| 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 |
4,036.0 |
4,095.0 |
59.0 |
1.5% |
4,070.0 |
| High |
4,121.0 |
4,098.0 |
-23.0 |
-0.6% |
4,136.0 |
| Low |
4,033.0 |
4,067.0 |
34.0 |
0.8% |
4,020.0 |
| Close |
4,103.0 |
4,086.0 |
-17.0 |
-0.4% |
4,031.0 |
| Range |
88.0 |
31.0 |
-57.0 |
-64.8% |
116.0 |
| ATR |
56.0 |
54.5 |
-1.4 |
-2.5% |
0.0 |
| Volume |
27,962 |
27,996 |
34 |
0.1% |
159,792 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,176.7 |
4,162.3 |
4,103.1 |
|
| R3 |
4,145.7 |
4,131.3 |
4,094.5 |
|
| R2 |
4,114.7 |
4,114.7 |
4,091.7 |
|
| R1 |
4,100.3 |
4,100.3 |
4,088.8 |
4,092.0 |
| PP |
4,083.7 |
4,083.7 |
4,083.7 |
4,079.5 |
| S1 |
4,069.3 |
4,069.3 |
4,083.2 |
4,061.0 |
| S2 |
4,052.7 |
4,052.7 |
4,080.3 |
|
| S3 |
4,021.7 |
4,038.3 |
4,077.5 |
|
| S4 |
3,990.7 |
4,007.3 |
4,069.0 |
|
|
| 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% |
49.0 |
1.2% |
65% |
False |
False |
25,334 |
| 10 |
4,188.0 |
4,020.0 |
168.0 |
4.1% |
52.3 |
1.3% |
39% |
False |
False |
31,458 |
| 20 |
4,440.0 |
4,020.0 |
420.0 |
10.3% |
47.3 |
1.2% |
16% |
False |
False |
30,224 |
| 40 |
4,448.0 |
4,020.0 |
428.0 |
10.5% |
40.6 |
1.0% |
15% |
False |
False |
26,889 |
| 60 |
4,448.0 |
4,020.0 |
428.0 |
10.5% |
38.7 |
0.9% |
15% |
False |
False |
27,024 |
| 80 |
4,448.0 |
4,020.0 |
428.0 |
10.5% |
30.1 |
0.7% |
15% |
False |
False |
20,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,229.8 |
|
2.618 |
4,179.2 |
|
1.618 |
4,148.2 |
|
1.000 |
4,129.0 |
|
0.618 |
4,117.2 |
|
HIGH |
4,098.0 |
|
0.618 |
4,086.2 |
|
0.500 |
4,082.5 |
|
0.382 |
4,078.8 |
|
LOW |
4,067.0 |
|
0.618 |
4,047.8 |
|
1.000 |
4,036.0 |
|
1.618 |
4,016.8 |
|
2.618 |
3,985.8 |
|
4.250 |
3,935.3 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,084.8 |
4,083.0 |
| PP |
4,083.7 |
4,080.0 |
| S1 |
4,082.5 |
4,077.0 |
|