| 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 |
1,590.5 |
1,563.1 |
-27.4 |
-1.7% |
1,644.0 |
| High |
1,590.9 |
1,569.8 |
-21.1 |
-1.3% |
1,649.2 |
| Low |
1,562.2 |
1,547.5 |
-14.7 |
-0.9% |
1,578.3 |
| Close |
1,567.3 |
1,563.4 |
-3.9 |
-0.2% |
1,590.3 |
| Range |
28.7 |
22.3 |
-6.4 |
-22.3% |
70.9 |
| ATR |
22.0 |
22.0 |
0.0 |
0.1% |
0.0 |
| Volume |
5,481 |
7,527 |
2,046 |
37.3% |
16,369 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,627.1 |
1,617.6 |
1,575.7 |
|
| R3 |
1,604.8 |
1,595.3 |
1,569.5 |
|
| R2 |
1,582.5 |
1,582.5 |
1,567.5 |
|
| R1 |
1,573.0 |
1,573.0 |
1,565.4 |
1,577.8 |
| PP |
1,560.2 |
1,560.2 |
1,560.2 |
1,562.6 |
| S1 |
1,550.7 |
1,550.7 |
1,561.4 |
1,555.5 |
| S2 |
1,537.9 |
1,537.9 |
1,559.3 |
|
| S3 |
1,515.6 |
1,528.4 |
1,557.3 |
|
| S4 |
1,493.3 |
1,506.1 |
1,551.1 |
|
|
| 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 |
1,612.7 |
1,547.5 |
65.2 |
4.2% |
22.7 |
1.5% |
24% |
False |
True |
5,082 |
| 10 |
1,669.9 |
1,547.5 |
122.4 |
7.8% |
22.2 |
1.4% |
13% |
False |
True |
4,777 |
| 20 |
1,678.6 |
1,547.5 |
131.1 |
8.4% |
19.0 |
1.2% |
12% |
False |
True |
3,432 |
| 40 |
1,704.5 |
1,547.5 |
157.0 |
10.0% |
20.4 |
1.3% |
10% |
False |
True |
3,032 |
| 60 |
1,800.9 |
1,547.5 |
253.4 |
16.2% |
23.6 |
1.5% |
6% |
False |
True |
2,731 |
| 80 |
1,800.9 |
1,547.5 |
253.4 |
16.2% |
23.6 |
1.5% |
6% |
False |
True |
2,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,664.6 |
|
2.618 |
1,628.2 |
|
1.618 |
1,605.9 |
|
1.000 |
1,592.1 |
|
0.618 |
1,583.6 |
|
HIGH |
1,569.8 |
|
0.618 |
1,561.3 |
|
0.500 |
1,558.7 |
|
0.382 |
1,556.0 |
|
LOW |
1,547.5 |
|
0.618 |
1,533.7 |
|
1.000 |
1,525.2 |
|
1.618 |
1,511.4 |
|
2.618 |
1,489.1 |
|
4.250 |
1,452.7 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,561.8 |
1,573.3 |
| PP |
1,560.2 |
1,570.0 |
| S1 |
1,558.7 |
1,566.7 |
|