| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1,563.1 |
1,547.6 |
-15.5 |
-1.0% |
1,644.0 |
| High |
1,569.8 |
1,558.0 |
-11.8 |
-0.8% |
1,649.2 |
| Low |
1,547.5 |
1,535.4 |
-12.1 |
-0.8% |
1,578.3 |
| Close |
1,563.4 |
1,542.7 |
-20.7 |
-1.3% |
1,590.3 |
| Range |
22.3 |
22.6 |
0.3 |
1.3% |
70.9 |
| ATR |
22.0 |
22.5 |
0.4 |
1.9% |
0.0 |
| Volume |
7,527 |
3,217 |
-4,310 |
-57.3% |
16,369 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,613.2 |
1,600.5 |
1,555.1 |
|
| R3 |
1,590.6 |
1,577.9 |
1,548.9 |
|
| R2 |
1,568.0 |
1,568.0 |
1,546.8 |
|
| R1 |
1,555.3 |
1,555.3 |
1,544.8 |
1,550.4 |
| PP |
1,545.4 |
1,545.4 |
1,545.4 |
1,542.9 |
| S1 |
1,532.7 |
1,532.7 |
1,540.6 |
1,527.8 |
| S2 |
1,522.8 |
1,522.8 |
1,538.6 |
|
| S3 |
1,500.2 |
1,510.1 |
1,536.5 |
|
| S4 |
1,477.6 |
1,487.5 |
1,530.3 |
|
|
| 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 |
1,608.4 |
1,535.4 |
73.0 |
4.7% |
21.9 |
1.4% |
10% |
False |
True |
4,978 |
| 10 |
1,659.1 |
1,535.4 |
123.7 |
8.0% |
22.8 |
1.5% |
6% |
False |
True |
4,333 |
| 20 |
1,678.6 |
1,535.4 |
143.2 |
9.3% |
19.5 |
1.3% |
5% |
False |
True |
3,439 |
| 40 |
1,704.5 |
1,535.4 |
169.1 |
11.0% |
20.4 |
1.3% |
4% |
False |
True |
3,080 |
| 60 |
1,800.9 |
1,535.4 |
265.5 |
17.2% |
23.4 |
1.5% |
3% |
False |
True |
2,752 |
| 80 |
1,800.9 |
1,535.4 |
265.5 |
17.2% |
23.7 |
1.5% |
3% |
False |
True |
2,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,654.1 |
|
2.618 |
1,617.2 |
|
1.618 |
1,594.6 |
|
1.000 |
1,580.6 |
|
0.618 |
1,572.0 |
|
HIGH |
1,558.0 |
|
0.618 |
1,549.4 |
|
0.500 |
1,546.7 |
|
0.382 |
1,544.0 |
|
LOW |
1,535.4 |
|
0.618 |
1,521.4 |
|
1.000 |
1,512.8 |
|
1.618 |
1,498.8 |
|
2.618 |
1,476.2 |
|
4.250 |
1,439.4 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,546.7 |
1,563.2 |
| PP |
1,545.4 |
1,556.3 |
| S1 |
1,544.0 |
1,549.5 |
|