| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1,546.9 |
1,540.9 |
-6.0 |
-0.4% |
1,642.7 |
| High |
1,554.0 |
1,582.0 |
28.0 |
1.8% |
1,644.7 |
| Low |
1,529.3 |
1,540.8 |
11.5 |
0.8% |
1,574.3 |
| Close |
1,538.7 |
1,577.1 |
38.4 |
2.5% |
1,586.3 |
| Range |
24.7 |
41.2 |
16.5 |
66.8% |
70.4 |
| ATR |
23.0 |
24.4 |
1.5 |
6.3% |
0.0 |
| Volume |
10,799 |
16,289 |
5,490 |
50.8% |
70,543 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,690.2 |
1,674.9 |
1,599.8 |
|
| R3 |
1,649.0 |
1,633.7 |
1,588.4 |
|
| R2 |
1,607.8 |
1,607.8 |
1,584.7 |
|
| R1 |
1,592.5 |
1,592.5 |
1,580.9 |
1,600.2 |
| PP |
1,566.6 |
1,566.6 |
1,566.6 |
1,570.5 |
| S1 |
1,551.3 |
1,551.3 |
1,573.3 |
1,559.0 |
| S2 |
1,525.4 |
1,525.4 |
1,569.5 |
|
| S3 |
1,484.2 |
1,510.1 |
1,565.8 |
|
| S4 |
1,443.0 |
1,468.9 |
1,554.4 |
|
|
| 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 |
1,597.0 |
1,529.3 |
67.7 |
4.3% |
28.2 |
1.8% |
71% |
False |
False |
17,629 |
| 10 |
1,649.3 |
1,529.3 |
120.0 |
7.6% |
25.8 |
1.6% |
40% |
False |
False |
15,604 |
| 20 |
1,674.3 |
1,529.3 |
145.0 |
9.2% |
21.1 |
1.3% |
33% |
False |
False |
10,703 |
| 40 |
1,700.9 |
1,529.3 |
171.6 |
10.9% |
21.7 |
1.4% |
28% |
False |
False |
7,703 |
| 60 |
1,797.7 |
1,529.3 |
268.4 |
17.0% |
23.3 |
1.5% |
18% |
False |
False |
6,442 |
| 80 |
1,797.7 |
1,529.3 |
268.4 |
17.0% |
23.0 |
1.5% |
18% |
False |
False |
5,286 |
| 100 |
1,797.7 |
1,529.3 |
268.4 |
17.0% |
21.9 |
1.4% |
18% |
False |
False |
4,439 |
| 120 |
1,797.7 |
1,529.3 |
268.4 |
17.0% |
22.1 |
1.4% |
18% |
False |
False |
3,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,757.1 |
|
2.618 |
1,689.9 |
|
1.618 |
1,648.7 |
|
1.000 |
1,623.2 |
|
0.618 |
1,607.5 |
|
HIGH |
1,582.0 |
|
0.618 |
1,566.3 |
|
0.500 |
1,561.4 |
|
0.382 |
1,556.5 |
|
LOW |
1,540.8 |
|
0.618 |
1,515.3 |
|
1.000 |
1,499.6 |
|
1.618 |
1,474.1 |
|
2.618 |
1,432.9 |
|
4.250 |
1,365.7 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,571.9 |
1,570.0 |
| PP |
1,566.6 |
1,562.8 |
| S1 |
1,561.4 |
1,555.7 |
|