| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1,588.5 |
1,558.4 |
-30.1 |
-1.9% |
1,642.8 |
| High |
1,588.5 |
1,568.2 |
-20.3 |
-1.3% |
1,645.0 |
| Low |
1,560.0 |
1,545.6 |
-14.4 |
-0.9% |
1,581.6 |
| Close |
1,565.2 |
1,561.3 |
-3.9 |
-0.2% |
1,588.3 |
| Range |
28.5 |
22.6 |
-5.9 |
-20.7% |
63.4 |
| ATR |
19.9 |
20.1 |
0.2 |
1.0% |
0.0 |
| Volume |
715 |
728 |
13 |
1.8% |
4,962 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,626.2 |
1,616.3 |
1,573.7 |
|
| R3 |
1,603.6 |
1,593.7 |
1,567.5 |
|
| R2 |
1,581.0 |
1,581.0 |
1,565.4 |
|
| R1 |
1,571.1 |
1,571.1 |
1,563.4 |
1,576.1 |
| PP |
1,558.4 |
1,558.4 |
1,558.4 |
1,560.8 |
| S1 |
1,548.5 |
1,548.5 |
1,559.2 |
1,553.5 |
| S2 |
1,535.8 |
1,535.8 |
1,557.2 |
|
| S3 |
1,513.2 |
1,525.9 |
1,555.1 |
|
| S4 |
1,490.6 |
1,503.3 |
1,548.9 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,795.2 |
1,755.1 |
1,623.2 |
|
| R3 |
1,731.8 |
1,691.7 |
1,605.7 |
|
| R2 |
1,668.4 |
1,668.4 |
1,599.9 |
|
| R1 |
1,628.3 |
1,628.3 |
1,594.1 |
1,616.7 |
| PP |
1,605.0 |
1,605.0 |
1,605.0 |
1,599.1 |
| S1 |
1,564.9 |
1,564.9 |
1,582.5 |
1,553.3 |
| S2 |
1,541.6 |
1,541.6 |
1,576.7 |
|
| S3 |
1,478.2 |
1,501.5 |
1,570.9 |
|
| S4 |
1,414.8 |
1,438.1 |
1,553.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,610.4 |
1,545.6 |
64.8 |
4.2% |
19.5 |
1.2% |
24% |
False |
True |
1,070 |
| 10 |
1,664.0 |
1,545.6 |
118.4 |
7.6% |
19.2 |
1.2% |
13% |
False |
True |
1,123 |
| 20 |
1,674.4 |
1,545.6 |
128.8 |
8.2% |
17.1 |
1.1% |
12% |
False |
True |
1,056 |
| 40 |
1,701.5 |
1,545.6 |
155.9 |
10.0% |
18.0 |
1.2% |
10% |
False |
True |
868 |
| 60 |
1,799.5 |
1,545.6 |
253.9 |
16.3% |
19.0 |
1.2% |
6% |
False |
True |
837 |
| 80 |
1,799.5 |
1,545.6 |
253.9 |
16.3% |
17.3 |
1.1% |
6% |
False |
True |
699 |
| 100 |
1,799.5 |
1,536.2 |
263.3 |
16.9% |
16.5 |
1.1% |
10% |
False |
False |
663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,664.3 |
|
2.618 |
1,627.4 |
|
1.618 |
1,604.8 |
|
1.000 |
1,590.8 |
|
0.618 |
1,582.2 |
|
HIGH |
1,568.2 |
|
0.618 |
1,559.6 |
|
0.500 |
1,556.9 |
|
0.382 |
1,554.2 |
|
LOW |
1,545.6 |
|
0.618 |
1,531.6 |
|
1.000 |
1,523.0 |
|
1.618 |
1,509.0 |
|
2.618 |
1,486.4 |
|
4.250 |
1,449.6 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,559.8 |
1,571.1 |
| PP |
1,558.4 |
1,567.8 |
| S1 |
1,556.9 |
1,564.6 |
|