| 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 |
6,261.0 |
6,273.0 |
12.0 |
0.2% |
6,510.0 |
| High |
6,338.0 |
6,369.0 |
31.0 |
0.5% |
6,528.0 |
| Low |
6,221.5 |
6,243.0 |
21.5 |
0.3% |
6,221.5 |
| Close |
6,227.0 |
6,365.0 |
138.0 |
2.2% |
6,227.0 |
| Range |
116.5 |
126.0 |
9.5 |
8.2% |
306.5 |
| ATR |
148.4 |
147.9 |
-0.5 |
-0.3% |
0.0 |
| Volume |
178,400 |
138,163 |
-40,237 |
-22.6% |
895,305 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,703.7 |
6,660.3 |
6,434.3 |
|
| R3 |
6,577.7 |
6,534.3 |
6,399.7 |
|
| R2 |
6,451.7 |
6,451.7 |
6,388.1 |
|
| R1 |
6,408.3 |
6,408.3 |
6,376.6 |
6,430.0 |
| PP |
6,325.7 |
6,325.7 |
6,325.7 |
6,336.5 |
| S1 |
6,282.3 |
6,282.3 |
6,353.5 |
6,304.0 |
| S2 |
6,199.7 |
6,199.7 |
6,341.9 |
|
| S3 |
6,073.7 |
6,156.3 |
6,330.4 |
|
| S4 |
5,947.7 |
6,030.3 |
6,295.7 |
|
|
| 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 |
6,513.0 |
6,221.5 |
291.5 |
4.6% |
142.2 |
2.2% |
49% |
False |
False |
176,006 |
| 10 |
6,593.0 |
6,221.5 |
371.5 |
5.8% |
139.0 |
2.2% |
39% |
False |
False |
173,503 |
| 20 |
6,885.0 |
6,221.5 |
663.5 |
10.4% |
150.7 |
2.4% |
22% |
False |
False |
160,805 |
| 40 |
7,167.0 |
6,221.5 |
945.5 |
14.9% |
149.3 |
2.3% |
15% |
False |
False |
158,535 |
| 60 |
7,211.0 |
6,221.5 |
989.5 |
15.5% |
135.9 |
2.1% |
15% |
False |
False |
120,713 |
| 80 |
7,211.0 |
6,221.5 |
989.5 |
15.5% |
125.8 |
2.0% |
15% |
False |
False |
90,671 |
| 100 |
7,211.0 |
5,800.0 |
1,411.0 |
22.2% |
119.9 |
1.9% |
40% |
False |
False |
72,614 |
| 120 |
7,211.0 |
5,641.5 |
1,569.5 |
24.7% |
125.7 |
2.0% |
46% |
False |
False |
60,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,904.5 |
|
2.618 |
6,698.9 |
|
1.618 |
6,572.9 |
|
1.000 |
6,495.0 |
|
0.618 |
6,446.9 |
|
HIGH |
6,369.0 |
|
0.618 |
6,320.9 |
|
0.500 |
6,306.0 |
|
0.382 |
6,291.1 |
|
LOW |
6,243.0 |
|
0.618 |
6,165.1 |
|
1.000 |
6,117.0 |
|
1.618 |
6,039.1 |
|
2.618 |
5,913.1 |
|
4.250 |
5,707.5 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,345.3 |
6,350.8 |
| PP |
6,325.7 |
6,336.7 |
| S1 |
6,306.0 |
6,322.5 |
|