| 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 |
1,538.6 |
1,574.5 |
35.9 |
2.3% |
1,585.5 |
| High |
1,579.8 |
1,597.5 |
17.7 |
1.1% |
1,597.5 |
| Low |
1,538.4 |
1,567.8 |
29.4 |
1.9% |
1,526.7 |
| Close |
1,574.9 |
1,591.9 |
17.0 |
1.1% |
1,591.9 |
| Range |
41.4 |
29.7 |
-11.7 |
-28.3% |
70.8 |
| ATR |
25.5 |
25.8 |
0.3 |
1.2% |
0.0 |
| Volume |
202,392 |
163,048 |
-39,344 |
-19.4% |
911,982 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,674.8 |
1,663.1 |
1,608.2 |
|
| R3 |
1,645.1 |
1,633.4 |
1,600.1 |
|
| R2 |
1,615.4 |
1,615.4 |
1,597.3 |
|
| R1 |
1,603.7 |
1,603.7 |
1,594.6 |
1,609.6 |
| PP |
1,585.7 |
1,585.7 |
1,585.7 |
1,588.7 |
| S1 |
1,574.0 |
1,574.0 |
1,589.2 |
1,579.9 |
| S2 |
1,556.0 |
1,556.0 |
1,586.5 |
|
| S3 |
1,526.3 |
1,544.3 |
1,583.7 |
|
| S4 |
1,496.6 |
1,514.6 |
1,575.6 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,784.4 |
1,759.0 |
1,630.8 |
|
| R3 |
1,713.6 |
1,688.2 |
1,611.4 |
|
| R2 |
1,642.8 |
1,642.8 |
1,604.9 |
|
| R1 |
1,617.4 |
1,617.4 |
1,598.4 |
1,630.1 |
| PP |
1,572.0 |
1,572.0 |
1,572.0 |
1,578.4 |
| S1 |
1,546.6 |
1,546.6 |
1,585.4 |
1,559.3 |
| S2 |
1,501.2 |
1,501.2 |
1,578.9 |
|
| S3 |
1,430.4 |
1,475.8 |
1,572.4 |
|
| S4 |
1,359.6 |
1,405.0 |
1,553.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,597.5 |
1,526.7 |
70.8 |
4.4% |
30.1 |
1.9% |
92% |
True |
False |
182,396 |
| 10 |
1,644.0 |
1,526.7 |
117.3 |
7.4% |
27.5 |
1.7% |
56% |
False |
False |
167,091 |
| 20 |
1,672.3 |
1,526.7 |
145.6 |
9.1% |
23.5 |
1.5% |
45% |
False |
False |
143,545 |
| 40 |
1,699.6 |
1,526.7 |
172.9 |
10.9% |
23.4 |
1.5% |
38% |
False |
False |
125,724 |
| 60 |
1,795.1 |
1,526.7 |
268.4 |
16.9% |
25.9 |
1.6% |
24% |
False |
False |
90,126 |
| 80 |
1,795.1 |
1,526.7 |
268.4 |
16.9% |
25.5 |
1.6% |
24% |
False |
False |
69,007 |
| 100 |
1,795.1 |
1,526.7 |
268.4 |
16.9% |
25.5 |
1.6% |
24% |
False |
False |
56,164 |
| 120 |
1,795.1 |
1,526.7 |
268.4 |
16.9% |
26.5 |
1.7% |
24% |
False |
False |
47,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,723.7 |
|
2.618 |
1,675.3 |
|
1.618 |
1,645.6 |
|
1.000 |
1,627.2 |
|
0.618 |
1,615.9 |
|
HIGH |
1,597.5 |
|
0.618 |
1,586.2 |
|
0.500 |
1,582.7 |
|
0.382 |
1,579.1 |
|
LOW |
1,567.8 |
|
0.618 |
1,549.4 |
|
1.000 |
1,538.1 |
|
1.618 |
1,519.7 |
|
2.618 |
1,490.0 |
|
4.250 |
1,441.6 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,588.8 |
1,582.0 |
| PP |
1,585.7 |
1,572.0 |
| S1 |
1,582.7 |
1,562.1 |
|