| 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 |
2,146.0 |
2,111.0 |
-35.0 |
-1.6% |
2,125.0 |
| High |
2,162.0 |
2,132.0 |
-30.0 |
-1.4% |
2,188.0 |
| Low |
2,103.0 |
2,092.0 |
-11.0 |
-0.5% |
2,107.0 |
| Close |
2,111.0 |
2,117.0 |
6.0 |
0.3% |
2,157.0 |
| Range |
59.0 |
40.0 |
-19.0 |
-32.2% |
81.0 |
| ATR |
55.3 |
54.2 |
-1.1 |
-2.0% |
0.0 |
| Volume |
1,769,329 |
1,532,928 |
-236,401 |
-13.4% |
6,487,018 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,233.7 |
2,215.3 |
2,139.0 |
|
| R3 |
2,193.7 |
2,175.3 |
2,128.0 |
|
| R2 |
2,153.7 |
2,153.7 |
2,124.3 |
|
| R1 |
2,135.3 |
2,135.3 |
2,120.7 |
2,144.5 |
| PP |
2,113.7 |
2,113.7 |
2,113.7 |
2,118.3 |
| S1 |
2,095.3 |
2,095.3 |
2,113.3 |
2,104.5 |
| S2 |
2,073.7 |
2,073.7 |
2,109.7 |
|
| S3 |
2,033.7 |
2,055.3 |
2,106.0 |
|
| S4 |
1,993.7 |
2,015.3 |
2,095.0 |
|
|
| 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 |
2,092.0 |
83.0 |
3.9% |
46.4 |
2.2% |
30% |
False |
True |
1,415,713 |
| 10 |
2,188.0 |
2,085.0 |
103.0 |
4.9% |
49.1 |
2.3% |
31% |
False |
False |
1,435,148 |
| 20 |
2,281.0 |
2,085.0 |
196.0 |
9.3% |
55.2 |
2.6% |
16% |
False |
False |
1,437,160 |
| 40 |
2,445.0 |
2,085.0 |
360.0 |
17.0% |
58.2 |
2.8% |
9% |
False |
False |
1,400,136 |
| 60 |
2,550.0 |
2,085.0 |
465.0 |
22.0% |
53.3 |
2.5% |
7% |
False |
False |
1,216,830 |
| 80 |
2,550.0 |
2,085.0 |
465.0 |
22.0% |
48.2 |
2.3% |
7% |
False |
False |
917,316 |
| 100 |
2,550.0 |
2,085.0 |
465.0 |
22.0% |
46.5 |
2.2% |
7% |
False |
False |
734,009 |
| 120 |
2,550.0 |
2,085.0 |
465.0 |
22.0% |
47.1 |
2.2% |
7% |
False |
False |
613,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,302.0 |
|
2.618 |
2,236.7 |
|
1.618 |
2,196.7 |
|
1.000 |
2,172.0 |
|
0.618 |
2,156.7 |
|
HIGH |
2,132.0 |
|
0.618 |
2,116.7 |
|
0.500 |
2,112.0 |
|
0.382 |
2,107.3 |
|
LOW |
2,092.0 |
|
0.618 |
2,067.3 |
|
1.000 |
2,052.0 |
|
1.618 |
2,027.3 |
|
2.618 |
1,987.3 |
|
4.250 |
1,922.0 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,115.3 |
2,130.0 |
| PP |
2,113.7 |
2,125.7 |
| S1 |
2,112.0 |
2,121.3 |
|