| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,123.0 |
2,148.0 |
25.0 |
1.2% |
2,148.0 |
| High |
2,167.0 |
2,153.0 |
-14.0 |
-0.6% |
2,243.0 |
| Low |
2,110.0 |
2,098.0 |
-12.0 |
-0.6% |
2,147.0 |
| Close |
2,141.0 |
2,118.0 |
-23.0 |
-1.1% |
2,220.0 |
| Range |
57.0 |
55.0 |
-2.0 |
-3.5% |
96.0 |
| ATR |
56.5 |
56.4 |
-0.1 |
-0.2% |
0.0 |
| Volume |
2,145 |
7,642 |
5,497 |
256.3% |
85,442 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,288.0 |
2,258.0 |
2,148.3 |
|
| R3 |
2,233.0 |
2,203.0 |
2,133.1 |
|
| R2 |
2,178.0 |
2,178.0 |
2,128.1 |
|
| R1 |
2,148.0 |
2,148.0 |
2,123.0 |
2,135.5 |
| PP |
2,123.0 |
2,123.0 |
2,123.0 |
2,116.8 |
| S1 |
2,093.0 |
2,093.0 |
2,113.0 |
2,080.5 |
| S2 |
2,068.0 |
2,068.0 |
2,107.9 |
|
| S3 |
2,013.0 |
2,038.0 |
2,102.9 |
|
| S4 |
1,958.0 |
1,983.0 |
2,087.8 |
|
|
| 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 |
2,098.0 |
126.0 |
5.9% |
52.8 |
2.5% |
16% |
False |
True |
7,586 |
| 10 |
2,248.0 |
2,098.0 |
150.0 |
7.1% |
57.7 |
2.7% |
13% |
False |
True |
9,942 |
| 20 |
2,290.0 |
2,098.0 |
192.0 |
9.1% |
56.2 |
2.7% |
10% |
False |
True |
5,745 |
| 40 |
2,529.0 |
2,098.0 |
431.0 |
20.3% |
53.0 |
2.5% |
5% |
False |
True |
3,389 |
| 60 |
2,541.0 |
2,098.0 |
443.0 |
20.9% |
46.2 |
2.2% |
5% |
False |
True |
3,965 |
| 80 |
2,541.0 |
2,098.0 |
443.0 |
20.9% |
38.6 |
1.8% |
5% |
False |
True |
3,057 |
| 100 |
2,541.0 |
2,098.0 |
443.0 |
20.9% |
34.8 |
1.6% |
5% |
False |
True |
2,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,386.8 |
|
2.618 |
2,297.0 |
|
1.618 |
2,242.0 |
|
1.000 |
2,208.0 |
|
0.618 |
2,187.0 |
|
HIGH |
2,153.0 |
|
0.618 |
2,132.0 |
|
0.500 |
2,125.5 |
|
0.382 |
2,119.0 |
|
LOW |
2,098.0 |
|
0.618 |
2,064.0 |
|
1.000 |
2,043.0 |
|
1.618 |
2,009.0 |
|
2.618 |
1,954.0 |
|
4.250 |
1,864.3 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,125.5 |
2,145.0 |
| PP |
2,123.0 |
2,136.0 |
| S1 |
2,120.5 |
2,127.0 |
|