| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,187.0 |
2,192.0 |
5.0 |
0.2% |
2,148.0 |
| High |
2,224.0 |
2,196.0 |
-28.0 |
-1.3% |
2,243.0 |
| Low |
2,175.0 |
2,153.0 |
-22.0 |
-1.0% |
2,147.0 |
| Close |
2,220.0 |
2,172.0 |
-48.0 |
-2.2% |
2,220.0 |
| Range |
49.0 |
43.0 |
-6.0 |
-12.2% |
96.0 |
| ATR |
55.3 |
56.2 |
0.8 |
1.5% |
0.0 |
| Volume |
25,119 |
2,152 |
-22,967 |
-91.4% |
85,442 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,302.7 |
2,280.3 |
2,195.7 |
|
| R3 |
2,259.7 |
2,237.3 |
2,183.8 |
|
| R2 |
2,216.7 |
2,216.7 |
2,179.9 |
|
| R1 |
2,194.3 |
2,194.3 |
2,175.9 |
2,184.0 |
| PP |
2,173.7 |
2,173.7 |
2,173.7 |
2,168.5 |
| S1 |
2,151.3 |
2,151.3 |
2,168.1 |
2,141.0 |
| S2 |
2,130.7 |
2,130.7 |
2,164.1 |
|
| S3 |
2,087.7 |
2,108.3 |
2,160.2 |
|
| S4 |
2,044.7 |
2,065.3 |
2,148.4 |
|
|
| 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 |
2,238.0 |
2,149.0 |
89.0 |
4.1% |
51.2 |
2.4% |
26% |
False |
False |
16,741 |
| 10 |
2,290.0 |
2,147.0 |
143.0 |
6.6% |
56.9 |
2.6% |
17% |
False |
False |
9,013 |
| 20 |
2,297.0 |
2,147.0 |
150.0 |
6.9% |
55.5 |
2.6% |
17% |
False |
False |
5,238 |
| 40 |
2,541.0 |
2,147.0 |
394.0 |
18.1% |
50.3 |
2.3% |
6% |
False |
False |
3,884 |
| 60 |
2,541.0 |
2,147.0 |
394.0 |
18.1% |
43.9 |
2.0% |
6% |
False |
False |
3,793 |
| 80 |
2,541.0 |
2,147.0 |
394.0 |
18.1% |
37.0 |
1.7% |
6% |
False |
False |
2,925 |
| 100 |
2,541.0 |
2,147.0 |
394.0 |
18.1% |
33.6 |
1.5% |
6% |
False |
False |
2,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,378.8 |
|
2.618 |
2,308.6 |
|
1.618 |
2,265.6 |
|
1.000 |
2,239.0 |
|
0.618 |
2,222.6 |
|
HIGH |
2,196.0 |
|
0.618 |
2,179.6 |
|
0.500 |
2,174.5 |
|
0.382 |
2,169.4 |
|
LOW |
2,153.0 |
|
0.618 |
2,126.4 |
|
1.000 |
2,110.0 |
|
1.618 |
2,083.4 |
|
2.618 |
2,040.4 |
|
4.250 |
1,970.3 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,174.5 |
2,188.5 |
| PP |
2,173.7 |
2,183.0 |
| S1 |
2,172.8 |
2,177.5 |
|