| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
4,045.0 |
4,036.0 |
-9.0 |
-0.2% |
4,070.0 |
| High |
4,072.0 |
4,121.0 |
49.0 |
1.2% |
4,136.0 |
| Low |
4,042.0 |
4,033.0 |
-9.0 |
-0.2% |
4,020.0 |
| Close |
4,065.0 |
4,103.0 |
38.0 |
0.9% |
4,031.0 |
| Range |
30.0 |
88.0 |
58.0 |
193.3% |
116.0 |
| ATR |
53.5 |
56.0 |
2.5 |
4.6% |
0.0 |
| Volume |
19,993 |
27,962 |
7,969 |
39.9% |
159,792 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,349.7 |
4,314.3 |
4,151.4 |
|
| R3 |
4,261.7 |
4,226.3 |
4,127.2 |
|
| R2 |
4,173.7 |
4,173.7 |
4,119.1 |
|
| R1 |
4,138.3 |
4,138.3 |
4,111.1 |
4,156.0 |
| PP |
4,085.7 |
4,085.7 |
4,085.7 |
4,094.5 |
| S1 |
4,050.3 |
4,050.3 |
4,094.9 |
4,068.0 |
| S2 |
3,997.7 |
3,997.7 |
4,086.9 |
|
| S3 |
3,909.7 |
3,962.3 |
4,078.8 |
|
| S4 |
3,821.7 |
3,874.3 |
4,054.6 |
|
|
| 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 |
4,121.0 |
4,020.0 |
101.0 |
2.5% |
53.0 |
1.3% |
82% |
True |
False |
26,741 |
| 10 |
4,247.0 |
4,020.0 |
227.0 |
5.5% |
58.3 |
1.4% |
37% |
False |
False |
33,179 |
| 20 |
4,441.0 |
4,020.0 |
421.0 |
10.3% |
46.7 |
1.1% |
20% |
False |
False |
29,867 |
| 40 |
4,448.0 |
4,020.0 |
428.0 |
10.4% |
40.8 |
1.0% |
19% |
False |
False |
27,045 |
| 60 |
4,448.0 |
4,020.0 |
428.0 |
10.4% |
38.5 |
0.9% |
19% |
False |
False |
26,573 |
| 80 |
4,448.0 |
4,020.0 |
428.0 |
10.4% |
29.7 |
0.7% |
19% |
False |
False |
19,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,495.0 |
|
2.618 |
4,351.4 |
|
1.618 |
4,263.4 |
|
1.000 |
4,209.0 |
|
0.618 |
4,175.4 |
|
HIGH |
4,121.0 |
|
0.618 |
4,087.4 |
|
0.500 |
4,077.0 |
|
0.382 |
4,066.6 |
|
LOW |
4,033.0 |
|
0.618 |
3,978.6 |
|
1.000 |
3,945.0 |
|
1.618 |
3,890.6 |
|
2.618 |
3,802.6 |
|
4.250 |
3,659.0 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,094.3 |
4,092.2 |
| PP |
4,085.7 |
4,081.3 |
| S1 |
4,077.0 |
4,070.5 |
|