| 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 |
6,233.5 |
6,284.0 |
50.5 |
0.8% |
6,522.0 |
| High |
6,334.5 |
6,372.0 |
37.5 |
0.6% |
6,526.5 |
| Low |
6,227.5 |
6,251.5 |
24.0 |
0.4% |
6,227.5 |
| Close |
6,280.5 |
6,343.0 |
62.5 |
1.0% |
6,280.5 |
| Range |
107.0 |
120.5 |
13.5 |
12.6% |
299.0 |
| ATR |
142.4 |
140.8 |
-1.6 |
-1.1% |
0.0 |
| Volume |
274 |
1,656 |
1,382 |
504.4% |
1,985 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,683.7 |
6,633.8 |
6,409.3 |
|
| R3 |
6,563.2 |
6,513.3 |
6,376.1 |
|
| R2 |
6,442.7 |
6,442.7 |
6,365.1 |
|
| R1 |
6,392.8 |
6,392.8 |
6,354.0 |
6,417.8 |
| PP |
6,322.2 |
6,322.2 |
6,322.2 |
6,334.6 |
| S1 |
6,272.3 |
6,272.3 |
6,332.0 |
6,297.3 |
| S2 |
6,201.7 |
6,201.7 |
6,320.9 |
|
| S3 |
6,081.2 |
6,151.8 |
6,309.9 |
|
| S4 |
5,960.7 |
6,031.3 |
6,276.7 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,241.8 |
7,060.2 |
6,445.0 |
|
| R3 |
6,942.8 |
6,761.2 |
6,362.7 |
|
| R2 |
6,643.8 |
6,643.8 |
6,335.3 |
|
| R1 |
6,462.2 |
6,462.2 |
6,307.9 |
6,403.5 |
| PP |
6,344.8 |
6,344.8 |
6,344.8 |
6,315.5 |
| S1 |
6,163.2 |
6,163.2 |
6,253.1 |
6,104.5 |
| S2 |
6,045.8 |
6,045.8 |
6,225.7 |
|
| S3 |
5,746.8 |
5,864.2 |
6,198.3 |
|
| S4 |
5,447.8 |
5,565.2 |
6,116.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,517.5 |
6,227.5 |
290.0 |
4.6% |
134.7 |
2.1% |
40% |
False |
False |
693 |
| 10 |
6,599.0 |
6,227.5 |
371.5 |
5.9% |
129.5 |
2.0% |
31% |
False |
False |
478 |
| 20 |
6,885.0 |
6,227.5 |
657.5 |
10.4% |
140.8 |
2.2% |
18% |
False |
False |
386 |
| 40 |
7,175.0 |
6,227.5 |
947.5 |
14.9% |
138.2 |
2.2% |
12% |
False |
False |
295 |
| 60 |
7,217.5 |
6,227.5 |
990.0 |
15.6% |
119.6 |
1.9% |
12% |
False |
False |
882 |
| 80 |
7,217.5 |
6,227.5 |
990.0 |
15.6% |
107.0 |
1.7% |
12% |
False |
False |
676 |
| 100 |
7,217.5 |
5,835.0 |
1,382.5 |
21.8% |
96.9 |
1.5% |
37% |
False |
False |
546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,884.1 |
|
2.618 |
6,687.5 |
|
1.618 |
6,567.0 |
|
1.000 |
6,492.5 |
|
0.618 |
6,446.5 |
|
HIGH |
6,372.0 |
|
0.618 |
6,326.0 |
|
0.500 |
6,311.8 |
|
0.382 |
6,297.5 |
|
LOW |
6,251.5 |
|
0.618 |
6,177.0 |
|
1.000 |
6,131.0 |
|
1.618 |
6,056.5 |
|
2.618 |
5,936.0 |
|
4.250 |
5,739.4 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,332.6 |
6,337.1 |
| PP |
6,322.2 |
6,331.2 |
| S1 |
6,311.8 |
6,325.3 |
|