| 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 |
2,619.25 |
2,602.00 |
-17.25 |
-0.7% |
2,610.25 |
| High |
2,640.25 |
2,613.00 |
-27.25 |
-1.0% |
2,648.25 |
| Low |
2,597.50 |
2,583.50 |
-14.00 |
-0.5% |
2,583.25 |
| Close |
2,610.75 |
2,585.00 |
-25.75 |
-1.0% |
2,610.75 |
| Range |
42.75 |
29.50 |
-13.25 |
-31.0% |
65.00 |
| ATR |
45.11 |
44.00 |
-1.12 |
-2.5% |
0.00 |
| Volume |
266,269 |
245,850 |
-20,419 |
-7.7% |
1,516,014 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,682.25 |
2,663.25 |
2,601.25 |
|
| R3 |
2,652.75 |
2,633.75 |
2,593.00 |
|
| R2 |
2,623.25 |
2,623.25 |
2,590.50 |
|
| R1 |
2,604.25 |
2,604.25 |
2,587.75 |
2,599.00 |
| PP |
2,593.75 |
2,593.75 |
2,593.75 |
2,591.25 |
| S1 |
2,574.75 |
2,574.75 |
2,582.25 |
2,569.50 |
| S2 |
2,564.25 |
2,564.25 |
2,579.50 |
|
| S3 |
2,534.75 |
2,545.25 |
2,577.00 |
|
| S4 |
2,505.25 |
2,515.75 |
2,568.75 |
|
|
| 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 |
2,641.75 |
2,583.25 |
58.50 |
2.3% |
42.75 |
1.7% |
3% |
False |
False |
305,015 |
| 10 |
2,753.00 |
2,583.25 |
169.75 |
6.6% |
47.00 |
1.8% |
1% |
False |
False |
275,517 |
| 20 |
2,753.00 |
2,583.25 |
169.75 |
6.6% |
47.25 |
1.8% |
1% |
False |
False |
280,571 |
| 40 |
2,791.50 |
2,583.25 |
208.25 |
8.1% |
42.00 |
1.6% |
1% |
False |
False |
263,851 |
| 60 |
2,791.50 |
2,566.00 |
225.50 |
8.7% |
37.25 |
1.4% |
8% |
False |
False |
206,986 |
| 80 |
2,791.50 |
2,415.50 |
376.00 |
14.5% |
33.75 |
1.3% |
45% |
False |
False |
155,250 |
| 100 |
2,791.50 |
2,220.00 |
571.50 |
22.1% |
30.50 |
1.2% |
64% |
False |
False |
124,203 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
24.7% |
28.00 |
1.1% |
68% |
False |
False |
103,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,738.50 |
|
2.618 |
2,690.25 |
|
1.618 |
2,660.75 |
|
1.000 |
2,642.50 |
|
0.618 |
2,631.25 |
|
HIGH |
2,613.00 |
|
0.618 |
2,601.75 |
|
0.500 |
2,598.25 |
|
0.382 |
2,594.75 |
|
LOW |
2,583.50 |
|
0.618 |
2,565.25 |
|
1.000 |
2,554.00 |
|
1.618 |
2,535.75 |
|
2.618 |
2,506.25 |
|
4.250 |
2,458.00 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,598.25 |
2,612.00 |
| PP |
2,593.75 |
2,603.00 |
| S1 |
2,589.50 |
2,594.00 |
|