| 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 |
6,503.5 |
6,461.0 |
-42.5 |
-0.7% |
6,404.0 |
| High |
6,554.5 |
6,593.0 |
38.5 |
0.6% |
6,599.0 |
| Low |
6,442.0 |
6,448.0 |
6.0 |
0.1% |
6,370.0 |
| Close |
6,513.0 |
6,528.5 |
15.5 |
0.2% |
6,528.5 |
| Range |
112.5 |
145.0 |
32.5 |
28.9% |
229.0 |
| ATR |
152.1 |
151.6 |
-0.5 |
-0.3% |
0.0 |
| Volume |
163,144 |
159,334 |
-3,810 |
-2.3% |
838,650 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,958.2 |
6,888.3 |
6,608.3 |
|
| R3 |
6,813.2 |
6,743.3 |
6,568.4 |
|
| R2 |
6,668.2 |
6,668.2 |
6,555.1 |
|
| R1 |
6,598.3 |
6,598.3 |
6,541.8 |
6,633.3 |
| PP |
6,523.2 |
6,523.2 |
6,523.2 |
6,540.6 |
| S1 |
6,453.3 |
6,453.3 |
6,515.2 |
6,488.3 |
| S2 |
6,378.2 |
6,378.2 |
6,501.9 |
|
| S3 |
6,233.2 |
6,308.3 |
6,488.6 |
|
| S4 |
6,088.2 |
6,163.3 |
6,448.8 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,186.2 |
7,086.3 |
6,654.5 |
|
| R3 |
6,957.2 |
6,857.3 |
6,591.5 |
|
| R2 |
6,728.2 |
6,728.2 |
6,570.5 |
|
| R1 |
6,628.3 |
6,628.3 |
6,549.5 |
6,678.3 |
| PP |
6,499.2 |
6,499.2 |
6,499.2 |
6,524.1 |
| S1 |
6,399.3 |
6,399.3 |
6,507.5 |
6,449.3 |
| S2 |
6,270.2 |
6,270.2 |
6,486.5 |
|
| S3 |
6,041.2 |
6,170.3 |
6,465.5 |
|
| S4 |
5,812.2 |
5,941.3 |
6,402.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,599.0 |
6,370.0 |
229.0 |
3.5% |
157.2 |
2.4% |
69% |
False |
False |
167,730 |
| 10 |
6,885.0 |
6,370.0 |
515.0 |
7.9% |
158.5 |
2.4% |
31% |
False |
False |
156,035 |
| 20 |
6,885.0 |
6,370.0 |
515.0 |
7.9% |
156.1 |
2.4% |
31% |
False |
False |
157,743 |
| 40 |
7,211.0 |
6,370.0 |
841.0 |
12.9% |
141.9 |
2.2% |
19% |
False |
False |
149,883 |
| 60 |
7,211.0 |
6,370.0 |
841.0 |
12.9% |
132.0 |
2.0% |
19% |
False |
False |
103,569 |
| 80 |
7,211.0 |
6,301.0 |
910.0 |
13.9% |
122.0 |
1.9% |
25% |
False |
False |
77,780 |
| 100 |
7,211.0 |
5,669.5 |
1,541.5 |
23.6% |
119.1 |
1.8% |
56% |
False |
False |
62,307 |
| 120 |
7,211.0 |
5,409.0 |
1,802.0 |
27.6% |
125.0 |
1.9% |
62% |
False |
False |
52,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,209.3 |
|
2.618 |
6,972.6 |
|
1.618 |
6,827.6 |
|
1.000 |
6,738.0 |
|
0.618 |
6,682.6 |
|
HIGH |
6,593.0 |
|
0.618 |
6,537.6 |
|
0.500 |
6,520.5 |
|
0.382 |
6,503.4 |
|
LOW |
6,448.0 |
|
0.618 |
6,358.4 |
|
1.000 |
6,303.0 |
|
1.618 |
6,213.4 |
|
2.618 |
6,068.4 |
|
4.250 |
5,831.8 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,525.8 |
6,514.1 |
| PP |
6,523.2 |
6,499.7 |
| S1 |
6,520.5 |
6,485.3 |
|