| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1,540.9 |
1,576.7 |
35.8 |
2.3% |
1,585.5 |
| High |
1,582.0 |
1,599.8 |
17.8 |
1.1% |
1,599.8 |
| Low |
1,540.8 |
1,570.0 |
29.2 |
1.9% |
1,529.3 |
| Close |
1,577.1 |
1,594.2 |
17.1 |
1.1% |
1,594.2 |
| Range |
41.2 |
29.8 |
-11.4 |
-27.7% |
70.5 |
| ATR |
24.4 |
24.8 |
0.4 |
1.6% |
0.0 |
| Volume |
16,289 |
19,134 |
2,845 |
17.5% |
90,990 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,677.4 |
1,665.6 |
1,610.6 |
|
| R3 |
1,647.6 |
1,635.8 |
1,602.4 |
|
| R2 |
1,617.8 |
1,617.8 |
1,599.7 |
|
| R1 |
1,606.0 |
1,606.0 |
1,596.9 |
1,611.9 |
| PP |
1,588.0 |
1,588.0 |
1,588.0 |
1,591.0 |
| S1 |
1,576.2 |
1,576.2 |
1,591.5 |
1,582.1 |
| S2 |
1,558.2 |
1,558.2 |
1,588.7 |
|
| S3 |
1,528.4 |
1,546.4 |
1,586.0 |
|
| S4 |
1,498.6 |
1,516.6 |
1,577.8 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,785.9 |
1,760.6 |
1,633.0 |
|
| R3 |
1,715.4 |
1,690.1 |
1,613.6 |
|
| R2 |
1,644.9 |
1,644.9 |
1,607.1 |
|
| R1 |
1,619.6 |
1,619.6 |
1,600.7 |
1,632.3 |
| PP |
1,574.4 |
1,574.4 |
1,574.4 |
1,580.8 |
| S1 |
1,549.1 |
1,549.1 |
1,587.7 |
1,561.8 |
| S2 |
1,503.9 |
1,503.9 |
1,581.3 |
|
| S3 |
1,433.4 |
1,478.6 |
1,574.8 |
|
| S4 |
1,362.9 |
1,408.1 |
1,555.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,599.8 |
1,529.3 |
70.5 |
4.4% |
29.6 |
1.9% |
92% |
True |
False |
18,198 |
| 10 |
1,644.7 |
1,529.3 |
115.4 |
7.2% |
26.8 |
1.7% |
56% |
False |
False |
16,153 |
| 20 |
1,674.3 |
1,529.3 |
145.0 |
9.1% |
22.2 |
1.4% |
45% |
False |
False |
11,376 |
| 40 |
1,700.9 |
1,529.3 |
171.6 |
10.8% |
21.8 |
1.4% |
38% |
False |
False |
8,129 |
| 60 |
1,797.7 |
1,529.3 |
268.4 |
16.8% |
23.5 |
1.5% |
24% |
False |
False |
6,725 |
| 80 |
1,797.7 |
1,529.3 |
268.4 |
16.8% |
22.7 |
1.4% |
24% |
False |
False |
5,494 |
| 100 |
1,797.7 |
1,529.3 |
268.4 |
16.8% |
22.2 |
1.4% |
24% |
False |
False |
4,629 |
| 120 |
1,797.7 |
1,529.3 |
268.4 |
16.8% |
22.3 |
1.4% |
24% |
False |
False |
3,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,726.5 |
|
2.618 |
1,677.8 |
|
1.618 |
1,648.0 |
|
1.000 |
1,629.6 |
|
0.618 |
1,618.2 |
|
HIGH |
1,599.8 |
|
0.618 |
1,588.4 |
|
0.500 |
1,584.9 |
|
0.382 |
1,581.4 |
|
LOW |
1,570.0 |
|
0.618 |
1,551.6 |
|
1.000 |
1,540.2 |
|
1.618 |
1,521.8 |
|
2.618 |
1,492.0 |
|
4.250 |
1,443.4 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,591.1 |
1,584.3 |
| PP |
1,588.0 |
1,574.4 |
| S1 |
1,584.9 |
1,564.6 |
|