| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,148.0 |
2,084.0 |
-64.0 |
-3.0% |
2,192.0 |
| High |
2,153.0 |
2,143.0 |
-10.0 |
-0.5% |
2,196.0 |
| Low |
2,098.0 |
2,084.0 |
-14.0 |
-0.7% |
2,084.0 |
| Close |
2,118.0 |
2,115.0 |
-3.0 |
-0.1% |
2,115.0 |
| Range |
55.0 |
59.0 |
4.0 |
7.3% |
112.0 |
| ATR |
56.4 |
56.6 |
0.2 |
0.3% |
0.0 |
| Volume |
7,642 |
297 |
-7,345 |
-96.1% |
13,108 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,291.0 |
2,262.0 |
2,147.5 |
|
| R3 |
2,232.0 |
2,203.0 |
2,131.2 |
|
| R2 |
2,173.0 |
2,173.0 |
2,125.8 |
|
| R1 |
2,144.0 |
2,144.0 |
2,120.4 |
2,158.5 |
| PP |
2,114.0 |
2,114.0 |
2,114.0 |
2,121.3 |
| S1 |
2,085.0 |
2,085.0 |
2,109.6 |
2,099.5 |
| S2 |
2,055.0 |
2,055.0 |
2,104.2 |
|
| S3 |
1,996.0 |
2,026.0 |
2,098.8 |
|
| S4 |
1,937.0 |
1,967.0 |
2,082.6 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,467.7 |
2,403.3 |
2,176.6 |
|
| R3 |
2,355.7 |
2,291.3 |
2,145.8 |
|
| R2 |
2,243.7 |
2,243.7 |
2,135.5 |
|
| R1 |
2,179.3 |
2,179.3 |
2,125.3 |
2,155.5 |
| PP |
2,131.7 |
2,131.7 |
2,131.7 |
2,119.8 |
| S1 |
2,067.3 |
2,067.3 |
2,104.7 |
2,043.5 |
| S2 |
2,019.7 |
2,019.7 |
2,094.5 |
|
| S3 |
1,907.7 |
1,955.3 |
2,084.2 |
|
| S4 |
1,795.7 |
1,843.3 |
2,053.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,196.0 |
2,084.0 |
112.0 |
5.3% |
54.8 |
2.6% |
28% |
False |
True |
2,621 |
| 10 |
2,243.0 |
2,084.0 |
159.0 |
7.5% |
58.3 |
2.8% |
19% |
False |
True |
9,855 |
| 20 |
2,290.0 |
2,084.0 |
206.0 |
9.7% |
55.1 |
2.6% |
15% |
False |
True |
5,749 |
| 40 |
2,520.0 |
2,084.0 |
436.0 |
20.6% |
53.6 |
2.5% |
7% |
False |
True |
3,382 |
| 60 |
2,541.0 |
2,084.0 |
457.0 |
21.6% |
46.7 |
2.2% |
7% |
False |
True |
3,966 |
| 80 |
2,541.0 |
2,084.0 |
457.0 |
21.6% |
39.2 |
1.9% |
7% |
False |
True |
3,060 |
| 100 |
2,541.0 |
2,084.0 |
457.0 |
21.6% |
35.4 |
1.7% |
7% |
False |
True |
2,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,393.8 |
|
2.618 |
2,297.5 |
|
1.618 |
2,238.5 |
|
1.000 |
2,202.0 |
|
0.618 |
2,179.5 |
|
HIGH |
2,143.0 |
|
0.618 |
2,120.5 |
|
0.500 |
2,113.5 |
|
0.382 |
2,106.5 |
|
LOW |
2,084.0 |
|
0.618 |
2,047.5 |
|
1.000 |
2,025.0 |
|
1.618 |
1,988.5 |
|
2.618 |
1,929.5 |
|
4.250 |
1,833.3 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,114.5 |
2,125.5 |
| PP |
2,114.0 |
2,122.0 |
| S1 |
2,113.5 |
2,118.5 |
|