| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,619.25 |
2,619.25 |
0.00 |
0.0% |
2,610.25 |
| High |
2,636.50 |
2,640.25 |
3.75 |
0.1% |
2,648.25 |
| Low |
2,601.00 |
2,597.50 |
-3.50 |
-0.1% |
2,583.25 |
| Close |
2,618.75 |
2,610.75 |
-8.00 |
-0.3% |
2,610.75 |
| Range |
35.50 |
42.75 |
7.25 |
20.4% |
65.00 |
| ATR |
45.30 |
45.11 |
-0.18 |
-0.4% |
0.00 |
| Volume |
312,498 |
266,269 |
-46,229 |
-14.8% |
1,516,014 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,744.50 |
2,720.25 |
2,634.25 |
|
| R3 |
2,701.75 |
2,677.50 |
2,622.50 |
|
| R2 |
2,659.00 |
2,659.00 |
2,618.50 |
|
| R1 |
2,634.75 |
2,634.75 |
2,614.75 |
2,625.50 |
| PP |
2,616.25 |
2,616.25 |
2,616.25 |
2,611.50 |
| S1 |
2,592.00 |
2,592.00 |
2,606.75 |
2,582.75 |
| S2 |
2,573.50 |
2,573.50 |
2,603.00 |
|
| S3 |
2,530.75 |
2,549.25 |
2,599.00 |
|
| S4 |
2,488.00 |
2,506.50 |
2,587.25 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,809.00 |
2,775.00 |
2,646.50 |
|
| R3 |
2,744.00 |
2,710.00 |
2,628.50 |
|
| R2 |
2,679.00 |
2,679.00 |
2,622.75 |
|
| R1 |
2,645.00 |
2,645.00 |
2,616.75 |
2,662.00 |
| PP |
2,614.00 |
2,614.00 |
2,614.00 |
2,622.50 |
| S1 |
2,580.00 |
2,580.00 |
2,604.75 |
2,597.00 |
| S2 |
2,549.00 |
2,549.00 |
2,598.75 |
|
| S3 |
2,484.00 |
2,515.00 |
2,593.00 |
|
| S4 |
2,419.00 |
2,450.00 |
2,575.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,648.25 |
2,583.25 |
65.00 |
2.5% |
49.25 |
1.9% |
42% |
False |
False |
303,202 |
| 10 |
2,753.00 |
2,583.25 |
169.75 |
6.5% |
47.00 |
1.8% |
16% |
False |
False |
270,798 |
| 20 |
2,753.00 |
2,583.25 |
169.75 |
6.5% |
48.25 |
1.9% |
16% |
False |
False |
288,128 |
| 40 |
2,791.50 |
2,583.25 |
208.25 |
8.0% |
41.75 |
1.6% |
13% |
False |
False |
262,451 |
| 60 |
2,791.50 |
2,539.50 |
252.00 |
9.7% |
37.75 |
1.4% |
28% |
False |
False |
202,892 |
| 80 |
2,791.50 |
2,415.00 |
376.50 |
14.4% |
33.75 |
1.3% |
52% |
False |
False |
152,177 |
| 100 |
2,791.50 |
2,206.50 |
585.00 |
22.4% |
30.50 |
1.2% |
69% |
False |
False |
121,745 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
24.4% |
28.00 |
1.1% |
72% |
False |
False |
101,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,822.00 |
|
2.618 |
2,752.25 |
|
1.618 |
2,709.50 |
|
1.000 |
2,683.00 |
|
0.618 |
2,666.75 |
|
HIGH |
2,640.25 |
|
0.618 |
2,624.00 |
|
0.500 |
2,619.00 |
|
0.382 |
2,613.75 |
|
LOW |
2,597.50 |
|
0.618 |
2,571.00 |
|
1.000 |
2,554.75 |
|
1.618 |
2,528.25 |
|
2.618 |
2,485.50 |
|
4.250 |
2,415.75 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,619.00 |
2,612.25 |
| PP |
2,616.25 |
2,611.75 |
| S1 |
2,613.50 |
2,611.25 |
|