| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
4,260.0 |
4,285.0 |
25.0 |
0.6% |
4,310.0 |
| High |
4,301.0 |
4,306.0 |
5.0 |
0.1% |
4,335.0 |
| Low |
4,260.0 |
4,271.0 |
11.0 |
0.3% |
4,246.0 |
| Close |
4,301.0 |
4,285.0 |
-16.0 |
-0.4% |
4,285.0 |
| Range |
41.0 |
35.0 |
-6.0 |
-14.6% |
89.0 |
| ATR |
44.2 |
43.6 |
-0.7 |
-1.5% |
0.0 |
| Volume |
31,763 |
25,499 |
-6,264 |
-19.7% |
151,002 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,392.3 |
4,373.7 |
4,304.3 |
|
| R3 |
4,357.3 |
4,338.7 |
4,294.6 |
|
| R2 |
4,322.3 |
4,322.3 |
4,291.4 |
|
| R1 |
4,303.7 |
4,303.7 |
4,288.2 |
4,302.5 |
| PP |
4,287.3 |
4,287.3 |
4,287.3 |
4,286.8 |
| S1 |
4,268.7 |
4,268.7 |
4,281.8 |
4,267.5 |
| S2 |
4,252.3 |
4,252.3 |
4,278.6 |
|
| S3 |
4,217.3 |
4,233.7 |
4,275.4 |
|
| S4 |
4,182.3 |
4,198.7 |
4,265.8 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,555.7 |
4,509.3 |
4,334.0 |
|
| R3 |
4,466.7 |
4,420.3 |
4,309.5 |
|
| R2 |
4,377.7 |
4,377.7 |
4,301.3 |
|
| R1 |
4,331.3 |
4,331.3 |
4,293.2 |
4,310.0 |
| PP |
4,288.7 |
4,288.7 |
4,288.7 |
4,278.0 |
| S1 |
4,242.3 |
4,242.3 |
4,276.8 |
4,221.0 |
| S2 |
4,199.7 |
4,199.7 |
4,268.7 |
|
| S3 |
4,110.7 |
4,153.3 |
4,260.5 |
|
| S4 |
4,021.7 |
4,064.3 |
4,236.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,335.0 |
4,246.0 |
89.0 |
2.1% |
41.6 |
1.0% |
44% |
False |
False |
30,200 |
| 10 |
4,448.0 |
4,246.0 |
202.0 |
4.7% |
36.6 |
0.9% |
19% |
False |
False |
25,921 |
| 20 |
4,448.0 |
4,246.0 |
202.0 |
4.7% |
33.9 |
0.8% |
19% |
False |
False |
24,503 |
| 40 |
4,448.0 |
4,245.0 |
203.0 |
4.7% |
34.8 |
0.8% |
20% |
False |
False |
25,938 |
| 60 |
4,448.0 |
4,150.0 |
298.0 |
7.0% |
28.8 |
0.7% |
45% |
False |
False |
20,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,454.8 |
|
2.618 |
4,397.6 |
|
1.618 |
4,362.6 |
|
1.000 |
4,341.0 |
|
0.618 |
4,327.6 |
|
HIGH |
4,306.0 |
|
0.618 |
4,292.6 |
|
0.500 |
4,288.5 |
|
0.382 |
4,284.4 |
|
LOW |
4,271.0 |
|
0.618 |
4,249.4 |
|
1.000 |
4,236.0 |
|
1.618 |
4,214.4 |
|
2.618 |
4,179.4 |
|
4.250 |
4,122.3 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,288.5 |
4,282.0 |
| PP |
4,287.3 |
4,279.0 |
| S1 |
4,286.2 |
4,276.0 |
|