| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
8,860 |
8,850 |
-10 |
-0.1% |
9,155 |
| High |
8,965 |
8,890 |
-75 |
-0.8% |
9,240 |
| Low |
8,835 |
8,725 |
-110 |
-1.2% |
8,935 |
| Close |
8,855 |
8,770 |
-85 |
-1.0% |
8,970 |
| Range |
130 |
165 |
35 |
26.9% |
305 |
| ATR |
150 |
151 |
1 |
0.7% |
0 |
| Volume |
5,310 |
5,942 |
632 |
11.9% |
31,823 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,290 |
9,195 |
8,861 |
|
| R3 |
9,125 |
9,030 |
8,816 |
|
| R2 |
8,960 |
8,960 |
8,800 |
|
| R1 |
8,865 |
8,865 |
8,785 |
8,830 |
| PP |
8,795 |
8,795 |
8,795 |
8,778 |
| S1 |
8,700 |
8,700 |
8,755 |
8,665 |
| S2 |
8,630 |
8,630 |
8,740 |
|
| S3 |
8,465 |
8,535 |
8,725 |
|
| S4 |
8,300 |
8,370 |
8,679 |
|
|
| 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 |
9,100 |
8,725 |
375 |
4.3% |
144 |
1.6% |
12% |
False |
True |
5,602 |
| 10 |
9,370 |
8,725 |
645 |
7.4% |
148 |
1.7% |
7% |
False |
True |
5,462 |
| 20 |
9,715 |
8,725 |
990 |
11.3% |
148 |
1.7% |
5% |
False |
True |
4,544 |
| 40 |
10,230 |
8,725 |
1,505 |
17.2% |
152 |
1.7% |
3% |
False |
True |
4,651 |
| 60 |
10,230 |
8,725 |
1,505 |
17.2% |
139 |
1.6% |
3% |
False |
True |
4,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,591 |
|
2.618 |
9,322 |
|
1.618 |
9,157 |
|
1.000 |
9,055 |
|
0.618 |
8,992 |
|
HIGH |
8,890 |
|
0.618 |
8,827 |
|
0.500 |
8,808 |
|
0.382 |
8,788 |
|
LOW |
8,725 |
|
0.618 |
8,623 |
|
1.000 |
8,560 |
|
1.618 |
8,458 |
|
2.618 |
8,293 |
|
4.250 |
8,024 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,808 |
8,880 |
| PP |
8,795 |
8,843 |
| S1 |
8,783 |
8,807 |
|