| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1,599.0 |
1,590.5 |
-8.5 |
-0.5% |
1,644.0 |
| High |
1,599.0 |
1,590.9 |
-8.1 |
-0.5% |
1,649.2 |
| Low |
1,578.3 |
1,562.2 |
-16.1 |
-1.0% |
1,578.3 |
| Close |
1,590.3 |
1,567.3 |
-23.0 |
-1.4% |
1,590.3 |
| Range |
20.7 |
28.7 |
8.0 |
38.6% |
70.9 |
| ATR |
21.5 |
22.0 |
0.5 |
2.4% |
0.0 |
| Volume |
3,560 |
5,481 |
1,921 |
54.0% |
16,369 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,659.6 |
1,642.1 |
1,583.1 |
|
| R3 |
1,630.9 |
1,613.4 |
1,575.2 |
|
| R2 |
1,602.2 |
1,602.2 |
1,572.6 |
|
| R1 |
1,584.7 |
1,584.7 |
1,569.9 |
1,579.1 |
| PP |
1,573.5 |
1,573.5 |
1,573.5 |
1,570.7 |
| S1 |
1,556.0 |
1,556.0 |
1,564.7 |
1,550.4 |
| S2 |
1,544.8 |
1,544.8 |
1,562.0 |
|
| S3 |
1,516.1 |
1,527.3 |
1,559.4 |
|
| S4 |
1,487.4 |
1,498.6 |
1,551.5 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,818.6 |
1,775.4 |
1,629.3 |
|
| R3 |
1,747.7 |
1,704.5 |
1,609.8 |
|
| R2 |
1,676.8 |
1,676.8 |
1,603.3 |
|
| R1 |
1,633.6 |
1,633.6 |
1,596.8 |
1,619.8 |
| PP |
1,605.9 |
1,605.9 |
1,605.9 |
1,599.0 |
| S1 |
1,562.7 |
1,562.7 |
1,583.8 |
1,548.9 |
| S2 |
1,535.0 |
1,535.0 |
1,577.3 |
|
| S3 |
1,464.1 |
1,491.8 |
1,570.8 |
|
| S4 |
1,393.2 |
1,420.9 |
1,551.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,645.7 |
1,562.2 |
83.5 |
5.3% |
26.9 |
1.7% |
6% |
False |
True |
4,018 |
| 10 |
1,678.6 |
1,562.2 |
116.4 |
7.4% |
21.1 |
1.3% |
4% |
False |
True |
4,432 |
| 20 |
1,678.6 |
1,562.2 |
116.4 |
7.4% |
19.0 |
1.2% |
4% |
False |
True |
3,181 |
| 40 |
1,704.5 |
1,562.2 |
142.3 |
9.1% |
20.3 |
1.3% |
4% |
False |
True |
2,871 |
| 60 |
1,800.9 |
1,562.2 |
238.7 |
15.2% |
23.5 |
1.5% |
2% |
False |
True |
2,634 |
| 80 |
1,800.9 |
1,562.2 |
238.7 |
15.2% |
23.6 |
1.5% |
2% |
False |
True |
2,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,712.9 |
|
2.618 |
1,666.0 |
|
1.618 |
1,637.3 |
|
1.000 |
1,619.6 |
|
0.618 |
1,608.6 |
|
HIGH |
1,590.9 |
|
0.618 |
1,579.9 |
|
0.500 |
1,576.6 |
|
0.382 |
1,573.2 |
|
LOW |
1,562.2 |
|
0.618 |
1,544.5 |
|
1.000 |
1,533.5 |
|
1.618 |
1,515.8 |
|
2.618 |
1,487.1 |
|
4.250 |
1,440.2 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,576.6 |
1,585.3 |
| PP |
1,573.5 |
1,579.3 |
| S1 |
1,570.4 |
1,573.3 |
|