| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,142.0 |
2,156.0 |
14.0 |
0.7% |
2,125.0 |
| High |
2,175.0 |
2,168.0 |
-7.0 |
-0.3% |
2,188.0 |
| Low |
2,131.0 |
2,131.0 |
0.0 |
0.0% |
2,107.0 |
| Close |
2,157.0 |
2,160.0 |
3.0 |
0.1% |
2,157.0 |
| Range |
44.0 |
37.0 |
-7.0 |
-15.9% |
81.0 |
| ATR |
56.4 |
55.0 |
-1.4 |
-2.5% |
0.0 |
| Volume |
1,175,616 |
1,191,445 |
15,829 |
1.3% |
6,487,018 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,264.0 |
2,249.0 |
2,180.4 |
|
| R3 |
2,227.0 |
2,212.0 |
2,170.2 |
|
| R2 |
2,190.0 |
2,190.0 |
2,166.8 |
|
| R1 |
2,175.0 |
2,175.0 |
2,163.4 |
2,182.5 |
| PP |
2,153.0 |
2,153.0 |
2,153.0 |
2,156.8 |
| S1 |
2,138.0 |
2,138.0 |
2,156.6 |
2,145.5 |
| S2 |
2,116.0 |
2,116.0 |
2,153.2 |
|
| S3 |
2,079.0 |
2,101.0 |
2,149.8 |
|
| S4 |
2,042.0 |
2,064.0 |
2,139.7 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,393.7 |
2,356.3 |
2,201.6 |
|
| R3 |
2,312.7 |
2,275.3 |
2,179.3 |
|
| R2 |
2,231.7 |
2,231.7 |
2,171.9 |
|
| R1 |
2,194.3 |
2,194.3 |
2,164.4 |
2,213.0 |
| PP |
2,150.7 |
2,150.7 |
2,150.7 |
2,160.0 |
| S1 |
2,113.3 |
2,113.3 |
2,149.6 |
2,132.0 |
| S2 |
2,069.7 |
2,069.7 |
2,142.2 |
|
| S3 |
1,988.7 |
2,032.3 |
2,134.7 |
|
| S4 |
1,907.7 |
1,951.3 |
2,112.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,188.0 |
2,107.0 |
81.0 |
3.8% |
45.2 |
2.1% |
65% |
False |
False |
1,315,882 |
| 10 |
2,204.0 |
2,085.0 |
119.0 |
5.5% |
51.5 |
2.4% |
63% |
False |
False |
1,438,747 |
| 20 |
2,306.0 |
2,085.0 |
221.0 |
10.2% |
56.4 |
2.6% |
34% |
False |
False |
1,383,991 |
| 40 |
2,445.0 |
2,085.0 |
360.0 |
16.7% |
57.9 |
2.7% |
21% |
False |
False |
1,380,307 |
| 60 |
2,550.0 |
2,085.0 |
465.0 |
21.5% |
53.1 |
2.5% |
16% |
False |
False |
1,165,405 |
| 80 |
2,550.0 |
2,085.0 |
465.0 |
21.5% |
47.9 |
2.2% |
16% |
False |
False |
876,050 |
| 100 |
2,550.0 |
2,085.0 |
465.0 |
21.5% |
46.4 |
2.1% |
16% |
False |
False |
700,992 |
| 120 |
2,550.0 |
2,085.0 |
465.0 |
21.5% |
47.9 |
2.2% |
16% |
False |
False |
585,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,325.3 |
|
2.618 |
2,264.9 |
|
1.618 |
2,227.9 |
|
1.000 |
2,205.0 |
|
0.618 |
2,190.9 |
|
HIGH |
2,168.0 |
|
0.618 |
2,153.9 |
|
0.500 |
2,149.5 |
|
0.382 |
2,145.1 |
|
LOW |
2,131.0 |
|
0.618 |
2,108.1 |
|
1.000 |
2,094.0 |
|
1.618 |
2,071.1 |
|
2.618 |
2,034.1 |
|
4.250 |
1,973.8 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,156.5 |
2,153.7 |
| PP |
2,153.0 |
2,147.3 |
| S1 |
2,149.5 |
2,141.0 |
|