| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,145.0 |
2,137.0 |
-8.0 |
-0.4% |
2,192.0 |
| High |
2,178.0 |
2,147.0 |
-31.0 |
-1.4% |
2,196.0 |
| Low |
2,136.0 |
2,103.0 |
-33.0 |
-1.5% |
2,084.0 |
| Close |
2,169.0 |
2,111.0 |
-58.0 |
-2.7% |
2,115.0 |
| Range |
42.0 |
44.0 |
2.0 |
4.8% |
112.0 |
| ATR |
54.7 |
55.5 |
0.8 |
1.5% |
0.0 |
| Volume |
3,481 |
11,279 |
7,798 |
224.0% |
13,108 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,252.3 |
2,225.7 |
2,135.2 |
|
| R3 |
2,208.3 |
2,181.7 |
2,123.1 |
|
| R2 |
2,164.3 |
2,164.3 |
2,119.1 |
|
| R1 |
2,137.7 |
2,137.7 |
2,115.0 |
2,129.0 |
| PP |
2,120.3 |
2,120.3 |
2,120.3 |
2,116.0 |
| S1 |
2,093.7 |
2,093.7 |
2,107.0 |
2,085.0 |
| S2 |
2,076.3 |
2,076.3 |
2,102.9 |
|
| S3 |
2,032.3 |
2,049.7 |
2,098.9 |
|
| S4 |
1,988.3 |
2,005.7 |
2,086.8 |
|
|
| 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 |
2,178.0 |
2,084.0 |
94.0 |
4.5% |
47.6 |
2.3% |
29% |
False |
False |
4,600 |
| 10 |
2,224.0 |
2,084.0 |
140.0 |
6.6% |
49.9 |
2.4% |
19% |
False |
False |
5,869 |
| 20 |
2,290.0 |
2,084.0 |
206.0 |
9.8% |
54.3 |
2.6% |
13% |
False |
False |
5,924 |
| 40 |
2,493.0 |
2,084.0 |
409.0 |
19.4% |
53.2 |
2.5% |
7% |
False |
False |
3,716 |
| 60 |
2,541.0 |
2,084.0 |
457.0 |
21.6% |
47.4 |
2.2% |
6% |
False |
False |
4,154 |
| 80 |
2,541.0 |
2,084.0 |
457.0 |
21.6% |
39.9 |
1.9% |
6% |
False |
False |
3,247 |
| 100 |
2,541.0 |
2,084.0 |
457.0 |
21.6% |
36.1 |
1.7% |
6% |
False |
False |
2,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,334.0 |
|
2.618 |
2,262.2 |
|
1.618 |
2,218.2 |
|
1.000 |
2,191.0 |
|
0.618 |
2,174.2 |
|
HIGH |
2,147.0 |
|
0.618 |
2,130.2 |
|
0.500 |
2,125.0 |
|
0.382 |
2,119.8 |
|
LOW |
2,103.0 |
|
0.618 |
2,075.8 |
|
1.000 |
2,059.0 |
|
1.618 |
2,031.8 |
|
2.618 |
1,987.8 |
|
4.250 |
1,916.0 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,125.0 |
2,140.5 |
| PP |
2,120.3 |
2,130.7 |
| S1 |
2,115.7 |
2,120.8 |
|