| 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 |
4,116.0 |
4,071.0 |
-45.0 |
-1.1% |
4,280.0 |
| High |
4,116.0 |
4,092.0 |
-24.0 |
-0.6% |
4,314.0 |
| Low |
4,065.0 |
4,050.0 |
-15.0 |
-0.4% |
4,029.0 |
| Close |
4,067.0 |
4,052.0 |
-15.0 |
-0.4% |
4,058.0 |
| Range |
51.0 |
42.0 |
-9.0 |
-17.6% |
285.0 |
| ATR |
55.4 |
54.5 |
-1.0 |
-1.7% |
0.0 |
| Volume |
35,033 |
26,501 |
-8,532 |
-24.4% |
173,089 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,190.7 |
4,163.3 |
4,075.1 |
|
| R3 |
4,148.7 |
4,121.3 |
4,063.6 |
|
| R2 |
4,106.7 |
4,106.7 |
4,059.7 |
|
| R1 |
4,079.3 |
4,079.3 |
4,055.9 |
4,072.0 |
| PP |
4,064.7 |
4,064.7 |
4,064.7 |
4,061.0 |
| S1 |
4,037.3 |
4,037.3 |
4,048.2 |
4,030.0 |
| S2 |
4,022.7 |
4,022.7 |
4,044.3 |
|
| S3 |
3,980.7 |
3,995.3 |
4,040.5 |
|
| S4 |
3,938.7 |
3,953.3 |
4,028.9 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,988.7 |
4,808.3 |
4,214.8 |
|
| R3 |
4,703.7 |
4,523.3 |
4,136.4 |
|
| R2 |
4,418.7 |
4,418.7 |
4,110.3 |
|
| R1 |
4,238.3 |
4,238.3 |
4,084.1 |
4,186.0 |
| PP |
4,133.7 |
4,133.7 |
4,133.7 |
4,107.5 |
| S1 |
3,953.3 |
3,953.3 |
4,031.9 |
3,901.0 |
| S2 |
3,848.7 |
3,848.7 |
4,005.8 |
|
| S3 |
3,563.7 |
3,668.3 |
3,979.6 |
|
| S4 |
3,278.7 |
3,383.3 |
3,901.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,136.0 |
4,029.0 |
107.0 |
2.6% |
54.6 |
1.3% |
21% |
False |
False |
36,078 |
| 10 |
4,314.0 |
4,029.0 |
285.0 |
7.0% |
50.9 |
1.3% |
8% |
False |
False |
33,416 |
| 20 |
4,448.0 |
4,029.0 |
419.0 |
10.3% |
43.5 |
1.1% |
5% |
False |
False |
29,453 |
| 40 |
4,448.0 |
4,029.0 |
419.0 |
10.3% |
39.5 |
1.0% |
5% |
False |
False |
27,388 |
| 60 |
4,448.0 |
4,029.0 |
419.0 |
10.3% |
36.1 |
0.9% |
5% |
False |
False |
25,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,270.5 |
|
2.618 |
4,202.0 |
|
1.618 |
4,160.0 |
|
1.000 |
4,134.0 |
|
0.618 |
4,118.0 |
|
HIGH |
4,092.0 |
|
0.618 |
4,076.0 |
|
0.500 |
4,071.0 |
|
0.382 |
4,066.0 |
|
LOW |
4,050.0 |
|
0.618 |
4,024.0 |
|
1.000 |
4,008.0 |
|
1.618 |
3,982.0 |
|
2.618 |
3,940.0 |
|
4.250 |
3,871.5 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,071.0 |
4,093.0 |
| PP |
4,064.7 |
4,079.3 |
| S1 |
4,058.3 |
4,065.7 |
|