| 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 |
1,585.5 |
1,558.9 |
-26.6 |
-1.7% |
1,642.7 |
| High |
1,587.7 |
1,566.0 |
-21.7 |
-1.4% |
1,644.7 |
| Low |
1,558.0 |
1,543.5 |
-14.5 |
-0.9% |
1,574.3 |
| Close |
1,563.2 |
1,559.3 |
-3.9 |
-0.2% |
1,586.3 |
| Range |
29.7 |
22.5 |
-7.2 |
-24.2% |
70.4 |
| ATR |
22.5 |
22.5 |
0.0 |
0.0% |
0.0 |
| Volume |
25,985 |
18,783 |
-7,202 |
-27.7% |
70,543 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,623.8 |
1,614.0 |
1,571.7 |
|
| R3 |
1,601.3 |
1,591.5 |
1,565.5 |
|
| R2 |
1,578.8 |
1,578.8 |
1,563.4 |
|
| R1 |
1,569.0 |
1,569.0 |
1,561.4 |
1,573.9 |
| PP |
1,556.3 |
1,556.3 |
1,556.3 |
1,558.7 |
| S1 |
1,546.5 |
1,546.5 |
1,557.2 |
1,551.4 |
| S2 |
1,533.8 |
1,533.8 |
1,555.2 |
|
| S3 |
1,511.3 |
1,524.0 |
1,553.1 |
|
| S4 |
1,488.8 |
1,501.5 |
1,546.9 |
|
|
| 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 |
1,609.0 |
1,543.5 |
65.5 |
4.2% |
23.8 |
1.5% |
24% |
False |
True |
18,729 |
| 10 |
1,663.0 |
1,543.5 |
119.5 |
7.7% |
22.8 |
1.5% |
13% |
False |
True |
14,241 |
| 20 |
1,674.3 |
1,543.5 |
130.8 |
8.4% |
19.7 |
1.3% |
12% |
False |
True |
9,447 |
| 40 |
1,700.9 |
1,543.5 |
157.4 |
10.1% |
20.8 |
1.3% |
10% |
False |
True |
7,141 |
| 60 |
1,797.7 |
1,543.5 |
254.2 |
16.3% |
23.1 |
1.5% |
6% |
False |
True |
6,091 |
| 80 |
1,797.7 |
1,543.5 |
254.2 |
16.3% |
22.4 |
1.4% |
6% |
False |
True |
4,989 |
| 100 |
1,797.7 |
1,537.0 |
260.7 |
16.7% |
21.6 |
1.4% |
9% |
False |
False |
4,173 |
| 120 |
1,797.7 |
1,537.0 |
260.7 |
16.7% |
21.9 |
1.4% |
9% |
False |
False |
3,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,661.6 |
|
2.618 |
1,624.9 |
|
1.618 |
1,602.4 |
|
1.000 |
1,588.5 |
|
0.618 |
1,579.9 |
|
HIGH |
1,566.0 |
|
0.618 |
1,557.4 |
|
0.500 |
1,554.8 |
|
0.382 |
1,552.1 |
|
LOW |
1,543.5 |
|
0.618 |
1,529.6 |
|
1.000 |
1,521.0 |
|
1.618 |
1,507.1 |
|
2.618 |
1,484.6 |
|
4.250 |
1,447.9 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,557.8 |
1,570.3 |
| PP |
1,556.3 |
1,566.6 |
| S1 |
1,554.8 |
1,563.0 |
|