| Trading Metrics calculated at close of trading on 28-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
28-May-2012 |
Change |
Change % |
Previous Week |
| Open |
4,064.0 |
4,045.0 |
-19.0 |
-0.5% |
4,070.0 |
| High |
4,074.0 |
4,072.0 |
-2.0 |
0.0% |
4,136.0 |
| Low |
4,020.0 |
4,042.0 |
22.0 |
0.5% |
4,020.0 |
| Close |
4,031.0 |
4,065.0 |
34.0 |
0.8% |
4,031.0 |
| Range |
54.0 |
30.0 |
-24.0 |
-44.4% |
116.0 |
| ATR |
54.5 |
53.5 |
-1.0 |
-1.8% |
0.0 |
| Volume |
24,218 |
19,993 |
-4,225 |
-17.4% |
159,792 |
|
| Daily Pivots for day following 28-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,149.7 |
4,137.3 |
4,081.5 |
|
| R3 |
4,119.7 |
4,107.3 |
4,073.3 |
|
| R2 |
4,089.7 |
4,089.7 |
4,070.5 |
|
| R1 |
4,077.3 |
4,077.3 |
4,067.8 |
4,083.5 |
| PP |
4,059.7 |
4,059.7 |
4,059.7 |
4,062.8 |
| S1 |
4,047.3 |
4,047.3 |
4,062.3 |
4,053.5 |
| S2 |
4,029.7 |
4,029.7 |
4,059.5 |
|
| S3 |
3,999.7 |
4,017.3 |
4,056.8 |
|
| S4 |
3,969.7 |
3,987.3 |
4,048.5 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,410.3 |
4,336.7 |
4,094.8 |
|
| R3 |
4,294.3 |
4,220.7 |
4,062.9 |
|
| R2 |
4,178.3 |
4,178.3 |
4,052.3 |
|
| R1 |
4,104.7 |
4,104.7 |
4,041.6 |
4,083.5 |
| PP |
4,062.3 |
4,062.3 |
4,062.3 |
4,051.8 |
| S1 |
3,988.7 |
3,988.7 |
4,020.4 |
3,967.5 |
| S2 |
3,946.3 |
3,946.3 |
4,009.7 |
|
| S3 |
3,830.3 |
3,872.7 |
3,999.1 |
|
| S4 |
3,714.3 |
3,756.7 |
3,967.2 |
|
|
| 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 |
4,020.0 |
116.0 |
2.9% |
45.2 |
1.1% |
39% |
False |
False |
28,174 |
| 10 |
4,283.0 |
4,020.0 |
263.0 |
6.5% |
52.0 |
1.3% |
17% |
False |
False |
32,795 |
| 20 |
4,448.0 |
4,020.0 |
428.0 |
10.5% |
44.9 |
1.1% |
11% |
False |
False |
29,785 |
| 40 |
4,448.0 |
4,020.0 |
428.0 |
10.5% |
39.3 |
1.0% |
11% |
False |
False |
27,045 |
| 60 |
4,448.0 |
4,020.0 |
428.0 |
10.5% |
37.3 |
0.9% |
11% |
False |
False |
26,112 |
| 80 |
4,448.0 |
4,020.0 |
428.0 |
10.5% |
28.6 |
0.7% |
11% |
False |
False |
19,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,199.5 |
|
2.618 |
4,150.5 |
|
1.618 |
4,120.5 |
|
1.000 |
4,102.0 |
|
0.618 |
4,090.5 |
|
HIGH |
4,072.0 |
|
0.618 |
4,060.5 |
|
0.500 |
4,057.0 |
|
0.382 |
4,053.5 |
|
LOW |
4,042.0 |
|
0.618 |
4,023.5 |
|
1.000 |
4,012.0 |
|
1.618 |
3,993.5 |
|
2.618 |
3,963.5 |
|
4.250 |
3,914.5 |
|
|
| Fisher Pivots for day following 28-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,062.3 |
4,062.0 |
| PP |
4,059.7 |
4,059.0 |
| S1 |
4,057.0 |
4,056.0 |
|