| 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 |
1,545.7 |
1,544.5 |
-1.2 |
-0.1% |
1,642.8 |
| High |
1,553.4 |
1,583.3 |
29.9 |
1.9% |
1,645.0 |
| Low |
1,534.3 |
1,544.5 |
10.2 |
0.7% |
1,581.6 |
| Close |
1,540.6 |
1,579.1 |
38.5 |
2.5% |
1,588.3 |
| Range |
19.1 |
38.8 |
19.7 |
103.1% |
63.4 |
| ATR |
20.6 |
22.2 |
1.6 |
7.7% |
0.0 |
| Volume |
875 |
6,918 |
6,043 |
690.6% |
4,962 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,685.4 |
1,671.0 |
1,600.4 |
|
| R3 |
1,646.6 |
1,632.2 |
1,589.8 |
|
| R2 |
1,607.8 |
1,607.8 |
1,586.2 |
|
| R1 |
1,593.4 |
1,593.4 |
1,582.7 |
1,600.6 |
| PP |
1,569.0 |
1,569.0 |
1,569.0 |
1,572.6 |
| S1 |
1,554.6 |
1,554.6 |
1,575.5 |
1,561.8 |
| S2 |
1,530.2 |
1,530.2 |
1,572.0 |
|
| S3 |
1,491.4 |
1,515.8 |
1,568.4 |
|
| S4 |
1,452.6 |
1,477.0 |
1,557.8 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,795.2 |
1,755.1 |
1,623.2 |
|
| R3 |
1,731.8 |
1,691.7 |
1,605.7 |
|
| R2 |
1,668.4 |
1,668.4 |
1,599.9 |
|
| R1 |
1,628.3 |
1,628.3 |
1,594.1 |
1,616.7 |
| PP |
1,605.0 |
1,605.0 |
1,605.0 |
1,599.1 |
| S1 |
1,564.9 |
1,564.9 |
1,582.5 |
1,553.3 |
| S2 |
1,541.6 |
1,541.6 |
1,576.7 |
|
| S3 |
1,478.2 |
1,501.5 |
1,570.9 |
|
| S4 |
1,414.8 |
1,438.1 |
1,553.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,596.6 |
1,534.3 |
62.3 |
3.9% |
24.8 |
1.6% |
72% |
False |
False |
2,118 |
| 10 |
1,649.8 |
1,534.3 |
115.5 |
7.3% |
21.8 |
1.4% |
39% |
False |
False |
1,558 |
| 20 |
1,674.4 |
1,534.3 |
140.1 |
8.9% |
18.2 |
1.2% |
32% |
False |
False |
1,400 |
| 40 |
1,701.5 |
1,534.3 |
167.2 |
10.6% |
19.0 |
1.2% |
27% |
False |
False |
1,042 |
| 60 |
1,799.5 |
1,534.3 |
265.2 |
16.8% |
19.0 |
1.2% |
17% |
False |
False |
953 |
| 80 |
1,799.5 |
1,534.3 |
265.2 |
16.8% |
17.8 |
1.1% |
17% |
False |
False |
793 |
| 100 |
1,799.5 |
1,534.3 |
265.2 |
16.8% |
16.7 |
1.1% |
17% |
False |
False |
734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,748.2 |
|
2.618 |
1,684.9 |
|
1.618 |
1,646.1 |
|
1.000 |
1,622.1 |
|
0.618 |
1,607.3 |
|
HIGH |
1,583.3 |
|
0.618 |
1,568.5 |
|
0.500 |
1,563.9 |
|
0.382 |
1,559.3 |
|
LOW |
1,544.5 |
|
0.618 |
1,520.5 |
|
1.000 |
1,505.7 |
|
1.618 |
1,481.7 |
|
2.618 |
1,442.9 |
|
4.250 |
1,379.6 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,574.0 |
1,572.3 |
| PP |
1,569.0 |
1,565.6 |
| S1 |
1,563.9 |
1,558.8 |
|