| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,156.0 |
2,146.0 |
-10.0 |
-0.5% |
2,125.0 |
| High |
2,168.0 |
2,162.0 |
-6.0 |
-0.3% |
2,188.0 |
| Low |
2,131.0 |
2,103.0 |
-28.0 |
-1.3% |
2,107.0 |
| Close |
2,160.0 |
2,111.0 |
-49.0 |
-2.3% |
2,157.0 |
| Range |
37.0 |
59.0 |
22.0 |
59.5% |
81.0 |
| ATR |
55.0 |
55.3 |
0.3 |
0.5% |
0.0 |
| Volume |
1,191,445 |
1,769,329 |
577,884 |
48.5% |
6,487,018 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,302.3 |
2,265.7 |
2,143.5 |
|
| R3 |
2,243.3 |
2,206.7 |
2,127.2 |
|
| R2 |
2,184.3 |
2,184.3 |
2,121.8 |
|
| R1 |
2,147.7 |
2,147.7 |
2,116.4 |
2,136.5 |
| PP |
2,125.3 |
2,125.3 |
2,125.3 |
2,119.8 |
| S1 |
2,088.7 |
2,088.7 |
2,105.6 |
2,077.5 |
| S2 |
2,066.3 |
2,066.3 |
2,100.2 |
|
| S3 |
2,007.3 |
2,029.7 |
2,094.8 |
|
| S4 |
1,948.3 |
1,970.7 |
2,078.6 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,393.7 |
2,356.3 |
2,201.6 |
|
| R3 |
2,312.7 |
2,275.3 |
2,179.3 |
|
| R2 |
2,231.7 |
2,231.7 |
2,171.9 |
|
| R1 |
2,194.3 |
2,194.3 |
2,164.4 |
2,213.0 |
| PP |
2,150.7 |
2,150.7 |
2,150.7 |
2,160.0 |
| S1 |
2,113.3 |
2,113.3 |
2,149.6 |
2,132.0 |
| S2 |
2,069.7 |
2,069.7 |
2,142.2 |
|
| S3 |
1,988.7 |
2,032.3 |
2,134.7 |
|
| S4 |
1,907.7 |
1,951.3 |
2,112.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,175.0 |
2,103.0 |
72.0 |
3.4% |
47.8 |
2.3% |
11% |
False |
True |
1,402,580 |
| 10 |
2,188.0 |
2,085.0 |
103.0 |
4.9% |
51.1 |
2.4% |
25% |
False |
False |
1,455,742 |
| 20 |
2,299.0 |
2,085.0 |
214.0 |
10.1% |
56.7 |
2.7% |
12% |
False |
False |
1,424,497 |
| 40 |
2,445.0 |
2,085.0 |
360.0 |
17.1% |
58.0 |
2.7% |
7% |
False |
False |
1,388,818 |
| 60 |
2,550.0 |
2,085.0 |
465.0 |
22.0% |
53.0 |
2.5% |
6% |
False |
False |
1,191,562 |
| 80 |
2,550.0 |
2,085.0 |
465.0 |
22.0% |
48.3 |
2.3% |
6% |
False |
False |
898,156 |
| 100 |
2,550.0 |
2,085.0 |
465.0 |
22.0% |
46.6 |
2.2% |
6% |
False |
False |
718,683 |
| 120 |
2,550.0 |
2,085.0 |
465.0 |
22.0% |
47.6 |
2.3% |
6% |
False |
False |
600,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,412.8 |
|
2.618 |
2,316.5 |
|
1.618 |
2,257.5 |
|
1.000 |
2,221.0 |
|
0.618 |
2,198.5 |
|
HIGH |
2,162.0 |
|
0.618 |
2,139.5 |
|
0.500 |
2,132.5 |
|
0.382 |
2,125.5 |
|
LOW |
2,103.0 |
|
0.618 |
2,066.5 |
|
1.000 |
2,044.0 |
|
1.618 |
2,007.5 |
|
2.618 |
1,948.5 |
|
4.250 |
1,852.3 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,132.5 |
2,139.0 |
| PP |
2,125.3 |
2,129.7 |
| S1 |
2,118.2 |
2,120.3 |
|