| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,171.0 |
2,123.0 |
-48.0 |
-2.2% |
2,148.0 |
| High |
2,192.0 |
2,167.0 |
-25.0 |
-1.1% |
2,243.0 |
| Low |
2,132.0 |
2,110.0 |
-22.0 |
-1.0% |
2,147.0 |
| Close |
2,142.0 |
2,141.0 |
-1.0 |
0.0% |
2,220.0 |
| Range |
60.0 |
57.0 |
-3.0 |
-5.0% |
96.0 |
| ATR |
56.4 |
56.5 |
0.0 |
0.1% |
0.0 |
| Volume |
872 |
2,145 |
1,273 |
146.0% |
85,442 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,310.3 |
2,282.7 |
2,172.4 |
|
| R3 |
2,253.3 |
2,225.7 |
2,156.7 |
|
| R2 |
2,196.3 |
2,196.3 |
2,151.5 |
|
| R1 |
2,168.7 |
2,168.7 |
2,146.2 |
2,182.5 |
| PP |
2,139.3 |
2,139.3 |
2,139.3 |
2,146.3 |
| S1 |
2,111.7 |
2,111.7 |
2,135.8 |
2,125.5 |
| S2 |
2,082.3 |
2,082.3 |
2,130.6 |
|
| S3 |
2,025.3 |
2,054.7 |
2,125.3 |
|
| S4 |
1,968.3 |
1,997.7 |
2,109.7 |
|
|
| 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 |
2,110.0 |
114.0 |
5.3% |
52.2 |
2.4% |
27% |
False |
True |
7,137 |
| 10 |
2,271.0 |
2,110.0 |
161.0 |
7.5% |
57.6 |
2.7% |
19% |
False |
True |
9,226 |
| 20 |
2,294.0 |
2,110.0 |
184.0 |
8.6% |
55.7 |
2.6% |
17% |
False |
True |
5,369 |
| 40 |
2,541.0 |
2,110.0 |
431.0 |
20.1% |
52.2 |
2.4% |
7% |
False |
True |
3,234 |
| 60 |
2,541.0 |
2,110.0 |
431.0 |
20.1% |
45.5 |
2.1% |
7% |
False |
True |
3,841 |
| 80 |
2,541.0 |
2,110.0 |
431.0 |
20.1% |
38.0 |
1.8% |
7% |
False |
True |
2,961 |
| 100 |
2,541.0 |
2,110.0 |
431.0 |
20.1% |
34.4 |
1.6% |
7% |
False |
True |
2,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,409.3 |
|
2.618 |
2,316.2 |
|
1.618 |
2,259.2 |
|
1.000 |
2,224.0 |
|
0.618 |
2,202.2 |
|
HIGH |
2,167.0 |
|
0.618 |
2,145.2 |
|
0.500 |
2,138.5 |
|
0.382 |
2,131.8 |
|
LOW |
2,110.0 |
|
0.618 |
2,074.8 |
|
1.000 |
2,053.0 |
|
1.618 |
2,017.8 |
|
2.618 |
1,960.8 |
|
4.250 |
1,867.8 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,140.2 |
2,153.0 |
| PP |
2,139.3 |
2,149.0 |
| S1 |
2,138.5 |
2,145.0 |
|