| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,559.75 |
2,507.00 |
-52.75 |
-2.1% |
2,602.00 |
| High |
2,571.00 |
2,521.75 |
-49.25 |
-1.9% |
2,616.25 |
| Low |
2,504.75 |
2,468.00 |
-36.75 |
-1.5% |
2,468.00 |
| Close |
2,504.75 |
2,468.25 |
-36.50 |
-1.5% |
2,468.25 |
| Range |
66.25 |
53.75 |
-12.50 |
-18.9% |
148.25 |
| ATR |
45.15 |
45.77 |
0.61 |
1.4% |
0.00 |
| Volume |
348,697 |
421,401 |
72,704 |
20.9% |
1,624,841 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,647.25 |
2,611.50 |
2,497.75 |
|
| R3 |
2,593.50 |
2,557.75 |
2,483.00 |
|
| R2 |
2,539.75 |
2,539.75 |
2,478.00 |
|
| R1 |
2,504.00 |
2,504.00 |
2,473.25 |
2,495.00 |
| PP |
2,486.00 |
2,486.00 |
2,486.00 |
2,481.50 |
| S1 |
2,450.25 |
2,450.25 |
2,463.25 |
2,441.25 |
| S2 |
2,432.25 |
2,432.25 |
2,458.50 |
|
| S3 |
2,378.50 |
2,396.50 |
2,453.50 |
|
| S4 |
2,324.75 |
2,342.75 |
2,438.75 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,962.25 |
2,863.50 |
2,549.75 |
|
| R3 |
2,814.00 |
2,715.25 |
2,509.00 |
|
| R2 |
2,665.75 |
2,665.75 |
2,495.50 |
|
| R1 |
2,567.00 |
2,567.00 |
2,481.75 |
2,542.25 |
| PP |
2,517.50 |
2,517.50 |
2,517.50 |
2,505.00 |
| S1 |
2,418.75 |
2,418.75 |
2,454.75 |
2,394.00 |
| S2 |
2,369.25 |
2,369.25 |
2,441.00 |
|
| S3 |
2,221.00 |
2,270.50 |
2,427.50 |
|
| S4 |
2,072.75 |
2,122.25 |
2,386.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,616.25 |
2,468.00 |
148.25 |
6.0% |
46.25 |
1.9% |
0% |
False |
True |
324,968 |
| 10 |
2,648.25 |
2,468.00 |
180.25 |
7.3% |
47.75 |
1.9% |
0% |
False |
True |
314,085 |
| 20 |
2,753.00 |
2,468.00 |
285.00 |
11.5% |
46.75 |
1.9% |
0% |
False |
True |
283,776 |
| 40 |
2,791.50 |
2,468.00 |
323.50 |
13.1% |
44.50 |
1.8% |
0% |
False |
True |
276,180 |
| 60 |
2,791.50 |
2,468.00 |
323.50 |
13.1% |
39.00 |
1.6% |
0% |
False |
True |
229,962 |
| 80 |
2,791.50 |
2,422.50 |
369.00 |
14.9% |
35.25 |
1.4% |
12% |
False |
False |
172,486 |
| 100 |
2,791.50 |
2,254.75 |
536.75 |
21.7% |
31.50 |
1.3% |
40% |
False |
False |
137,993 |
| 120 |
2,791.50 |
2,200.00 |
591.50 |
24.0% |
29.50 |
1.2% |
45% |
False |
False |
114,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,750.25 |
|
2.618 |
2,662.50 |
|
1.618 |
2,608.75 |
|
1.000 |
2,575.50 |
|
0.618 |
2,555.00 |
|
HIGH |
2,521.75 |
|
0.618 |
2,501.25 |
|
0.500 |
2,495.00 |
|
0.382 |
2,488.50 |
|
LOW |
2,468.00 |
|
0.618 |
2,434.75 |
|
1.000 |
2,414.25 |
|
1.618 |
2,381.00 |
|
2.618 |
2,327.25 |
|
4.250 |
2,239.50 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,495.00 |
2,532.00 |
| PP |
2,486.00 |
2,510.75 |
| S1 |
2,477.00 |
2,489.50 |
|