| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,150.0 |
2,142.0 |
-8.0 |
-0.4% |
2,202.0 |
| High |
2,160.0 |
2,159.0 |
-1.0 |
0.0% |
2,210.0 |
| Low |
2,113.0 |
2,107.0 |
-6.0 |
-0.3% |
2,085.0 |
| Close |
2,149.0 |
2,149.0 |
0.0 |
0.0% |
2,106.0 |
| Range |
47.0 |
52.0 |
5.0 |
10.6% |
125.0 |
| ATR |
57.7 |
57.3 |
-0.4 |
-0.7% |
0.0 |
| Volume |
1,467,263 |
1,409,251 |
-58,012 |
-4.0% |
8,018,196 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,294.3 |
2,273.7 |
2,177.6 |
|
| R3 |
2,242.3 |
2,221.7 |
2,163.3 |
|
| R2 |
2,190.3 |
2,190.3 |
2,158.5 |
|
| R1 |
2,169.7 |
2,169.7 |
2,153.8 |
2,180.0 |
| PP |
2,138.3 |
2,138.3 |
2,138.3 |
2,143.5 |
| S1 |
2,117.7 |
2,117.7 |
2,144.2 |
2,128.0 |
| S2 |
2,086.3 |
2,086.3 |
2,139.5 |
|
| S3 |
2,034.3 |
2,065.7 |
2,134.7 |
|
| S4 |
1,982.3 |
2,013.7 |
2,120.4 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,508.7 |
2,432.3 |
2,174.8 |
|
| R3 |
2,383.7 |
2,307.3 |
2,140.4 |
|
| R2 |
2,258.7 |
2,258.7 |
2,128.9 |
|
| R1 |
2,182.3 |
2,182.3 |
2,117.5 |
2,158.0 |
| PP |
2,133.7 |
2,133.7 |
2,133.7 |
2,121.5 |
| S1 |
2,057.3 |
2,057.3 |
2,094.5 |
2,033.0 |
| S2 |
2,008.7 |
2,008.7 |
2,083.1 |
|
| S3 |
1,883.7 |
1,932.3 |
2,071.6 |
|
| S4 |
1,758.7 |
1,807.3 |
2,037.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,188.0 |
2,085.0 |
103.0 |
4.8% |
50.8 |
2.4% |
62% |
False |
False |
1,435,561 |
| 10 |
2,235.0 |
2,085.0 |
150.0 |
7.0% |
53.3 |
2.5% |
43% |
False |
False |
1,464,165 |
| 20 |
2,306.0 |
2,085.0 |
221.0 |
10.3% |
58.8 |
2.7% |
29% |
False |
False |
1,389,364 |
| 40 |
2,502.0 |
2,085.0 |
417.0 |
19.4% |
58.7 |
2.7% |
15% |
False |
False |
1,371,677 |
| 60 |
2,550.0 |
2,085.0 |
465.0 |
21.6% |
53.0 |
2.5% |
14% |
False |
False |
1,126,697 |
| 80 |
2,550.0 |
2,085.0 |
465.0 |
21.6% |
47.8 |
2.2% |
14% |
False |
False |
846,491 |
| 100 |
2,550.0 |
2,085.0 |
465.0 |
21.6% |
46.2 |
2.1% |
14% |
False |
False |
677,342 |
| 120 |
2,550.0 |
2,085.0 |
465.0 |
21.6% |
47.7 |
2.2% |
14% |
False |
False |
566,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,380.0 |
|
2.618 |
2,295.1 |
|
1.618 |
2,243.1 |
|
1.000 |
2,211.0 |
|
0.618 |
2,191.1 |
|
HIGH |
2,159.0 |
|
0.618 |
2,139.1 |
|
0.500 |
2,133.0 |
|
0.382 |
2,126.9 |
|
LOW |
2,107.0 |
|
0.618 |
2,074.9 |
|
1.000 |
2,055.0 |
|
1.618 |
2,022.9 |
|
2.618 |
1,970.9 |
|
4.250 |
1,886.0 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,143.7 |
2,148.5 |
| PP |
2,138.3 |
2,148.0 |
| S1 |
2,133.0 |
2,147.5 |
|