| 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 |
1,571.3 |
1,565.9 |
-5.4 |
-0.3% |
1,588.5 |
| High |
1,571.3 |
1,580.7 |
9.4 |
0.6% |
1,600.4 |
| Low |
1,539.1 |
1,557.0 |
17.9 |
1.2% |
1,534.3 |
| Close |
1,552.6 |
1,561.8 |
9.2 |
0.6% |
1,596.2 |
| Range |
32.2 |
23.7 |
-8.5 |
-26.4% |
66.1 |
| ATR |
23.8 |
24.1 |
0.3 |
1.3% |
0.0 |
| Volume |
1,799 |
1,125 |
-674 |
-37.5% |
10,523 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,637.6 |
1,623.4 |
1,574.8 |
|
| R3 |
1,613.9 |
1,599.7 |
1,568.3 |
|
| R2 |
1,590.2 |
1,590.2 |
1,566.1 |
|
| R1 |
1,576.0 |
1,576.0 |
1,564.0 |
1,571.3 |
| PP |
1,566.5 |
1,566.5 |
1,566.5 |
1,564.1 |
| S1 |
1,552.3 |
1,552.3 |
1,559.6 |
1,547.6 |
| S2 |
1,542.8 |
1,542.8 |
1,557.5 |
|
| S3 |
1,519.1 |
1,528.6 |
1,555.3 |
|
| S4 |
1,495.4 |
1,504.9 |
1,548.8 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,775.3 |
1,751.8 |
1,632.6 |
|
| R3 |
1,709.2 |
1,685.7 |
1,614.4 |
|
| R2 |
1,643.1 |
1,643.1 |
1,608.3 |
|
| R1 |
1,619.6 |
1,619.6 |
1,602.3 |
1,631.4 |
| PP |
1,577.0 |
1,577.0 |
1,577.0 |
1,582.8 |
| S1 |
1,553.5 |
1,553.5 |
1,590.1 |
1,565.3 |
| S2 |
1,510.9 |
1,510.9 |
1,584.1 |
|
| S3 |
1,444.8 |
1,487.4 |
1,578.0 |
|
| S4 |
1,378.7 |
1,421.3 |
1,559.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,603.0 |
1,539.1 |
63.9 |
4.1% |
25.3 |
1.6% |
36% |
False |
False |
1,363 |
| 10 |
1,603.0 |
1,534.3 |
68.7 |
4.4% |
25.1 |
1.6% |
40% |
False |
False |
1,740 |
| 20 |
1,674.4 |
1,534.3 |
140.1 |
9.0% |
20.9 |
1.3% |
20% |
False |
False |
1,422 |
| 40 |
1,686.3 |
1,534.3 |
152.0 |
9.7% |
19.3 |
1.2% |
18% |
False |
False |
1,166 |
| 60 |
1,731.2 |
1,534.3 |
196.9 |
12.6% |
19.1 |
1.2% |
14% |
False |
False |
1,014 |
| 80 |
1,799.5 |
1,534.3 |
265.2 |
17.0% |
18.5 |
1.2% |
10% |
False |
False |
858 |
| 100 |
1,799.5 |
1,534.3 |
265.2 |
17.0% |
17.4 |
1.1% |
10% |
False |
False |
791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,681.4 |
|
2.618 |
1,642.7 |
|
1.618 |
1,619.0 |
|
1.000 |
1,604.4 |
|
0.618 |
1,595.3 |
|
HIGH |
1,580.7 |
|
0.618 |
1,571.6 |
|
0.500 |
1,568.9 |
|
0.382 |
1,566.1 |
|
LOW |
1,557.0 |
|
0.618 |
1,542.4 |
|
1.000 |
1,533.3 |
|
1.618 |
1,518.7 |
|
2.618 |
1,495.0 |
|
4.250 |
1,456.3 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,568.9 |
1,567.2 |
| PP |
1,566.5 |
1,565.4 |
| S1 |
1,564.2 |
1,563.6 |
|