| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1,592.5 |
1,596.4 |
3.9 |
0.2% |
1,642.7 |
| High |
1,604.4 |
1,597.0 |
-7.4 |
-0.5% |
1,644.7 |
| Low |
1,588.6 |
1,574.3 |
-14.3 |
-0.9% |
1,574.3 |
| Close |
1,597.8 |
1,586.3 |
-11.5 |
-0.7% |
1,586.3 |
| Range |
15.8 |
22.7 |
6.9 |
43.7% |
70.4 |
| ATR |
21.8 |
21.9 |
0.1 |
0.6% |
0.0 |
| Volume |
15,674 |
16,293 |
619 |
3.9% |
70,543 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,654.0 |
1,642.8 |
1,598.8 |
|
| R3 |
1,631.3 |
1,620.1 |
1,592.5 |
|
| R2 |
1,608.6 |
1,608.6 |
1,590.5 |
|
| R1 |
1,597.4 |
1,597.4 |
1,588.4 |
1,591.7 |
| PP |
1,585.9 |
1,585.9 |
1,585.9 |
1,583.0 |
| S1 |
1,574.7 |
1,574.7 |
1,584.2 |
1,569.0 |
| S2 |
1,563.2 |
1,563.2 |
1,582.1 |
|
| S3 |
1,540.5 |
1,552.0 |
1,580.1 |
|
| S4 |
1,517.8 |
1,529.3 |
1,573.8 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,813.0 |
1,770.0 |
1,625.0 |
|
| R3 |
1,742.6 |
1,699.6 |
1,605.7 |
|
| R2 |
1,672.2 |
1,672.2 |
1,599.2 |
|
| R1 |
1,629.2 |
1,629.2 |
1,592.8 |
1,615.5 |
| PP |
1,601.8 |
1,601.8 |
1,601.8 |
1,594.9 |
| S1 |
1,558.8 |
1,558.8 |
1,579.8 |
1,545.1 |
| S2 |
1,531.4 |
1,531.4 |
1,573.4 |
|
| S3 |
1,461.0 |
1,488.4 |
1,566.9 |
|
| S4 |
1,390.6 |
1,418.0 |
1,547.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,644.7 |
1,574.3 |
70.4 |
4.4% |
24.0 |
1.5% |
17% |
False |
True |
14,108 |
| 10 |
1,674.3 |
1,574.3 |
100.0 |
6.3% |
20.8 |
1.3% |
12% |
False |
True |
10,919 |
| 20 |
1,674.3 |
1,574.3 |
100.0 |
6.3% |
18.9 |
1.2% |
12% |
False |
True |
7,442 |
| 40 |
1,700.9 |
1,574.3 |
126.6 |
8.0% |
20.4 |
1.3% |
9% |
False |
True |
6,280 |
| 60 |
1,797.7 |
1,574.3 |
223.4 |
14.1% |
22.8 |
1.4% |
5% |
False |
True |
5,395 |
| 80 |
1,797.7 |
1,574.3 |
223.4 |
14.1% |
22.2 |
1.4% |
5% |
False |
True |
4,465 |
| 100 |
1,797.7 |
1,537.0 |
260.7 |
16.4% |
21.2 |
1.3% |
19% |
False |
False |
3,731 |
| 120 |
1,797.7 |
1,537.0 |
260.7 |
16.4% |
21.9 |
1.4% |
19% |
False |
False |
3,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,693.5 |
|
2.618 |
1,656.4 |
|
1.618 |
1,633.7 |
|
1.000 |
1,619.7 |
|
0.618 |
1,611.0 |
|
HIGH |
1,597.0 |
|
0.618 |
1,588.3 |
|
0.500 |
1,585.7 |
|
0.382 |
1,583.0 |
|
LOW |
1,574.3 |
|
0.618 |
1,560.3 |
|
1.000 |
1,551.6 |
|
1.618 |
1,537.6 |
|
2.618 |
1,514.9 |
|
4.250 |
1,477.8 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,586.1 |
1,591.7 |
| PP |
1,585.9 |
1,589.9 |
| S1 |
1,585.7 |
1,588.1 |
|