| 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 |
8,770 |
8,680 |
-90 |
-1.0% |
8,950 |
| High |
8,880 |
8,720 |
-160 |
-1.8% |
9,035 |
| Low |
8,670 |
8,545 |
-125 |
-1.4% |
8,545 |
| Close |
8,685 |
8,555 |
-130 |
-1.5% |
8,555 |
| Range |
210 |
175 |
-35 |
-16.7% |
490 |
| ATR |
155 |
157 |
1 |
0.9% |
0 |
| Volume |
5,285 |
5,382 |
97 |
1.8% |
27,563 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,132 |
9,018 |
8,651 |
|
| R3 |
8,957 |
8,843 |
8,603 |
|
| R2 |
8,782 |
8,782 |
8,587 |
|
| R1 |
8,668 |
8,668 |
8,571 |
8,638 |
| PP |
8,607 |
8,607 |
8,607 |
8,591 |
| S1 |
8,493 |
8,493 |
8,539 |
8,463 |
| S2 |
8,432 |
8,432 |
8,523 |
|
| S3 |
8,257 |
8,318 |
8,507 |
|
| S4 |
8,082 |
8,143 |
8,459 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,182 |
9,858 |
8,825 |
|
| R3 |
9,692 |
9,368 |
8,690 |
|
| R2 |
9,202 |
9,202 |
8,645 |
|
| R1 |
8,878 |
8,878 |
8,600 |
8,795 |
| PP |
8,712 |
8,712 |
8,712 |
8,670 |
| S1 |
8,388 |
8,388 |
8,510 |
8,305 |
| S2 |
8,222 |
8,222 |
8,465 |
|
| S3 |
7,732 |
7,898 |
8,420 |
|
| S4 |
7,242 |
7,408 |
8,286 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,035 |
8,545 |
490 |
5.7% |
170 |
2.0% |
2% |
False |
True |
5,512 |
| 10 |
9,240 |
8,545 |
695 |
8.1% |
161 |
1.9% |
1% |
False |
True |
5,938 |
| 20 |
9,715 |
8,545 |
1,170 |
13.7% |
155 |
1.8% |
1% |
False |
True |
4,811 |
| 40 |
10,230 |
8,545 |
1,685 |
19.7% |
155 |
1.8% |
1% |
False |
True |
4,726 |
| 60 |
10,230 |
8,545 |
1,685 |
19.7% |
145 |
1.7% |
1% |
False |
True |
5,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,464 |
|
2.618 |
9,178 |
|
1.618 |
9,003 |
|
1.000 |
8,895 |
|
0.618 |
8,828 |
|
HIGH |
8,720 |
|
0.618 |
8,653 |
|
0.500 |
8,633 |
|
0.382 |
8,612 |
|
LOW |
8,545 |
|
0.618 |
8,437 |
|
1.000 |
8,370 |
|
1.618 |
8,262 |
|
2.618 |
8,087 |
|
4.250 |
7,801 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,633 |
8,718 |
| PP |
8,607 |
8,663 |
| S1 |
8,581 |
8,609 |
|