| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,544.75 |
2,536.75 |
-8.00 |
-0.3% |
2,602.00 |
| High |
2,561.50 |
2,552.25 |
-9.25 |
-0.4% |
2,616.25 |
| Low |
2,522.25 |
2,497.50 |
-24.75 |
-1.0% |
2,468.00 |
| Close |
2,535.25 |
2,540.50 |
5.25 |
0.2% |
2,468.25 |
| Range |
39.25 |
54.75 |
15.50 |
39.5% |
148.25 |
| ATR |
47.67 |
48.18 |
0.51 |
1.1% |
0.00 |
| Volume |
293,161 |
312,672 |
19,511 |
6.7% |
1,624,841 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,694.25 |
2,672.25 |
2,570.50 |
|
| R3 |
2,639.50 |
2,617.50 |
2,555.50 |
|
| R2 |
2,584.75 |
2,584.75 |
2,550.50 |
|
| R1 |
2,562.75 |
2,562.75 |
2,545.50 |
2,573.75 |
| PP |
2,530.00 |
2,530.00 |
2,530.00 |
2,535.50 |
| S1 |
2,508.00 |
2,508.00 |
2,535.50 |
2,519.00 |
| S2 |
2,475.25 |
2,475.25 |
2,530.50 |
|
| S3 |
2,420.50 |
2,453.25 |
2,525.50 |
|
| S4 |
2,365.75 |
2,398.50 |
2,510.50 |
|
|
| 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 |
2,571.00 |
2,465.00 |
106.00 |
4.2% |
59.00 |
2.3% |
71% |
False |
False |
335,059 |
| 10 |
2,640.25 |
2,465.00 |
175.25 |
6.9% |
48.50 |
1.9% |
43% |
False |
False |
310,880 |
| 20 |
2,753.00 |
2,465.00 |
288.00 |
11.3% |
47.25 |
1.9% |
26% |
False |
False |
282,845 |
| 40 |
2,791.50 |
2,465.00 |
326.50 |
12.9% |
46.25 |
1.8% |
23% |
False |
False |
284,316 |
| 60 |
2,791.50 |
2,465.00 |
326.50 |
12.9% |
40.75 |
1.6% |
23% |
False |
False |
245,038 |
| 80 |
2,791.50 |
2,448.00 |
343.50 |
13.5% |
36.50 |
1.4% |
27% |
False |
False |
183,800 |
| 100 |
2,791.50 |
2,271.25 |
520.25 |
20.5% |
32.75 |
1.3% |
52% |
False |
False |
147,045 |
| 120 |
2,791.50 |
2,206.50 |
585.00 |
23.0% |
30.25 |
1.2% |
57% |
False |
False |
122,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,785.00 |
|
2.618 |
2,695.50 |
|
1.618 |
2,640.75 |
|
1.000 |
2,607.00 |
|
0.618 |
2,586.00 |
|
HIGH |
2,552.25 |
|
0.618 |
2,531.25 |
|
0.500 |
2,525.00 |
|
0.382 |
2,518.50 |
|
LOW |
2,497.50 |
|
0.618 |
2,463.75 |
|
1.000 |
2,442.75 |
|
1.618 |
2,409.00 |
|
2.618 |
2,354.25 |
|
4.250 |
2,264.75 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,535.25 |
2,531.50 |
| PP |
2,530.00 |
2,522.25 |
| S1 |
2,525.00 |
2,513.25 |
|