| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1,599.5 |
1,600.4 |
0.9 |
0.1% |
1,590.5 |
| High |
1,605.0 |
1,600.6 |
-4.4 |
-0.3% |
1,603.3 |
| Low |
1,592.2 |
1,568.0 |
-24.2 |
-1.5% |
1,535.4 |
| Close |
1,595.1 |
1,582.9 |
-12.2 |
-0.8% |
1,598.3 |
| Range |
12.8 |
32.6 |
19.8 |
154.7% |
67.9 |
| ATR |
23.5 |
24.1 |
0.7 |
2.8% |
0.0 |
| Volume |
5,307 |
3,306 |
-2,001 |
-37.7% |
29,736 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,681.6 |
1,664.9 |
1,600.8 |
|
| R3 |
1,649.0 |
1,632.3 |
1,591.9 |
|
| R2 |
1,616.4 |
1,616.4 |
1,588.9 |
|
| R1 |
1,599.7 |
1,599.7 |
1,585.9 |
1,591.8 |
| PP |
1,583.8 |
1,583.8 |
1,583.8 |
1,579.9 |
| S1 |
1,567.1 |
1,567.1 |
1,579.9 |
1,559.2 |
| S2 |
1,551.2 |
1,551.2 |
1,576.9 |
|
| S3 |
1,518.6 |
1,534.5 |
1,573.9 |
|
| S4 |
1,486.0 |
1,501.9 |
1,565.0 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,782.7 |
1,758.4 |
1,635.6 |
|
| R3 |
1,714.8 |
1,690.5 |
1,617.0 |
|
| R2 |
1,646.9 |
1,646.9 |
1,610.7 |
|
| R1 |
1,622.6 |
1,622.6 |
1,604.5 |
1,634.8 |
| PP |
1,579.0 |
1,579.0 |
1,579.0 |
1,585.1 |
| S1 |
1,554.7 |
1,554.7 |
1,592.1 |
1,566.9 |
| S2 |
1,511.1 |
1,511.1 |
1,585.9 |
|
| S3 |
1,443.2 |
1,486.8 |
1,579.6 |
|
| S4 |
1,375.3 |
1,418.9 |
1,561.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,605.0 |
1,535.4 |
69.6 |
4.4% |
26.5 |
1.7% |
68% |
False |
False |
5,068 |
| 10 |
1,612.7 |
1,535.4 |
77.3 |
4.9% |
24.6 |
1.6% |
61% |
False |
False |
5,075 |
| 20 |
1,678.6 |
1,535.4 |
143.2 |
9.0% |
21.8 |
1.4% |
33% |
False |
False |
4,096 |
| 40 |
1,704.5 |
1,535.4 |
169.1 |
10.7% |
20.9 |
1.3% |
28% |
False |
False |
3,447 |
| 60 |
1,800.9 |
1,535.4 |
265.5 |
16.8% |
24.1 |
1.5% |
18% |
False |
False |
3,010 |
| 80 |
1,800.9 |
1,535.4 |
265.5 |
16.8% |
23.5 |
1.5% |
18% |
False |
False |
2,668 |
| 100 |
1,800.9 |
1,535.0 |
265.9 |
16.8% |
23.5 |
1.5% |
18% |
False |
False |
2,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,739.2 |
|
2.618 |
1,685.9 |
|
1.618 |
1,653.3 |
|
1.000 |
1,633.2 |
|
0.618 |
1,620.7 |
|
HIGH |
1,600.6 |
|
0.618 |
1,588.1 |
|
0.500 |
1,584.3 |
|
0.382 |
1,580.5 |
|
LOW |
1,568.0 |
|
0.618 |
1,547.9 |
|
1.000 |
1,535.4 |
|
1.618 |
1,515.3 |
|
2.618 |
1,482.7 |
|
4.250 |
1,429.5 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,584.3 |
1,586.5 |
| PP |
1,583.8 |
1,585.3 |
| S1 |
1,583.4 |
1,584.1 |
|