| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,507.00 |
2,472.50 |
-34.50 |
-1.4% |
2,602.00 |
| High |
2,521.75 |
2,546.50 |
24.75 |
1.0% |
2,616.25 |
| Low |
2,468.00 |
2,465.00 |
-3.00 |
-0.1% |
2,468.00 |
| Close |
2,468.25 |
2,543.50 |
75.25 |
3.0% |
2,468.25 |
| Range |
53.75 |
81.50 |
27.75 |
51.6% |
148.25 |
| ATR |
45.80 |
48.35 |
2.55 |
5.6% |
0.00 |
| Volume |
421,401 |
299,364 |
-122,037 |
-29.0% |
1,624,841 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,762.75 |
2,734.75 |
2,588.25 |
|
| R3 |
2,681.25 |
2,653.25 |
2,566.00 |
|
| R2 |
2,599.75 |
2,599.75 |
2,558.50 |
|
| R1 |
2,571.75 |
2,571.75 |
2,551.00 |
2,585.75 |
| PP |
2,518.25 |
2,518.25 |
2,518.25 |
2,525.50 |
| S1 |
2,490.25 |
2,490.25 |
2,536.00 |
2,504.25 |
| S2 |
2,436.75 |
2,436.75 |
2,528.50 |
|
| S3 |
2,355.25 |
2,408.75 |
2,521.00 |
|
| S4 |
2,273.75 |
2,327.25 |
2,498.75 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,962.25 |
2,863.50 |
2,549.75 |
|
| R3 |
2,814.00 |
2,715.25 |
2,509.00 |
|
| R2 |
2,665.75 |
2,665.75 |
2,495.50 |
|
| R1 |
2,567.00 |
2,567.00 |
2,481.75 |
2,542.25 |
| PP |
2,517.50 |
2,517.50 |
2,517.50 |
2,505.00 |
| S1 |
2,418.75 |
2,418.75 |
2,454.75 |
2,394.00 |
| S2 |
2,369.25 |
2,369.25 |
2,441.00 |
|
| S3 |
2,221.00 |
2,270.50 |
2,427.50 |
|
| S4 |
2,072.75 |
2,122.25 |
2,386.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,616.25 |
2,465.00 |
151.25 |
5.9% |
56.50 |
2.2% |
52% |
False |
True |
335,671 |
| 10 |
2,641.75 |
2,465.00 |
176.75 |
6.9% |
49.75 |
2.0% |
44% |
False |
True |
320,343 |
| 20 |
2,753.00 |
2,465.00 |
288.00 |
11.3% |
48.25 |
1.9% |
27% |
False |
True |
282,813 |
| 40 |
2,791.50 |
2,465.00 |
326.50 |
12.8% |
45.50 |
1.8% |
24% |
False |
True |
278,708 |
| 60 |
2,791.50 |
2,465.00 |
326.50 |
12.8% |
39.75 |
1.6% |
24% |
False |
True |
234,959 |
| 80 |
2,791.50 |
2,422.50 |
369.00 |
14.5% |
36.00 |
1.4% |
33% |
False |
False |
176,238 |
| 100 |
2,791.50 |
2,257.50 |
534.00 |
21.0% |
32.25 |
1.3% |
54% |
False |
False |
140,995 |
| 120 |
2,791.50 |
2,206.50 |
585.00 |
23.0% |
30.00 |
1.2% |
58% |
False |
False |
117,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,893.00 |
|
2.618 |
2,759.75 |
|
1.618 |
2,678.25 |
|
1.000 |
2,628.00 |
|
0.618 |
2,596.75 |
|
HIGH |
2,546.50 |
|
0.618 |
2,515.25 |
|
0.500 |
2,505.75 |
|
0.382 |
2,496.25 |
|
LOW |
2,465.00 |
|
0.618 |
2,414.75 |
|
1.000 |
2,383.50 |
|
1.618 |
2,333.25 |
|
2.618 |
2,251.75 |
|
4.250 |
2,118.50 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,531.00 |
2,535.00 |
| PP |
2,518.25 |
2,526.50 |
| S1 |
2,505.75 |
2,518.00 |
|