| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,579.00 |
2,559.75 |
-19.25 |
-0.7% |
2,610.25 |
| High |
2,596.00 |
2,571.00 |
-25.00 |
-1.0% |
2,648.25 |
| Low |
2,556.50 |
2,504.75 |
-51.75 |
-2.0% |
2,583.25 |
| Close |
2,557.50 |
2,504.75 |
-52.75 |
-2.1% |
2,610.75 |
| Range |
39.50 |
66.25 |
26.75 |
67.7% |
65.00 |
| ATR |
43.57 |
45.19 |
1.62 |
3.7% |
0.00 |
| Volume |
283,940 |
348,697 |
64,757 |
22.8% |
1,516,014 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,725.50 |
2,681.50 |
2,541.25 |
|
| R3 |
2,659.25 |
2,615.25 |
2,523.00 |
|
| R2 |
2,593.00 |
2,593.00 |
2,517.00 |
|
| R1 |
2,549.00 |
2,549.00 |
2,510.75 |
2,538.00 |
| PP |
2,526.75 |
2,526.75 |
2,526.75 |
2,521.25 |
| S1 |
2,482.75 |
2,482.75 |
2,498.75 |
2,471.50 |
| S2 |
2,460.50 |
2,460.50 |
2,492.50 |
|
| S3 |
2,394.25 |
2,416.50 |
2,486.50 |
|
| S4 |
2,328.00 |
2,350.25 |
2,468.25 |
|
|
| 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 |
2,504.75 |
135.50 |
5.4% |
44.00 |
1.8% |
0% |
False |
True |
293,941 |
| 10 |
2,700.50 |
2,504.75 |
195.75 |
7.8% |
50.00 |
2.0% |
0% |
False |
True |
303,955 |
| 20 |
2,753.00 |
2,504.75 |
248.25 |
9.9% |
46.00 |
1.8% |
0% |
False |
True |
277,335 |
| 40 |
2,791.50 |
2,504.75 |
286.75 |
11.4% |
43.75 |
1.7% |
0% |
False |
True |
271,473 |
| 60 |
2,791.50 |
2,504.75 |
286.75 |
11.4% |
38.25 |
1.5% |
0% |
False |
True |
222,952 |
| 80 |
2,791.50 |
2,422.50 |
369.00 |
14.7% |
34.75 |
1.4% |
22% |
False |
False |
167,229 |
| 100 |
2,791.50 |
2,254.75 |
536.75 |
21.4% |
31.00 |
1.2% |
47% |
False |
False |
133,787 |
| 120 |
2,791.50 |
2,200.00 |
591.50 |
23.6% |
29.00 |
1.2% |
52% |
False |
False |
111,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,852.50 |
|
2.618 |
2,744.50 |
|
1.618 |
2,678.25 |
|
1.000 |
2,637.25 |
|
0.618 |
2,612.00 |
|
HIGH |
2,571.00 |
|
0.618 |
2,545.75 |
|
0.500 |
2,538.00 |
|
0.382 |
2,530.00 |
|
LOW |
2,504.75 |
|
0.618 |
2,463.75 |
|
1.000 |
2,438.50 |
|
1.618 |
2,397.50 |
|
2.618 |
2,331.25 |
|
4.250 |
2,223.25 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,538.00 |
2,560.50 |
| PP |
2,526.75 |
2,542.00 |
| S1 |
2,515.75 |
2,523.25 |
|