| 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 |
6,350.0 |
6,352.5 |
2.5 |
0.0% |
6,522.0 |
| High |
6,378.5 |
6,356.0 |
-22.5 |
-0.4% |
6,526.5 |
| Low |
6,266.0 |
6,250.0 |
-16.0 |
-0.3% |
6,227.5 |
| Close |
6,289.5 |
6,327.5 |
38.0 |
0.6% |
6,280.5 |
| Range |
112.5 |
106.0 |
-6.5 |
-5.8% |
299.0 |
| ATR |
141.2 |
138.7 |
-2.5 |
-1.8% |
0.0 |
| Volume |
657 |
4,074 |
3,417 |
520.1% |
1,985 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,629.2 |
6,584.3 |
6,385.8 |
|
| R3 |
6,523.2 |
6,478.3 |
6,356.7 |
|
| R2 |
6,417.2 |
6,417.2 |
6,346.9 |
|
| R1 |
6,372.3 |
6,372.3 |
6,337.2 |
6,341.8 |
| PP |
6,311.2 |
6,311.2 |
6,311.2 |
6,295.9 |
| S1 |
6,266.3 |
6,266.3 |
6,317.8 |
6,235.8 |
| S2 |
6,205.2 |
6,205.2 |
6,308.1 |
|
| S3 |
6,099.2 |
6,160.3 |
6,298.4 |
|
| S4 |
5,993.2 |
6,054.3 |
6,269.2 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,241.8 |
7,060.2 |
6,445.0 |
|
| R3 |
6,942.8 |
6,761.2 |
6,362.7 |
|
| R2 |
6,643.8 |
6,643.8 |
6,335.3 |
|
| R1 |
6,462.2 |
6,462.2 |
6,307.9 |
6,403.5 |
| PP |
6,344.8 |
6,344.8 |
6,344.8 |
6,315.5 |
| S1 |
6,163.2 |
6,163.2 |
6,253.1 |
6,104.5 |
| S2 |
6,045.8 |
6,045.8 |
6,225.7 |
|
| S3 |
5,746.8 |
5,864.2 |
6,198.3 |
|
| S4 |
5,447.8 |
5,565.2 |
6,116.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,450.5 |
6,227.5 |
223.0 |
3.5% |
107.1 |
1.7% |
45% |
False |
False |
1,541 |
| 10 |
6,599.0 |
6,227.5 |
371.5 |
5.9% |
122.0 |
1.9% |
27% |
False |
False |
965 |
| 20 |
6,885.0 |
6,227.5 |
657.5 |
10.4% |
135.5 |
2.1% |
15% |
False |
False |
636 |
| 40 |
7,175.0 |
6,227.5 |
947.5 |
15.0% |
136.4 |
2.2% |
11% |
False |
False |
420 |
| 60 |
7,217.5 |
6,227.5 |
990.0 |
15.6% |
121.2 |
1.9% |
10% |
False |
False |
976 |
| 80 |
7,217.5 |
6,227.5 |
990.0 |
15.6% |
108.1 |
1.7% |
10% |
False |
False |
747 |
| 100 |
7,217.5 |
6,049.0 |
1,168.5 |
18.5% |
97.7 |
1.5% |
24% |
False |
False |
603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,806.5 |
|
2.618 |
6,633.5 |
|
1.618 |
6,527.5 |
|
1.000 |
6,462.0 |
|
0.618 |
6,421.5 |
|
HIGH |
6,356.0 |
|
0.618 |
6,315.5 |
|
0.500 |
6,303.0 |
|
0.382 |
6,290.5 |
|
LOW |
6,250.0 |
|
0.618 |
6,184.5 |
|
1.000 |
6,144.0 |
|
1.618 |
6,078.5 |
|
2.618 |
5,972.5 |
|
4.250 |
5,799.5 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,319.3 |
6,350.3 |
| PP |
6,311.2 |
6,342.7 |
| S1 |
6,303.0 |
6,335.1 |
|