| 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 |
2,192.0 |
2,171.0 |
-21.0 |
-1.0% |
2,148.0 |
| High |
2,196.0 |
2,192.0 |
-4.0 |
-0.2% |
2,243.0 |
| Low |
2,153.0 |
2,132.0 |
-21.0 |
-1.0% |
2,147.0 |
| Close |
2,172.0 |
2,142.0 |
-30.0 |
-1.4% |
2,220.0 |
| Range |
43.0 |
60.0 |
17.0 |
39.5% |
96.0 |
| ATR |
56.2 |
56.4 |
0.3 |
0.5% |
0.0 |
| Volume |
2,152 |
872 |
-1,280 |
-59.5% |
85,442 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,335.3 |
2,298.7 |
2,175.0 |
|
| R3 |
2,275.3 |
2,238.7 |
2,158.5 |
|
| R2 |
2,215.3 |
2,215.3 |
2,153.0 |
|
| R1 |
2,178.7 |
2,178.7 |
2,147.5 |
2,167.0 |
| PP |
2,155.3 |
2,155.3 |
2,155.3 |
2,149.5 |
| S1 |
2,118.7 |
2,118.7 |
2,136.5 |
2,107.0 |
| S2 |
2,095.3 |
2,095.3 |
2,131.0 |
|
| S3 |
2,035.3 |
2,058.7 |
2,125.5 |
|
| S4 |
1,975.3 |
1,998.7 |
2,109.0 |
|
|
| 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 |
2,224.0 |
2,132.0 |
92.0 |
4.3% |
52.0 |
2.4% |
11% |
False |
True |
16,625 |
| 10 |
2,285.0 |
2,132.0 |
153.0 |
7.1% |
58.4 |
2.7% |
7% |
False |
True |
9,060 |
| 20 |
2,297.0 |
2,132.0 |
165.0 |
7.7% |
55.8 |
2.6% |
6% |
False |
True |
5,266 |
| 40 |
2,541.0 |
2,132.0 |
409.0 |
19.1% |
51.1 |
2.4% |
2% |
False |
True |
3,218 |
| 60 |
2,541.0 |
2,132.0 |
409.0 |
19.1% |
44.9 |
2.1% |
2% |
False |
True |
3,808 |
| 80 |
2,541.0 |
2,132.0 |
409.0 |
19.1% |
37.3 |
1.7% |
2% |
False |
True |
2,934 |
| 100 |
2,541.0 |
2,132.0 |
409.0 |
19.1% |
34.0 |
1.6% |
2% |
False |
True |
2,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,447.0 |
|
2.618 |
2,349.1 |
|
1.618 |
2,289.1 |
|
1.000 |
2,252.0 |
|
0.618 |
2,229.1 |
|
HIGH |
2,192.0 |
|
0.618 |
2,169.1 |
|
0.500 |
2,162.0 |
|
0.382 |
2,154.9 |
|
LOW |
2,132.0 |
|
0.618 |
2,094.9 |
|
1.000 |
2,072.0 |
|
1.618 |
2,034.9 |
|
2.618 |
1,974.9 |
|
4.250 |
1,877.0 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,162.0 |
2,178.0 |
| PP |
2,155.3 |
2,166.0 |
| S1 |
2,148.7 |
2,154.0 |
|