| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,084.0 |
2,111.0 |
27.0 |
1.3% |
2,192.0 |
| High |
2,143.0 |
2,141.0 |
-2.0 |
-0.1% |
2,196.0 |
| Low |
2,084.0 |
2,103.0 |
19.0 |
0.9% |
2,084.0 |
| Close |
2,115.0 |
2,130.0 |
15.0 |
0.7% |
2,115.0 |
| Range |
59.0 |
38.0 |
-21.0 |
-35.6% |
112.0 |
| ATR |
56.6 |
55.2 |
-1.3 |
-2.3% |
0.0 |
| Volume |
297 |
304 |
7 |
2.4% |
13,108 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,238.7 |
2,222.3 |
2,150.9 |
|
| R3 |
2,200.7 |
2,184.3 |
2,140.5 |
|
| R2 |
2,162.7 |
2,162.7 |
2,137.0 |
|
| R1 |
2,146.3 |
2,146.3 |
2,133.5 |
2,154.5 |
| PP |
2,124.7 |
2,124.7 |
2,124.7 |
2,128.8 |
| S1 |
2,108.3 |
2,108.3 |
2,126.5 |
2,116.5 |
| S2 |
2,086.7 |
2,086.7 |
2,123.0 |
|
| S3 |
2,048.7 |
2,070.3 |
2,119.6 |
|
| S4 |
2,010.7 |
2,032.3 |
2,109.1 |
|
|
| 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 |
2,192.0 |
2,084.0 |
108.0 |
5.1% |
53.8 |
2.5% |
43% |
False |
False |
2,252 |
| 10 |
2,238.0 |
2,084.0 |
154.0 |
7.2% |
52.5 |
2.5% |
30% |
False |
False |
9,496 |
| 20 |
2,290.0 |
2,084.0 |
206.0 |
9.7% |
55.0 |
2.6% |
22% |
False |
False |
5,749 |
| 40 |
2,493.0 |
2,084.0 |
409.0 |
19.2% |
53.4 |
2.5% |
11% |
False |
False |
3,353 |
| 60 |
2,541.0 |
2,084.0 |
457.0 |
21.5% |
46.9 |
2.2% |
10% |
False |
False |
3,962 |
| 80 |
2,541.0 |
2,084.0 |
457.0 |
21.5% |
39.2 |
1.8% |
10% |
False |
False |
3,064 |
| 100 |
2,541.0 |
2,084.0 |
457.0 |
21.5% |
35.4 |
1.7% |
10% |
False |
False |
2,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,302.5 |
|
2.618 |
2,240.5 |
|
1.618 |
2,202.5 |
|
1.000 |
2,179.0 |
|
0.618 |
2,164.5 |
|
HIGH |
2,141.0 |
|
0.618 |
2,126.5 |
|
0.500 |
2,122.0 |
|
0.382 |
2,117.5 |
|
LOW |
2,103.0 |
|
0.618 |
2,079.5 |
|
1.000 |
2,065.0 |
|
1.618 |
2,041.5 |
|
2.618 |
2,003.5 |
|
4.250 |
1,941.5 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,127.3 |
2,126.2 |
| PP |
2,124.7 |
2,122.3 |
| S1 |
2,122.0 |
2,118.5 |
|