| 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 |
1,550.6 |
1,580.3 |
29.7 |
1.9% |
1,590.5 |
| High |
1,585.6 |
1,603.3 |
17.7 |
1.1% |
1,603.3 |
| Low |
1,550.2 |
1,574.3 |
24.1 |
1.6% |
1,535.4 |
| Close |
1,581.2 |
1,598.3 |
17.1 |
1.1% |
1,598.3 |
| Range |
35.4 |
29.0 |
-6.4 |
-18.1% |
67.9 |
| ATR |
23.9 |
24.3 |
0.4 |
1.5% |
0.0 |
| Volume |
9,915 |
3,596 |
-6,319 |
-63.7% |
29,736 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,679.0 |
1,667.6 |
1,614.3 |
|
| R3 |
1,650.0 |
1,638.6 |
1,606.3 |
|
| R2 |
1,621.0 |
1,621.0 |
1,603.6 |
|
| R1 |
1,609.6 |
1,609.6 |
1,601.0 |
1,615.3 |
| PP |
1,592.0 |
1,592.0 |
1,592.0 |
1,594.8 |
| S1 |
1,580.6 |
1,580.6 |
1,595.6 |
1,586.3 |
| S2 |
1,563.0 |
1,563.0 |
1,593.0 |
|
| S3 |
1,534.0 |
1,551.6 |
1,590.3 |
|
| S4 |
1,505.0 |
1,522.6 |
1,582.4 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,782.7 |
1,758.4 |
1,635.6 |
|
| R3 |
1,714.8 |
1,690.5 |
1,617.0 |
|
| R2 |
1,646.9 |
1,646.9 |
1,610.7 |
|
| R1 |
1,622.6 |
1,622.6 |
1,604.5 |
1,634.8 |
| PP |
1,579.0 |
1,579.0 |
1,579.0 |
1,585.1 |
| S1 |
1,554.7 |
1,554.7 |
1,592.1 |
1,566.9 |
| S2 |
1,511.1 |
1,511.1 |
1,585.9 |
|
| S3 |
1,443.2 |
1,486.8 |
1,579.6 |
|
| S4 |
1,375.3 |
1,418.9 |
1,561.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,603.3 |
1,535.4 |
67.9 |
4.2% |
27.6 |
1.7% |
93% |
True |
False |
5,947 |
| 10 |
1,649.2 |
1,535.4 |
113.8 |
7.1% |
25.3 |
1.6% |
55% |
False |
False |
4,610 |
| 20 |
1,678.6 |
1,535.4 |
143.2 |
9.0% |
21.2 |
1.3% |
44% |
False |
False |
3,844 |
| 40 |
1,704.5 |
1,535.4 |
169.1 |
10.6% |
21.2 |
1.3% |
37% |
False |
False |
3,319 |
| 60 |
1,800.9 |
1,535.4 |
265.5 |
16.6% |
23.7 |
1.5% |
24% |
False |
False |
2,913 |
| 80 |
1,800.9 |
1,535.4 |
265.5 |
16.6% |
23.5 |
1.5% |
24% |
False |
False |
2,632 |
| 100 |
1,800.9 |
1,535.0 |
265.9 |
16.6% |
23.6 |
1.5% |
24% |
False |
False |
2,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,726.6 |
|
2.618 |
1,679.2 |
|
1.618 |
1,650.2 |
|
1.000 |
1,632.3 |
|
0.618 |
1,621.2 |
|
HIGH |
1,603.3 |
|
0.618 |
1,592.2 |
|
0.500 |
1,588.8 |
|
0.382 |
1,585.4 |
|
LOW |
1,574.3 |
|
0.618 |
1,556.4 |
|
1.000 |
1,545.3 |
|
1.618 |
1,527.4 |
|
2.618 |
1,498.4 |
|
4.250 |
1,451.1 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,595.1 |
1,588.7 |
| PP |
1,592.0 |
1,579.0 |
| S1 |
1,588.8 |
1,569.4 |
|