| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1,547.6 |
1,550.6 |
3.0 |
0.2% |
1,644.0 |
| High |
1,558.0 |
1,585.6 |
27.6 |
1.8% |
1,649.2 |
| Low |
1,535.4 |
1,550.2 |
14.8 |
1.0% |
1,578.3 |
| Close |
1,542.7 |
1,581.2 |
38.5 |
2.5% |
1,590.3 |
| Range |
22.6 |
35.4 |
12.8 |
56.6% |
70.9 |
| ATR |
22.5 |
23.9 |
1.5 |
6.5% |
0.0 |
| Volume |
3,217 |
9,915 |
6,698 |
208.2% |
16,369 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,678.5 |
1,665.3 |
1,600.7 |
|
| R3 |
1,643.1 |
1,629.9 |
1,590.9 |
|
| R2 |
1,607.7 |
1,607.7 |
1,587.7 |
|
| R1 |
1,594.5 |
1,594.5 |
1,584.4 |
1,601.1 |
| PP |
1,572.3 |
1,572.3 |
1,572.3 |
1,575.7 |
| S1 |
1,559.1 |
1,559.1 |
1,578.0 |
1,565.7 |
| S2 |
1,536.9 |
1,536.9 |
1,574.7 |
|
| S3 |
1,501.5 |
1,523.7 |
1,571.5 |
|
| S4 |
1,466.1 |
1,488.3 |
1,561.7 |
|
|
| 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 |
1,599.0 |
1,535.4 |
63.6 |
4.0% |
25.9 |
1.6% |
72% |
False |
False |
5,940 |
| 10 |
1,652.7 |
1,535.4 |
117.3 |
7.4% |
24.2 |
1.5% |
39% |
False |
False |
4,985 |
| 20 |
1,678.6 |
1,535.4 |
143.2 |
9.1% |
20.1 |
1.3% |
32% |
False |
False |
3,871 |
| 40 |
1,704.5 |
1,535.4 |
169.1 |
10.7% |
21.0 |
1.3% |
27% |
False |
False |
3,284 |
| 60 |
1,800.9 |
1,535.4 |
265.5 |
16.8% |
23.5 |
1.5% |
17% |
False |
False |
2,896 |
| 80 |
1,800.9 |
1,535.4 |
265.5 |
16.8% |
24.0 |
1.5% |
17% |
False |
False |
2,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,736.1 |
|
2.618 |
1,678.3 |
|
1.618 |
1,642.9 |
|
1.000 |
1,621.0 |
|
0.618 |
1,607.5 |
|
HIGH |
1,585.6 |
|
0.618 |
1,572.1 |
|
0.500 |
1,567.9 |
|
0.382 |
1,563.7 |
|
LOW |
1,550.2 |
|
0.618 |
1,528.3 |
|
1.000 |
1,514.8 |
|
1.618 |
1,492.9 |
|
2.618 |
1,457.5 |
|
4.250 |
1,399.8 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,576.8 |
1,574.3 |
| PP |
1,572.3 |
1,567.4 |
| S1 |
1,567.9 |
1,560.5 |
|