| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1,567.4 |
1,560.8 |
-6.6 |
-0.4% |
1,585.5 |
| High |
1,568.5 |
1,577.7 |
9.2 |
0.6% |
1,597.5 |
| Low |
1,532.8 |
1,551.0 |
18.2 |
1.2% |
1,526.7 |
| Close |
1,548.4 |
1,557.5 |
9.1 |
0.6% |
1,591.9 |
| Range |
35.7 |
26.7 |
-9.0 |
-25.2% |
70.8 |
| ATR |
26.9 |
27.1 |
0.2 |
0.6% |
0.0 |
| Volume |
243,706 |
186,126 |
-57,580 |
-23.6% |
911,982 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,642.2 |
1,626.5 |
1,572.2 |
|
| R3 |
1,615.5 |
1,599.8 |
1,564.8 |
|
| R2 |
1,588.8 |
1,588.8 |
1,562.4 |
|
| R1 |
1,573.1 |
1,573.1 |
1,559.9 |
1,567.6 |
| PP |
1,562.1 |
1,562.1 |
1,562.1 |
1,559.3 |
| S1 |
1,546.4 |
1,546.4 |
1,555.1 |
1,540.9 |
| S2 |
1,535.4 |
1,535.4 |
1,552.6 |
|
| S3 |
1,508.7 |
1,519.7 |
1,550.2 |
|
| S4 |
1,482.0 |
1,493.0 |
1,542.8 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,784.4 |
1,759.0 |
1,630.8 |
|
| R3 |
1,713.6 |
1,688.2 |
1,611.4 |
|
| R2 |
1,642.8 |
1,642.8 |
1,604.9 |
|
| R1 |
1,617.4 |
1,617.4 |
1,598.4 |
1,630.1 |
| PP |
1,572.0 |
1,572.0 |
1,572.0 |
1,578.4 |
| S1 |
1,546.6 |
1,546.6 |
1,585.4 |
1,559.3 |
| S2 |
1,501.2 |
1,501.2 |
1,578.9 |
|
| S3 |
1,430.4 |
1,475.8 |
1,572.4 |
|
| S4 |
1,359.6 |
1,405.0 |
1,553.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,599.0 |
1,532.8 |
66.2 |
4.3% |
28.0 |
1.8% |
37% |
False |
False |
177,994 |
| 10 |
1,599.0 |
1,526.7 |
72.3 |
4.6% |
28.4 |
1.8% |
43% |
False |
False |
178,079 |
| 20 |
1,672.3 |
1,526.7 |
145.6 |
9.3% |
25.1 |
1.6% |
21% |
False |
False |
155,217 |
| 40 |
1,685.4 |
1,526.7 |
158.7 |
10.2% |
23.3 |
1.5% |
19% |
False |
False |
139,093 |
| 60 |
1,729.6 |
1,526.7 |
202.9 |
13.0% |
24.9 |
1.6% |
15% |
False |
False |
101,614 |
| 80 |
1,795.1 |
1,526.7 |
268.4 |
17.2% |
25.7 |
1.6% |
11% |
False |
False |
77,651 |
| 100 |
1,795.1 |
1,526.7 |
268.4 |
17.2% |
25.5 |
1.6% |
11% |
False |
False |
63,390 |
| 120 |
1,795.1 |
1,526.7 |
268.4 |
17.2% |
26.5 |
1.7% |
11% |
False |
False |
53,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,691.2 |
|
2.618 |
1,647.6 |
|
1.618 |
1,620.9 |
|
1.000 |
1,604.4 |
|
0.618 |
1,594.2 |
|
HIGH |
1,577.7 |
|
0.618 |
1,567.5 |
|
0.500 |
1,564.4 |
|
0.382 |
1,561.2 |
|
LOW |
1,551.0 |
|
0.618 |
1,534.5 |
|
1.000 |
1,524.3 |
|
1.618 |
1,507.8 |
|
2.618 |
1,481.1 |
|
4.250 |
1,437.5 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,564.4 |
1,563.6 |
| PP |
1,562.1 |
1,561.6 |
| S1 |
1,559.8 |
1,559.5 |
|