| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,143.0 |
2,145.0 |
2.0 |
0.1% |
2,111.0 |
| High |
2,174.0 |
2,156.0 |
-18.0 |
-0.8% |
2,178.0 |
| Low |
2,125.0 |
2,120.0 |
-5.0 |
-0.2% |
2,096.0 |
| Close |
2,130.0 |
2,144.0 |
14.0 |
0.7% |
2,145.0 |
| Range |
49.0 |
36.0 |
-13.0 |
-26.5% |
82.0 |
| ATR |
53.6 |
52.4 |
-1.3 |
-2.3% |
0.0 |
| Volume |
945 |
53,068 |
52,123 |
5,515.7% |
21,978 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,248.0 |
2,232.0 |
2,163.8 |
|
| R3 |
2,212.0 |
2,196.0 |
2,153.9 |
|
| R2 |
2,176.0 |
2,176.0 |
2,150.6 |
|
| R1 |
2,160.0 |
2,160.0 |
2,147.3 |
2,150.0 |
| PP |
2,140.0 |
2,140.0 |
2,140.0 |
2,135.0 |
| S1 |
2,124.0 |
2,124.0 |
2,140.7 |
2,114.0 |
| S2 |
2,104.0 |
2,104.0 |
2,137.4 |
|
| S3 |
2,068.0 |
2,088.0 |
2,134.1 |
|
| S4 |
2,032.0 |
2,052.0 |
2,124.2 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,385.7 |
2,347.3 |
2,190.1 |
|
| R3 |
2,303.7 |
2,265.3 |
2,167.6 |
|
| R2 |
2,221.7 |
2,221.7 |
2,160.0 |
|
| R1 |
2,183.3 |
2,183.3 |
2,152.5 |
2,202.5 |
| PP |
2,139.7 |
2,139.7 |
2,139.7 |
2,149.3 |
| S1 |
2,101.3 |
2,101.3 |
2,137.5 |
2,120.5 |
| S2 |
2,057.7 |
2,057.7 |
2,130.0 |
|
| S3 |
1,975.7 |
2,019.3 |
2,122.5 |
|
| S4 |
1,893.7 |
1,937.3 |
2,099.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,174.0 |
2,096.0 |
78.0 |
3.6% |
43.6 |
2.0% |
62% |
False |
False |
14,441 |
| 10 |
2,178.0 |
2,084.0 |
94.0 |
4.4% |
46.9 |
2.2% |
64% |
False |
False |
8,607 |
| 20 |
2,285.0 |
2,084.0 |
201.0 |
9.4% |
52.7 |
2.5% |
30% |
False |
False |
8,833 |
| 40 |
2,437.0 |
2,084.0 |
353.0 |
16.5% |
52.4 |
2.4% |
17% |
False |
False |
5,193 |
| 60 |
2,541.0 |
2,084.0 |
457.0 |
21.3% |
48.0 |
2.2% |
13% |
False |
False |
5,133 |
| 80 |
2,541.0 |
2,084.0 |
457.0 |
21.3% |
41.2 |
1.9% |
13% |
False |
False |
3,966 |
| 100 |
2,541.0 |
2,084.0 |
457.0 |
21.3% |
37.4 |
1.7% |
13% |
False |
False |
3,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,309.0 |
|
2.618 |
2,250.2 |
|
1.618 |
2,214.2 |
|
1.000 |
2,192.0 |
|
0.618 |
2,178.2 |
|
HIGH |
2,156.0 |
|
0.618 |
2,142.2 |
|
0.500 |
2,138.0 |
|
0.382 |
2,133.8 |
|
LOW |
2,120.0 |
|
0.618 |
2,097.8 |
|
1.000 |
2,084.0 |
|
1.618 |
2,061.8 |
|
2.618 |
2,025.8 |
|
4.250 |
1,967.0 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,142.0 |
2,147.0 |
| PP |
2,140.0 |
2,146.0 |
| S1 |
2,138.0 |
2,145.0 |
|