| 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 |
2,193.0 |
2,187.0 |
-6.0 |
-0.3% |
2,148.0 |
| High |
2,222.0 |
2,224.0 |
2.0 |
0.1% |
2,243.0 |
| Low |
2,170.0 |
2,175.0 |
5.0 |
0.2% |
2,147.0 |
| Close |
2,208.0 |
2,220.0 |
12.0 |
0.5% |
2,220.0 |
| Range |
52.0 |
49.0 |
-3.0 |
-5.8% |
96.0 |
| ATR |
55.8 |
55.3 |
-0.5 |
-0.9% |
0.0 |
| Volume |
5,401 |
25,119 |
19,718 |
365.1% |
85,442 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,353.3 |
2,335.7 |
2,247.0 |
|
| R3 |
2,304.3 |
2,286.7 |
2,233.5 |
|
| R2 |
2,255.3 |
2,255.3 |
2,229.0 |
|
| R1 |
2,237.7 |
2,237.7 |
2,224.5 |
2,246.5 |
| PP |
2,206.3 |
2,206.3 |
2,206.3 |
2,210.8 |
| S1 |
2,188.7 |
2,188.7 |
2,215.5 |
2,197.5 |
| S2 |
2,157.3 |
2,157.3 |
2,211.0 |
|
| S3 |
2,108.3 |
2,139.7 |
2,206.5 |
|
| S4 |
2,059.3 |
2,090.7 |
2,193.1 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,491.3 |
2,451.7 |
2,272.8 |
|
| R3 |
2,395.3 |
2,355.7 |
2,246.4 |
|
| R2 |
2,299.3 |
2,299.3 |
2,237.6 |
|
| R1 |
2,259.7 |
2,259.7 |
2,228.8 |
2,279.5 |
| PP |
2,203.3 |
2,203.3 |
2,203.3 |
2,213.3 |
| S1 |
2,163.7 |
2,163.7 |
2,211.2 |
2,183.5 |
| S2 |
2,107.3 |
2,107.3 |
2,202.4 |
|
| S3 |
2,011.3 |
2,067.7 |
2,193.6 |
|
| S4 |
1,915.3 |
1,971.7 |
2,167.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,243.0 |
2,147.0 |
96.0 |
4.3% |
61.8 |
2.8% |
76% |
False |
False |
17,088 |
| 10 |
2,290.0 |
2,147.0 |
143.0 |
6.4% |
59.8 |
2.7% |
51% |
False |
False |
8,847 |
| 20 |
2,297.0 |
2,147.0 |
150.0 |
6.8% |
56.4 |
2.5% |
49% |
False |
False |
5,136 |
| 40 |
2,541.0 |
2,147.0 |
394.0 |
17.7% |
49.8 |
2.2% |
19% |
False |
False |
4,179 |
| 60 |
2,541.0 |
2,147.0 |
394.0 |
17.7% |
43.8 |
2.0% |
19% |
False |
False |
3,759 |
| 80 |
2,541.0 |
2,147.0 |
394.0 |
17.7% |
36.5 |
1.6% |
19% |
False |
False |
2,898 |
| 100 |
2,541.0 |
2,147.0 |
394.0 |
17.7% |
33.6 |
1.5% |
19% |
False |
False |
2,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,432.3 |
|
2.618 |
2,352.3 |
|
1.618 |
2,303.3 |
|
1.000 |
2,273.0 |
|
0.618 |
2,254.3 |
|
HIGH |
2,224.0 |
|
0.618 |
2,205.3 |
|
0.500 |
2,199.5 |
|
0.382 |
2,193.7 |
|
LOW |
2,175.0 |
|
0.618 |
2,144.7 |
|
1.000 |
2,126.0 |
|
1.618 |
2,095.7 |
|
2.618 |
2,046.7 |
|
4.250 |
1,966.8 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,213.2 |
2,208.8 |
| PP |
2,206.3 |
2,197.7 |
| S1 |
2,199.5 |
2,186.5 |
|