| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
4,071.0 |
4,064.0 |
-7.0 |
-0.2% |
4,070.0 |
| High |
4,092.0 |
4,074.0 |
-18.0 |
-0.4% |
4,136.0 |
| Low |
4,050.0 |
4,020.0 |
-30.0 |
-0.7% |
4,020.0 |
| Close |
4,052.0 |
4,031.0 |
-21.0 |
-0.5% |
4,031.0 |
| Range |
42.0 |
54.0 |
12.0 |
28.6% |
116.0 |
| ATR |
54.5 |
54.5 |
0.0 |
-0.1% |
0.0 |
| Volume |
26,501 |
24,218 |
-2,283 |
-8.6% |
159,792 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,203.7 |
4,171.3 |
4,060.7 |
|
| R3 |
4,149.7 |
4,117.3 |
4,045.9 |
|
| R2 |
4,095.7 |
4,095.7 |
4,040.9 |
|
| R1 |
4,063.3 |
4,063.3 |
4,036.0 |
4,052.5 |
| PP |
4,041.7 |
4,041.7 |
4,041.7 |
4,036.3 |
| S1 |
4,009.3 |
4,009.3 |
4,026.1 |
3,998.5 |
| S2 |
3,987.7 |
3,987.7 |
4,021.1 |
|
| S3 |
3,933.7 |
3,955.3 |
4,016.2 |
|
| S4 |
3,879.7 |
3,901.3 |
4,001.3 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,410.3 |
4,336.7 |
4,094.8 |
|
| R3 |
4,294.3 |
4,220.7 |
4,062.9 |
|
| R2 |
4,178.3 |
4,178.3 |
4,052.3 |
|
| R1 |
4,104.7 |
4,104.7 |
4,041.6 |
4,083.5 |
| PP |
4,062.3 |
4,062.3 |
4,062.3 |
4,051.8 |
| S1 |
3,988.7 |
3,988.7 |
4,020.4 |
3,967.5 |
| S2 |
3,946.3 |
3,946.3 |
4,009.7 |
|
| S3 |
3,830.3 |
3,872.7 |
3,999.1 |
|
| S4 |
3,714.3 |
3,756.7 |
3,967.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,136.0 |
4,020.0 |
116.0 |
2.9% |
48.8 |
1.2% |
9% |
False |
True |
31,958 |
| 10 |
4,314.0 |
4,020.0 |
294.0 |
7.3% |
52.8 |
1.3% |
4% |
False |
True |
33,288 |
| 20 |
4,448.0 |
4,020.0 |
428.0 |
10.6% |
44.7 |
1.1% |
3% |
False |
True |
29,604 |
| 40 |
4,448.0 |
4,020.0 |
428.0 |
10.6% |
40.0 |
1.0% |
3% |
False |
True |
27,335 |
| 60 |
4,448.0 |
4,020.0 |
428.0 |
10.6% |
37.0 |
0.9% |
3% |
False |
True |
25,785 |
| 80 |
4,448.0 |
4,020.0 |
428.0 |
10.6% |
28.2 |
0.7% |
3% |
False |
True |
19,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,303.5 |
|
2.618 |
4,215.4 |
|
1.618 |
4,161.4 |
|
1.000 |
4,128.0 |
|
0.618 |
4,107.4 |
|
HIGH |
4,074.0 |
|
0.618 |
4,053.4 |
|
0.500 |
4,047.0 |
|
0.382 |
4,040.6 |
|
LOW |
4,020.0 |
|
0.618 |
3,986.6 |
|
1.000 |
3,966.0 |
|
1.618 |
3,932.6 |
|
2.618 |
3,878.6 |
|
4.250 |
3,790.5 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,047.0 |
4,068.0 |
| PP |
4,041.7 |
4,055.7 |
| S1 |
4,036.3 |
4,043.3 |
|