |
1,304.25 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,494.25 |
1,453.75 |
1,324.50 |
|
| R3 |
1,433.00 |
1,392.50 |
1,307.50 |
|
| R2 |
1,371.75 |
1,371.75 |
1,302.00 |
|
| R1 |
1,331.25 |
1,331.25 |
1,296.25 |
1,321.00 |
| PP |
1,310.50 |
1,310.50 |
1,310.50 |
1,305.25 |
| S1 |
1,270.00 |
1,270.00 |
1,285.25 |
1,259.50 |
| S2 |
1,249.25 |
1,249.25 |
1,279.50 |
|
| S3 |
1,188.00 |
1,208.75 |
1,274.00 |
|
| S4 |
1,126.75 |
1,147.50 |
1,257.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,339.75 |
1,287.25 |
52.50 |
4.0% |
23.50 |
1.8% |
52% |
False |
False |
2,486,251 |
| 10 |
1,363.75 |
1,287.25 |
76.50 |
5.8% |
21.50 |
1.6% |
36% |
False |
False |
2,293,775 |
| 20 |
1,411.50 |
1,287.25 |
124.25 |
9.5% |
20.75 |
1.6% |
22% |
False |
False |
2,004,722 |
| 40 |
1,419.75 |
1,287.25 |
132.50 |
10.1% |
19.00 |
1.5% |
21% |
False |
False |
1,894,863 |
| 60 |
1,419.75 |
1,287.25 |
132.50 |
10.1% |
17.75 |
1.3% |
21% |
False |
False |
1,639,850 |
| 80 |
1,419.75 |
1,287.25 |
132.50 |
10.1% |
16.50 |
1.3% |
21% |
False |
False |
1,230,763 |
| 100 |
1,419.75 |
1,240.25 |
179.50 |
13.7% |
16.00 |
1.2% |
42% |
False |
False |
985,135 |
| 120 |
1,419.75 |
1,179.00 |
240.75 |
18.3% |
17.00 |
1.3% |
56% |
False |
False |
821,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,407.25 |
|
2.618 |
1,376.25 |
|
1.618 |
1,357.25 |
|
1.000 |
1,345.50 |
|
0.618 |
1,338.25 |
|
HIGH |
1,326.50 |
|
0.618 |
1,319.25 |
|
0.500 |
1,317.00 |
|
0.382 |
1,314.75 |
|
LOW |
1,307.50 |
|
0.618 |
1,295.75 |
|
1.000 |
1,288.50 |
|
1.618 |
1,276.75 |
|
2.618 |
1,257.75 |
|
4.250 |
1,226.75 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,317.00 |
1,312.00 |
| PP |
1,316.25 |
1,309.50 |
| S1 |
1,315.50 |
1,307.00 |
|