| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,111.0 |
2,145.0 |
34.0 |
1.6% |
2,192.0 |
| High |
2,141.0 |
2,178.0 |
37.0 |
1.7% |
2,196.0 |
| Low |
2,103.0 |
2,136.0 |
33.0 |
1.6% |
2,084.0 |
| Close |
2,130.0 |
2,169.0 |
39.0 |
1.8% |
2,115.0 |
| Range |
38.0 |
42.0 |
4.0 |
10.5% |
112.0 |
| ATR |
55.2 |
54.7 |
-0.5 |
-0.9% |
0.0 |
| Volume |
304 |
3,481 |
3,177 |
1,045.1% |
13,108 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,287.0 |
2,270.0 |
2,192.1 |
|
| R3 |
2,245.0 |
2,228.0 |
2,180.6 |
|
| R2 |
2,203.0 |
2,203.0 |
2,176.7 |
|
| R1 |
2,186.0 |
2,186.0 |
2,172.9 |
2,194.5 |
| PP |
2,161.0 |
2,161.0 |
2,161.0 |
2,165.3 |
| S1 |
2,144.0 |
2,144.0 |
2,165.2 |
2,152.5 |
| S2 |
2,119.0 |
2,119.0 |
2,161.3 |
|
| S3 |
2,077.0 |
2,102.0 |
2,157.5 |
|
| S4 |
2,035.0 |
2,060.0 |
2,145.9 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,467.7 |
2,403.3 |
2,176.6 |
|
| R3 |
2,355.7 |
2,291.3 |
2,145.8 |
|
| R2 |
2,243.7 |
2,243.7 |
2,135.5 |
|
| R1 |
2,179.3 |
2,179.3 |
2,125.3 |
2,155.5 |
| PP |
2,131.7 |
2,131.7 |
2,131.7 |
2,119.8 |
| S1 |
2,067.3 |
2,067.3 |
2,104.7 |
2,043.5 |
| S2 |
2,019.7 |
2,019.7 |
2,094.5 |
|
| S3 |
1,907.7 |
1,955.3 |
2,084.2 |
|
| S4 |
1,795.7 |
1,843.3 |
2,053.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,178.0 |
2,084.0 |
94.0 |
4.3% |
50.2 |
2.3% |
90% |
True |
False |
2,773 |
| 10 |
2,224.0 |
2,084.0 |
140.0 |
6.5% |
51.1 |
2.4% |
61% |
False |
False |
9,699 |
| 20 |
2,290.0 |
2,084.0 |
206.0 |
9.5% |
54.2 |
2.5% |
41% |
False |
False |
5,413 |
| 40 |
2,493.0 |
2,084.0 |
409.0 |
18.9% |
53.2 |
2.5% |
21% |
False |
False |
3,436 |
| 60 |
2,541.0 |
2,084.0 |
457.0 |
21.1% |
46.9 |
2.2% |
19% |
False |
False |
4,020 |
| 80 |
2,541.0 |
2,084.0 |
457.0 |
21.1% |
39.6 |
1.8% |
19% |
False |
False |
3,107 |
| 100 |
2,541.0 |
2,084.0 |
457.0 |
21.1% |
35.7 |
1.6% |
19% |
False |
False |
2,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,356.5 |
|
2.618 |
2,288.0 |
|
1.618 |
2,246.0 |
|
1.000 |
2,220.0 |
|
0.618 |
2,204.0 |
|
HIGH |
2,178.0 |
|
0.618 |
2,162.0 |
|
0.500 |
2,157.0 |
|
0.382 |
2,152.0 |
|
LOW |
2,136.0 |
|
0.618 |
2,110.0 |
|
1.000 |
2,094.0 |
|
1.618 |
2,068.0 |
|
2.618 |
2,026.0 |
|
4.250 |
1,957.5 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,165.0 |
2,156.3 |
| PP |
2,161.0 |
2,143.7 |
| S1 |
2,157.0 |
2,131.0 |
|