| 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 |
4,070.0 |
4,098.0 |
28.0 |
0.7% |
4,280.0 |
| High |
4,093.0 |
4,136.0 |
43.0 |
1.1% |
4,314.0 |
| Low |
4,045.0 |
4,087.0 |
42.0 |
1.0% |
4,029.0 |
| Close |
4,072.0 |
4,135.0 |
63.0 |
1.5% |
4,058.0 |
| Range |
48.0 |
49.0 |
1.0 |
2.1% |
285.0 |
| ATR |
53.6 |
54.3 |
0.7 |
1.4% |
0.0 |
| Volume |
38,912 |
35,128 |
-3,784 |
-9.7% |
173,089 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,266.3 |
4,249.7 |
4,162.0 |
|
| R3 |
4,217.3 |
4,200.7 |
4,148.5 |
|
| R2 |
4,168.3 |
4,168.3 |
4,144.0 |
|
| R1 |
4,151.7 |
4,151.7 |
4,139.5 |
4,160.0 |
| PP |
4,119.3 |
4,119.3 |
4,119.3 |
4,123.5 |
| S1 |
4,102.7 |
4,102.7 |
4,130.5 |
4,111.0 |
| S2 |
4,070.3 |
4,070.3 |
4,126.0 |
|
| S3 |
4,021.3 |
4,053.7 |
4,121.5 |
|
| S4 |
3,972.3 |
4,004.7 |
4,108.1 |
|
|
| 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 |
4,247.0 |
4,029.0 |
218.0 |
5.3% |
63.6 |
1.5% |
49% |
False |
False |
39,617 |
| 10 |
4,314.0 |
4,029.0 |
285.0 |
6.9% |
49.9 |
1.2% |
37% |
False |
False |
33,848 |
| 20 |
4,448.0 |
4,029.0 |
419.0 |
10.1% |
43.4 |
1.0% |
25% |
False |
False |
28,918 |
| 40 |
4,448.0 |
4,029.0 |
419.0 |
10.1% |
39.1 |
0.9% |
25% |
False |
False |
26,935 |
| 60 |
4,448.0 |
4,029.0 |
419.0 |
10.1% |
34.8 |
0.8% |
25% |
False |
False |
24,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,344.3 |
|
2.618 |
4,264.3 |
|
1.618 |
4,215.3 |
|
1.000 |
4,185.0 |
|
0.618 |
4,166.3 |
|
HIGH |
4,136.0 |
|
0.618 |
4,117.3 |
|
0.500 |
4,111.5 |
|
0.382 |
4,105.7 |
|
LOW |
4,087.0 |
|
0.618 |
4,056.7 |
|
1.000 |
4,038.0 |
|
1.618 |
4,007.7 |
|
2.618 |
3,958.7 |
|
4.250 |
3,878.8 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,127.2 |
4,117.5 |
| PP |
4,119.3 |
4,100.0 |
| S1 |
4,111.5 |
4,082.5 |
|