| 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 |
1,559.8 |
1,568.5 |
8.7 |
0.6% |
1,599.5 |
| High |
1,575.5 |
1,578.5 |
3.0 |
0.2% |
1,605.0 |
| Low |
1,537.3 |
1,557.8 |
20.5 |
1.3% |
1,539.8 |
| Close |
1,570.3 |
1,568.7 |
-1.6 |
-0.1% |
1,575.5 |
| Range |
38.2 |
20.7 |
-17.5 |
-45.8% |
65.2 |
| ATR |
27.1 |
26.6 |
-0.5 |
-1.7% |
0.0 |
| Volume |
20,152 |
8,328 |
-11,824 |
-58.7% |
39,220 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,630.4 |
1,620.3 |
1,580.1 |
|
| R3 |
1,609.7 |
1,599.6 |
1,574.4 |
|
| R2 |
1,589.0 |
1,589.0 |
1,572.5 |
|
| R1 |
1,578.9 |
1,578.9 |
1,570.6 |
1,584.0 |
| PP |
1,568.3 |
1,568.3 |
1,568.3 |
1,570.9 |
| S1 |
1,558.2 |
1,558.2 |
1,566.8 |
1,563.3 |
| S2 |
1,547.6 |
1,547.6 |
1,564.9 |
|
| S3 |
1,526.9 |
1,537.5 |
1,563.0 |
|
| S4 |
1,506.2 |
1,516.8 |
1,557.3 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,769.0 |
1,737.5 |
1,611.4 |
|
| R3 |
1,703.8 |
1,672.3 |
1,593.4 |
|
| R2 |
1,638.6 |
1,638.6 |
1,587.5 |
|
| R1 |
1,607.1 |
1,607.1 |
1,581.5 |
1,590.3 |
| PP |
1,573.4 |
1,573.4 |
1,573.4 |
1,565.0 |
| S1 |
1,541.9 |
1,541.9 |
1,569.5 |
1,525.1 |
| S2 |
1,508.2 |
1,508.2 |
1,563.5 |
|
| S3 |
1,443.0 |
1,476.7 |
1,557.6 |
|
| S4 |
1,377.8 |
1,411.5 |
1,539.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,590.3 |
1,537.3 |
53.0 |
3.4% |
28.6 |
1.8% |
59% |
False |
False |
12,334 |
| 10 |
1,605.0 |
1,537.3 |
67.7 |
4.3% |
28.6 |
1.8% |
46% |
False |
False |
8,914 |
| 20 |
1,659.1 |
1,535.4 |
123.7 |
7.9% |
25.7 |
1.6% |
27% |
False |
False |
6,624 |
| 40 |
1,687.4 |
1,535.4 |
152.0 |
9.7% |
22.0 |
1.4% |
22% |
False |
False |
4,726 |
| 60 |
1,725.2 |
1,535.4 |
189.8 |
12.1% |
22.8 |
1.5% |
18% |
False |
False |
3,929 |
| 80 |
1,800.9 |
1,535.4 |
265.5 |
16.9% |
24.0 |
1.5% |
13% |
False |
False |
3,409 |
| 100 |
1,800.9 |
1,535.4 |
265.5 |
16.9% |
23.8 |
1.5% |
13% |
False |
False |
3,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,666.5 |
|
2.618 |
1,632.7 |
|
1.618 |
1,612.0 |
|
1.000 |
1,599.2 |
|
0.618 |
1,591.3 |
|
HIGH |
1,578.5 |
|
0.618 |
1,570.6 |
|
0.500 |
1,568.2 |
|
0.382 |
1,565.7 |
|
LOW |
1,557.8 |
|
0.618 |
1,545.0 |
|
1.000 |
1,537.1 |
|
1.618 |
1,524.3 |
|
2.618 |
1,503.6 |
|
4.250 |
1,469.8 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,568.5 |
1,567.1 |
| PP |
1,568.3 |
1,565.4 |
| S1 |
1,568.2 |
1,563.8 |
|