| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,560.00 |
2,531.75 |
-28.25 |
-1.1% |
2,472.50 |
| High |
2,561.00 |
2,542.50 |
-18.50 |
-0.7% |
2,561.50 |
| Low |
2,520.75 |
2,506.00 |
-14.75 |
-0.6% |
2,465.00 |
| Close |
2,530.75 |
2,524.00 |
-6.75 |
-0.3% |
2,524.00 |
| Range |
40.25 |
36.50 |
-3.75 |
-9.3% |
96.50 |
| ATR |
46.44 |
45.73 |
-0.71 |
-1.5% |
0.00 |
| Volume |
307,814 |
307,420 |
-394 |
-0.1% |
1,379,499 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,633.75 |
2,615.25 |
2,544.00 |
|
| R3 |
2,597.25 |
2,578.75 |
2,534.00 |
|
| R2 |
2,560.75 |
2,560.75 |
2,530.75 |
|
| R1 |
2,542.25 |
2,542.25 |
2,527.25 |
2,533.25 |
| PP |
2,524.25 |
2,524.25 |
2,524.25 |
2,519.50 |
| S1 |
2,505.75 |
2,505.75 |
2,520.75 |
2,496.75 |
| S2 |
2,487.75 |
2,487.75 |
2,517.25 |
|
| S3 |
2,451.25 |
2,469.25 |
2,514.00 |
|
| S4 |
2,414.75 |
2,432.75 |
2,504.00 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,806.25 |
2,761.75 |
2,577.00 |
|
| R3 |
2,709.75 |
2,665.25 |
2,550.50 |
|
| R2 |
2,613.25 |
2,613.25 |
2,541.75 |
|
| R1 |
2,568.75 |
2,568.75 |
2,532.75 |
2,591.00 |
| PP |
2,516.75 |
2,516.75 |
2,516.75 |
2,528.00 |
| S1 |
2,472.25 |
2,472.25 |
2,515.25 |
2,494.50 |
| S2 |
2,420.25 |
2,420.25 |
2,506.25 |
|
| S3 |
2,323.75 |
2,375.75 |
2,497.50 |
|
| S4 |
2,227.25 |
2,279.25 |
2,471.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,570.00 |
2,506.00 |
64.00 |
2.5% |
39.00 |
1.5% |
28% |
False |
True |
275,896 |
| 10 |
2,571.00 |
2,465.00 |
106.00 |
4.2% |
49.00 |
1.9% |
56% |
False |
False |
305,477 |
| 20 |
2,738.25 |
2,465.00 |
273.25 |
10.8% |
48.50 |
1.9% |
22% |
False |
False |
300,938 |
| 40 |
2,781.00 |
2,465.00 |
316.00 |
12.5% |
46.75 |
1.8% |
19% |
False |
False |
289,866 |
| 60 |
2,791.50 |
2,465.00 |
326.50 |
12.9% |
41.25 |
1.6% |
18% |
False |
False |
267,859 |
| 80 |
2,791.50 |
2,465.00 |
326.50 |
12.9% |
37.75 |
1.5% |
18% |
False |
False |
201,052 |
| 100 |
2,791.50 |
2,350.00 |
441.50 |
17.5% |
34.00 |
1.3% |
39% |
False |
False |
160,847 |
| 120 |
2,791.50 |
2,206.50 |
585.00 |
23.2% |
31.25 |
1.2% |
54% |
False |
False |
134,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,697.50 |
|
2.618 |
2,638.00 |
|
1.618 |
2,601.50 |
|
1.000 |
2,579.00 |
|
0.618 |
2,565.00 |
|
HIGH |
2,542.50 |
|
0.618 |
2,528.50 |
|
0.500 |
2,524.25 |
|
0.382 |
2,520.00 |
|
LOW |
2,506.00 |
|
0.618 |
2,483.50 |
|
1.000 |
2,469.50 |
|
1.618 |
2,447.00 |
|
2.618 |
2,410.50 |
|
4.250 |
2,351.00 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,524.25 |
2,538.00 |
| PP |
2,524.25 |
2,533.25 |
| S1 |
2,524.00 |
2,528.75 |
|