| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,602.00 |
2,587.00 |
-15.00 |
-0.6% |
2,610.25 |
| High |
2,613.00 |
2,616.25 |
3.25 |
0.1% |
2,648.25 |
| Low |
2,583.50 |
2,574.50 |
-9.00 |
-0.3% |
2,583.25 |
| Close |
2,585.00 |
2,578.25 |
-6.75 |
-0.3% |
2,610.75 |
| Range |
29.50 |
41.75 |
12.25 |
41.5% |
65.00 |
| ATR |
44.00 |
43.84 |
-0.16 |
-0.4% |
0.00 |
| Volume |
245,850 |
324,953 |
79,103 |
32.2% |
1,516,014 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,715.00 |
2,688.25 |
2,601.25 |
|
| R3 |
2,673.25 |
2,646.50 |
2,589.75 |
|
| R2 |
2,631.50 |
2,631.50 |
2,586.00 |
|
| R1 |
2,604.75 |
2,604.75 |
2,582.00 |
2,597.25 |
| PP |
2,589.75 |
2,589.75 |
2,589.75 |
2,586.00 |
| S1 |
2,563.00 |
2,563.00 |
2,574.50 |
2,555.50 |
| S2 |
2,548.00 |
2,548.00 |
2,570.50 |
|
| S3 |
2,506.25 |
2,521.25 |
2,566.75 |
|
| S4 |
2,464.50 |
2,479.50 |
2,555.25 |
|
|
| 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 |
2,640.25 |
2,574.50 |
65.75 |
2.6% |
39.50 |
1.5% |
6% |
False |
True |
304,384 |
| 10 |
2,738.25 |
2,574.50 |
163.75 |
6.4% |
47.00 |
1.8% |
2% |
False |
True |
289,922 |
| 20 |
2,753.00 |
2,574.50 |
178.50 |
6.9% |
45.50 |
1.8% |
2% |
False |
True |
281,776 |
| 40 |
2,791.50 |
2,574.50 |
217.00 |
8.4% |
42.25 |
1.6% |
2% |
False |
True |
266,229 |
| 60 |
2,791.50 |
2,566.00 |
225.50 |
8.7% |
37.75 |
1.5% |
5% |
False |
False |
212,400 |
| 80 |
2,791.50 |
2,415.50 |
376.00 |
14.6% |
34.25 |
1.3% |
43% |
False |
False |
159,312 |
| 100 |
2,791.50 |
2,220.00 |
571.50 |
22.2% |
30.75 |
1.2% |
63% |
False |
False |
127,453 |
| 120 |
2,791.50 |
2,153.75 |
637.75 |
24.7% |
28.50 |
1.1% |
67% |
False |
False |
106,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,793.75 |
|
2.618 |
2,725.50 |
|
1.618 |
2,683.75 |
|
1.000 |
2,658.00 |
|
0.618 |
2,642.00 |
|
HIGH |
2,616.25 |
|
0.618 |
2,600.25 |
|
0.500 |
2,595.50 |
|
0.382 |
2,590.50 |
|
LOW |
2,574.50 |
|
0.618 |
2,548.75 |
|
1.000 |
2,532.75 |
|
1.618 |
2,507.00 |
|
2.618 |
2,465.25 |
|
4.250 |
2,397.00 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,595.50 |
2,607.50 |
| PP |
2,589.75 |
2,597.75 |
| S1 |
2,584.00 |
2,588.00 |
|