| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
6,284.0 |
6,390.0 |
106.0 |
1.7% |
6,522.0 |
| High |
6,372.0 |
6,450.5 |
78.5 |
1.2% |
6,526.5 |
| Low |
6,251.5 |
6,361.0 |
109.5 |
1.8% |
6,227.5 |
| Close |
6,343.0 |
6,443.0 |
100.0 |
1.6% |
6,280.5 |
| Range |
120.5 |
89.5 |
-31.0 |
-25.7% |
299.0 |
| ATR |
140.8 |
138.5 |
-2.4 |
-1.7% |
0.0 |
| Volume |
1,656 |
1,045 |
-611 |
-36.9% |
1,985 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,686.7 |
6,654.3 |
6,492.2 |
|
| R3 |
6,597.2 |
6,564.8 |
6,467.6 |
|
| R2 |
6,507.7 |
6,507.7 |
6,459.4 |
|
| R1 |
6,475.3 |
6,475.3 |
6,451.2 |
6,491.5 |
| PP |
6,418.2 |
6,418.2 |
6,418.2 |
6,426.3 |
| S1 |
6,385.8 |
6,385.8 |
6,434.8 |
6,402.0 |
| S2 |
6,328.7 |
6,328.7 |
6,426.6 |
|
| S3 |
6,239.2 |
6,296.3 |
6,418.4 |
|
| S4 |
6,149.7 |
6,206.8 |
6,393.8 |
|
|
| 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 |
6,451.0 |
6,227.5 |
223.5 |
3.5% |
121.7 |
1.9% |
96% |
False |
False |
790 |
| 10 |
6,599.0 |
6,227.5 |
371.5 |
5.8% |
123.0 |
1.9% |
58% |
False |
False |
564 |
| 20 |
6,885.0 |
6,227.5 |
657.5 |
10.2% |
134.6 |
2.1% |
33% |
False |
False |
422 |
| 40 |
7,175.0 |
6,227.5 |
947.5 |
14.7% |
137.1 |
2.1% |
23% |
False |
False |
315 |
| 60 |
7,217.5 |
6,227.5 |
990.0 |
15.4% |
119.2 |
1.8% |
22% |
False |
False |
898 |
| 80 |
7,217.5 |
6,227.5 |
990.0 |
15.4% |
106.8 |
1.7% |
22% |
False |
False |
688 |
| 100 |
7,217.5 |
5,868.0 |
1,349.5 |
20.9% |
97.3 |
1.5% |
43% |
False |
False |
556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,830.9 |
|
2.618 |
6,684.8 |
|
1.618 |
6,595.3 |
|
1.000 |
6,540.0 |
|
0.618 |
6,505.8 |
|
HIGH |
6,450.5 |
|
0.618 |
6,416.3 |
|
0.500 |
6,405.8 |
|
0.382 |
6,395.2 |
|
LOW |
6,361.0 |
|
0.618 |
6,305.7 |
|
1.000 |
6,271.5 |
|
1.618 |
6,216.2 |
|
2.618 |
6,126.7 |
|
4.250 |
5,980.6 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,430.6 |
6,408.3 |
| PP |
6,418.2 |
6,373.7 |
| S1 |
6,405.8 |
6,339.0 |
|