| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
4,094.0 |
4,070.0 |
-24.0 |
-0.6% |
4,280.0 |
| High |
4,112.0 |
4,093.0 |
-19.0 |
-0.5% |
4,314.0 |
| Low |
4,029.0 |
4,045.0 |
16.0 |
0.4% |
4,029.0 |
| Close |
4,058.0 |
4,072.0 |
14.0 |
0.3% |
4,058.0 |
| Range |
83.0 |
48.0 |
-35.0 |
-42.2% |
285.0 |
| ATR |
54.0 |
53.6 |
-0.4 |
-0.8% |
0.0 |
| Volume |
44,817 |
38,912 |
-5,905 |
-13.2% |
173,089 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,214.0 |
4,191.0 |
4,098.4 |
|
| R3 |
4,166.0 |
4,143.0 |
4,085.2 |
|
| R2 |
4,118.0 |
4,118.0 |
4,080.8 |
|
| R1 |
4,095.0 |
4,095.0 |
4,076.4 |
4,106.5 |
| PP |
4,070.0 |
4,070.0 |
4,070.0 |
4,075.8 |
| S1 |
4,047.0 |
4,047.0 |
4,067.6 |
4,058.5 |
| S2 |
4,022.0 |
4,022.0 |
4,063.2 |
|
| S3 |
3,974.0 |
3,999.0 |
4,058.8 |
|
| S4 |
3,926.0 |
3,951.0 |
4,045.6 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,988.7 |
4,808.3 |
4,214.8 |
|
| R3 |
4,703.7 |
4,523.3 |
4,136.4 |
|
| R2 |
4,418.7 |
4,418.7 |
4,110.3 |
|
| R1 |
4,238.3 |
4,238.3 |
4,084.1 |
4,186.0 |
| PP |
4,133.7 |
4,133.7 |
4,133.7 |
4,107.5 |
| S1 |
3,953.3 |
3,953.3 |
4,031.9 |
3,901.0 |
| S2 |
3,848.7 |
3,848.7 |
4,005.8 |
|
| S3 |
3,563.7 |
3,668.3 |
3,979.6 |
|
| S4 |
3,278.7 |
3,383.3 |
3,901.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,283.0 |
4,029.0 |
254.0 |
6.2% |
58.8 |
1.4% |
17% |
False |
False |
37,415 |
| 10 |
4,328.0 |
4,029.0 |
299.0 |
7.3% |
49.0 |
1.2% |
14% |
False |
False |
32,753 |
| 20 |
4,448.0 |
4,029.0 |
419.0 |
10.3% |
42.2 |
1.0% |
10% |
False |
False |
27,943 |
| 40 |
4,448.0 |
4,029.0 |
419.0 |
10.3% |
38.9 |
1.0% |
10% |
False |
False |
26,704 |
| 60 |
4,448.0 |
4,029.0 |
419.0 |
10.3% |
34.0 |
0.8% |
10% |
False |
False |
23,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,297.0 |
|
2.618 |
4,218.7 |
|
1.618 |
4,170.7 |
|
1.000 |
4,141.0 |
|
0.618 |
4,122.7 |
|
HIGH |
4,093.0 |
|
0.618 |
4,074.7 |
|
0.500 |
4,069.0 |
|
0.382 |
4,063.3 |
|
LOW |
4,045.0 |
|
0.618 |
4,015.3 |
|
1.000 |
3,997.0 |
|
1.618 |
3,967.3 |
|
2.618 |
3,919.3 |
|
4.250 |
3,841.0 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,071.0 |
4,108.5 |
| PP |
4,070.0 |
4,096.3 |
| S1 |
4,069.0 |
4,084.2 |
|