| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
8,950 |
8,860 |
-90 |
-1.0% |
9,155 |
| High |
9,035 |
8,965 |
-70 |
-0.8% |
9,240 |
| Low |
8,865 |
8,835 |
-30 |
-0.3% |
8,935 |
| Close |
8,870 |
8,855 |
-15 |
-0.2% |
8,970 |
| Range |
170 |
130 |
-40 |
-23.5% |
305 |
| ATR |
152 |
150 |
-2 |
-1.0% |
0 |
| Volume |
5,644 |
5,310 |
-334 |
-5.9% |
31,823 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,275 |
9,195 |
8,927 |
|
| R3 |
9,145 |
9,065 |
8,891 |
|
| R2 |
9,015 |
9,015 |
8,879 |
|
| R1 |
8,935 |
8,935 |
8,867 |
8,910 |
| PP |
8,885 |
8,885 |
8,885 |
8,873 |
| S1 |
8,805 |
8,805 |
8,843 |
8,780 |
| S2 |
8,755 |
8,755 |
8,831 |
|
| S3 |
8,625 |
8,675 |
8,819 |
|
| S4 |
8,495 |
8,545 |
8,784 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,963 |
9,772 |
9,138 |
|
| R3 |
9,658 |
9,467 |
9,054 |
|
| R2 |
9,353 |
9,353 |
9,026 |
|
| R1 |
9,162 |
9,162 |
8,998 |
9,105 |
| PP |
9,048 |
9,048 |
9,048 |
9,020 |
| S1 |
8,857 |
8,857 |
8,942 |
8,800 |
| S2 |
8,743 |
8,743 |
8,914 |
|
| S3 |
8,438 |
8,552 |
8,886 |
|
| S4 |
8,133 |
8,247 |
8,802 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,120 |
8,835 |
285 |
3.2% |
146 |
1.6% |
7% |
False |
True |
6,692 |
| 10 |
9,430 |
8,835 |
595 |
6.7% |
144 |
1.6% |
3% |
False |
True |
5,315 |
| 20 |
9,715 |
8,835 |
880 |
9.9% |
145 |
1.6% |
2% |
False |
True |
4,365 |
| 40 |
10,230 |
8,835 |
1,395 |
15.8% |
151 |
1.7% |
1% |
False |
True |
4,604 |
| 60 |
10,230 |
8,835 |
1,395 |
15.8% |
136 |
1.5% |
1% |
False |
True |
4,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,518 |
|
2.618 |
9,305 |
|
1.618 |
9,175 |
|
1.000 |
9,095 |
|
0.618 |
9,045 |
|
HIGH |
8,965 |
|
0.618 |
8,915 |
|
0.500 |
8,900 |
|
0.382 |
8,885 |
|
LOW |
8,835 |
|
0.618 |
8,755 |
|
1.000 |
8,705 |
|
1.618 |
8,625 |
|
2.618 |
8,495 |
|
4.250 |
8,283 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,900 |
8,953 |
| PP |
8,885 |
8,920 |
| S1 |
8,870 |
8,888 |
|