| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,137.0 |
2,128.0 |
-9.0 |
-0.4% |
2,192.0 |
| High |
2,147.0 |
2,145.0 |
-2.0 |
-0.1% |
2,196.0 |
| Low |
2,103.0 |
2,096.0 |
-7.0 |
-0.3% |
2,084.0 |
| Close |
2,111.0 |
2,138.0 |
27.0 |
1.3% |
2,115.0 |
| Range |
44.0 |
49.0 |
5.0 |
11.4% |
112.0 |
| ATR |
55.5 |
55.1 |
-0.5 |
-0.8% |
0.0 |
| Volume |
11,279 |
525 |
-10,754 |
-95.3% |
13,108 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,273.3 |
2,254.7 |
2,165.0 |
|
| R3 |
2,224.3 |
2,205.7 |
2,151.5 |
|
| R2 |
2,175.3 |
2,175.3 |
2,147.0 |
|
| R1 |
2,156.7 |
2,156.7 |
2,142.5 |
2,166.0 |
| PP |
2,126.3 |
2,126.3 |
2,126.3 |
2,131.0 |
| S1 |
2,107.7 |
2,107.7 |
2,133.5 |
2,117.0 |
| S2 |
2,077.3 |
2,077.3 |
2,129.0 |
|
| S3 |
2,028.3 |
2,058.7 |
2,124.5 |
|
| S4 |
1,979.3 |
2,009.7 |
2,111.1 |
|
|
| 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 |
2,178.0 |
2,084.0 |
94.0 |
4.4% |
46.4 |
2.2% |
57% |
False |
False |
3,177 |
| 10 |
2,224.0 |
2,084.0 |
140.0 |
6.5% |
49.6 |
2.3% |
39% |
False |
False |
5,381 |
| 20 |
2,290.0 |
2,084.0 |
206.0 |
9.6% |
54.4 |
2.5% |
26% |
False |
False |
5,942 |
| 40 |
2,493.0 |
2,084.0 |
409.0 |
19.1% |
53.2 |
2.5% |
13% |
False |
False |
3,724 |
| 60 |
2,541.0 |
2,084.0 |
457.0 |
21.4% |
47.6 |
2.2% |
12% |
False |
False |
4,162 |
| 80 |
2,541.0 |
2,084.0 |
457.0 |
21.4% |
40.2 |
1.9% |
12% |
False |
False |
3,245 |
| 100 |
2,541.0 |
2,084.0 |
457.0 |
21.4% |
36.4 |
1.7% |
12% |
False |
False |
2,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,353.3 |
|
2.618 |
2,273.3 |
|
1.618 |
2,224.3 |
|
1.000 |
2,194.0 |
|
0.618 |
2,175.3 |
|
HIGH |
2,145.0 |
|
0.618 |
2,126.3 |
|
0.500 |
2,120.5 |
|
0.382 |
2,114.7 |
|
LOW |
2,096.0 |
|
0.618 |
2,065.7 |
|
1.000 |
2,047.0 |
|
1.618 |
2,016.7 |
|
2.618 |
1,967.7 |
|
4.250 |
1,887.8 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,132.2 |
2,137.7 |
| PP |
2,126.3 |
2,137.3 |
| S1 |
2,120.5 |
2,137.0 |
|