| 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 |
2,472.50 |
2,544.75 |
72.25 |
2.9% |
2,602.00 |
| High |
2,546.50 |
2,561.50 |
15.00 |
0.6% |
2,616.25 |
| Low |
2,465.00 |
2,522.25 |
57.25 |
2.3% |
2,468.00 |
| Close |
2,543.50 |
2,535.25 |
-8.25 |
-0.3% |
2,468.25 |
| Range |
81.50 |
39.25 |
-42.25 |
-51.8% |
148.25 |
| ATR |
48.32 |
47.67 |
-0.65 |
-1.3% |
0.00 |
| Volume |
299,364 |
293,161 |
-6,203 |
-2.1% |
1,624,841 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,657.50 |
2,635.50 |
2,556.75 |
|
| R3 |
2,618.25 |
2,596.25 |
2,546.00 |
|
| R2 |
2,579.00 |
2,579.00 |
2,542.50 |
|
| R1 |
2,557.00 |
2,557.00 |
2,538.75 |
2,548.50 |
| PP |
2,539.75 |
2,539.75 |
2,539.75 |
2,535.25 |
| S1 |
2,517.75 |
2,517.75 |
2,531.75 |
2,509.00 |
| S2 |
2,500.50 |
2,500.50 |
2,528.00 |
|
| S3 |
2,461.25 |
2,478.50 |
2,524.50 |
|
| S4 |
2,422.00 |
2,439.25 |
2,513.75 |
|
|
| 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 |
2,596.00 |
2,465.00 |
131.00 |
5.2% |
56.00 |
2.2% |
54% |
False |
False |
329,312 |
| 10 |
2,640.25 |
2,465.00 |
175.25 |
6.9% |
47.75 |
1.9% |
40% |
False |
False |
316,848 |
| 20 |
2,753.00 |
2,465.00 |
288.00 |
11.4% |
48.25 |
1.9% |
24% |
False |
False |
284,193 |
| 40 |
2,791.50 |
2,465.00 |
326.50 |
12.9% |
45.25 |
1.8% |
22% |
False |
False |
280,977 |
| 60 |
2,791.50 |
2,465.00 |
326.50 |
12.9% |
40.25 |
1.6% |
22% |
False |
False |
239,831 |
| 80 |
2,791.50 |
2,422.50 |
369.00 |
14.6% |
36.25 |
1.4% |
31% |
False |
False |
179,892 |
| 100 |
2,791.50 |
2,257.50 |
534.00 |
21.1% |
32.50 |
1.3% |
52% |
False |
False |
143,918 |
| 120 |
2,791.50 |
2,206.50 |
585.00 |
23.1% |
30.25 |
1.2% |
56% |
False |
False |
119,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,728.25 |
|
2.618 |
2,664.25 |
|
1.618 |
2,625.00 |
|
1.000 |
2,600.75 |
|
0.618 |
2,585.75 |
|
HIGH |
2,561.50 |
|
0.618 |
2,546.50 |
|
0.500 |
2,542.00 |
|
0.382 |
2,537.25 |
|
LOW |
2,522.25 |
|
0.618 |
2,498.00 |
|
1.000 |
2,483.00 |
|
1.618 |
2,458.75 |
|
2.618 |
2,419.50 |
|
4.250 |
2,355.50 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,542.00 |
2,528.00 |
| PP |
2,539.75 |
2,520.50 |
| S1 |
2,537.50 |
2,513.25 |
|