| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
6,400.5 |
6,261.0 |
-139.5 |
-2.2% |
6,510.0 |
| High |
6,423.5 |
6,338.0 |
-85.5 |
-1.3% |
6,528.0 |
| Low |
6,261.0 |
6,221.5 |
-39.5 |
-0.6% |
6,221.5 |
| Close |
6,318.5 |
6,227.0 |
-91.5 |
-1.4% |
6,227.0 |
| Range |
162.5 |
116.5 |
-46.0 |
-28.3% |
306.5 |
| ATR |
150.9 |
148.4 |
-2.5 |
-1.6% |
0.0 |
| Volume |
164,097 |
178,400 |
14,303 |
8.7% |
895,305 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,611.7 |
6,535.8 |
6,291.1 |
|
| R3 |
6,495.2 |
6,419.3 |
6,259.0 |
|
| R2 |
6,378.7 |
6,378.7 |
6,248.4 |
|
| R1 |
6,302.8 |
6,302.8 |
6,237.7 |
6,282.5 |
| PP |
6,262.2 |
6,262.2 |
6,262.2 |
6,252.0 |
| S1 |
6,186.3 |
6,186.3 |
6,216.3 |
6,166.0 |
| S2 |
6,145.7 |
6,145.7 |
6,205.6 |
|
| S3 |
6,029.2 |
6,069.8 |
6,195.0 |
|
| S4 |
5,912.7 |
5,953.3 |
6,162.9 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,245.0 |
7,042.5 |
6,395.6 |
|
| R3 |
6,938.5 |
6,736.0 |
6,311.3 |
|
| R2 |
6,632.0 |
6,632.0 |
6,283.2 |
|
| R1 |
6,429.5 |
6,429.5 |
6,255.1 |
6,377.5 |
| PP |
6,325.5 |
6,325.5 |
6,325.5 |
6,299.5 |
| S1 |
6,123.0 |
6,123.0 |
6,198.9 |
6,071.0 |
| S2 |
6,019.0 |
6,019.0 |
6,170.8 |
|
| S3 |
5,712.5 |
5,816.5 |
6,142.7 |
|
| S4 |
5,406.0 |
5,510.0 |
6,058.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,528.0 |
6,221.5 |
306.5 |
4.9% |
141.4 |
2.3% |
2% |
False |
True |
179,061 |
| 10 |
6,599.0 |
6,221.5 |
377.5 |
6.1% |
149.3 |
2.4% |
1% |
False |
True |
173,395 |
| 20 |
6,885.0 |
6,221.5 |
663.5 |
10.7% |
150.0 |
2.4% |
1% |
False |
True |
161,406 |
| 40 |
7,167.0 |
6,221.5 |
945.5 |
15.2% |
148.8 |
2.4% |
1% |
False |
True |
158,262 |
| 60 |
7,211.0 |
6,221.5 |
989.5 |
15.9% |
135.3 |
2.2% |
1% |
False |
True |
118,435 |
| 80 |
7,211.0 |
6,221.5 |
989.5 |
15.9% |
125.5 |
2.0% |
1% |
False |
True |
88,946 |
| 100 |
7,211.0 |
5,795.5 |
1,415.5 |
22.7% |
120.0 |
1.9% |
30% |
False |
False |
71,235 |
| 120 |
7,211.0 |
5,641.5 |
1,569.5 |
25.2% |
125.6 |
2.0% |
37% |
False |
False |
59,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,833.1 |
|
2.618 |
6,643.0 |
|
1.618 |
6,526.5 |
|
1.000 |
6,454.5 |
|
0.618 |
6,410.0 |
|
HIGH |
6,338.0 |
|
0.618 |
6,293.5 |
|
0.500 |
6,279.8 |
|
0.382 |
6,266.0 |
|
LOW |
6,221.5 |
|
0.618 |
6,149.5 |
|
1.000 |
6,105.0 |
|
1.618 |
6,033.0 |
|
2.618 |
5,916.5 |
|
4.250 |
5,726.4 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,279.8 |
6,333.3 |
| PP |
6,262.2 |
6,297.8 |
| S1 |
6,244.6 |
6,262.4 |
|