| 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 |
2,587.00 |
2,579.00 |
-8.00 |
-0.3% |
2,610.25 |
| High |
2,616.25 |
2,596.00 |
-20.25 |
-0.8% |
2,648.25 |
| Low |
2,574.50 |
2,556.50 |
-18.00 |
-0.7% |
2,583.25 |
| Close |
2,578.25 |
2,557.50 |
-20.75 |
-0.8% |
2,610.75 |
| Range |
41.75 |
39.50 |
-2.25 |
-5.4% |
65.00 |
| ATR |
43.88 |
43.57 |
-0.31 |
-0.7% |
0.00 |
| Volume |
324,953 |
283,940 |
-41,013 |
-12.6% |
1,516,014 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,688.50 |
2,662.50 |
2,579.25 |
|
| R3 |
2,649.00 |
2,623.00 |
2,568.25 |
|
| R2 |
2,609.50 |
2,609.50 |
2,564.75 |
|
| R1 |
2,583.50 |
2,583.50 |
2,561.00 |
2,576.75 |
| PP |
2,570.00 |
2,570.00 |
2,570.00 |
2,566.50 |
| S1 |
2,544.00 |
2,544.00 |
2,554.00 |
2,537.25 |
| S2 |
2,530.50 |
2,530.50 |
2,550.25 |
|
| S3 |
2,491.00 |
2,504.50 |
2,546.75 |
|
| S4 |
2,451.50 |
2,465.00 |
2,535.75 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,809.00 |
2,775.00 |
2,646.50 |
|
| R3 |
2,744.00 |
2,710.00 |
2,628.50 |
|
| R2 |
2,679.00 |
2,679.00 |
2,622.75 |
|
| R1 |
2,645.00 |
2,645.00 |
2,616.75 |
2,662.00 |
| PP |
2,614.00 |
2,614.00 |
2,614.00 |
2,622.50 |
| S1 |
2,580.00 |
2,580.00 |
2,604.75 |
2,597.00 |
| S2 |
2,549.00 |
2,549.00 |
2,598.75 |
|
| S3 |
2,484.00 |
2,515.00 |
2,593.00 |
|
| S4 |
2,419.00 |
2,450.00 |
2,575.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,640.25 |
2,556.50 |
83.75 |
3.3% |
37.75 |
1.5% |
1% |
False |
True |
286,702 |
| 10 |
2,738.25 |
2,556.50 |
181.75 |
7.1% |
48.00 |
1.9% |
1% |
False |
True |
296,400 |
| 20 |
2,753.00 |
2,556.50 |
196.50 |
7.7% |
45.75 |
1.8% |
1% |
False |
True |
281,673 |
| 40 |
2,791.50 |
2,556.50 |
235.00 |
9.2% |
42.50 |
1.7% |
0% |
False |
True |
268,019 |
| 60 |
2,791.50 |
2,556.50 |
235.00 |
9.2% |
37.50 |
1.5% |
0% |
False |
True |
217,142 |
| 80 |
2,791.50 |
2,422.50 |
369.00 |
14.4% |
34.25 |
1.3% |
37% |
False |
False |
162,871 |
| 100 |
2,791.50 |
2,254.75 |
536.75 |
21.0% |
30.50 |
1.2% |
56% |
False |
False |
130,301 |
| 120 |
2,791.50 |
2,178.75 |
612.75 |
24.0% |
28.50 |
1.1% |
62% |
False |
False |
108,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,764.00 |
|
2.618 |
2,699.50 |
|
1.618 |
2,660.00 |
|
1.000 |
2,635.50 |
|
0.618 |
2,620.50 |
|
HIGH |
2,596.00 |
|
0.618 |
2,581.00 |
|
0.500 |
2,576.25 |
|
0.382 |
2,571.50 |
|
LOW |
2,556.50 |
|
0.618 |
2,532.00 |
|
1.000 |
2,517.00 |
|
1.618 |
2,492.50 |
|
2.618 |
2,453.00 |
|
4.250 |
2,388.50 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,576.25 |
2,586.50 |
| PP |
2,570.00 |
2,576.75 |
| S1 |
2,563.75 |
2,567.00 |
|