| 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 |
4,095.0 |
4,044.0 |
-51.0 |
-1.2% |
4,070.0 |
| High |
4,098.0 |
4,091.0 |
-7.0 |
-0.2% |
4,136.0 |
| Low |
4,067.0 |
4,041.0 |
-26.0 |
-0.6% |
4,020.0 |
| Close |
4,086.0 |
4,073.0 |
-13.0 |
-0.3% |
4,031.0 |
| Range |
31.0 |
50.0 |
19.0 |
61.3% |
116.0 |
| ATR |
54.5 |
54.2 |
-0.3 |
-0.6% |
0.0 |
| Volume |
27,996 |
34,422 |
6,426 |
23.0% |
159,792 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,218.3 |
4,195.7 |
4,100.5 |
|
| R3 |
4,168.3 |
4,145.7 |
4,086.8 |
|
| R2 |
4,118.3 |
4,118.3 |
4,082.2 |
|
| R1 |
4,095.7 |
4,095.7 |
4,077.6 |
4,107.0 |
| PP |
4,068.3 |
4,068.3 |
4,068.3 |
4,074.0 |
| S1 |
4,045.7 |
4,045.7 |
4,068.4 |
4,057.0 |
| S2 |
4,018.3 |
4,018.3 |
4,063.8 |
|
| S3 |
3,968.3 |
3,995.7 |
4,059.3 |
|
| S4 |
3,918.3 |
3,945.7 |
4,045.5 |
|
|
| 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 |
4,121.0 |
4,020.0 |
101.0 |
2.5% |
50.6 |
1.2% |
52% |
False |
False |
26,918 |
| 10 |
4,136.0 |
4,020.0 |
116.0 |
2.8% |
52.6 |
1.3% |
46% |
False |
False |
31,498 |
| 20 |
4,424.0 |
4,020.0 |
404.0 |
9.9% |
48.9 |
1.2% |
13% |
False |
False |
30,792 |
| 40 |
4,448.0 |
4,020.0 |
428.0 |
10.5% |
40.3 |
1.0% |
12% |
False |
False |
27,026 |
| 60 |
4,448.0 |
4,020.0 |
428.0 |
10.5% |
39.0 |
1.0% |
12% |
False |
False |
27,595 |
| 80 |
4,448.0 |
4,020.0 |
428.0 |
10.5% |
30.7 |
0.8% |
12% |
False |
False |
20,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,303.5 |
|
2.618 |
4,221.9 |
|
1.618 |
4,171.9 |
|
1.000 |
4,141.0 |
|
0.618 |
4,121.9 |
|
HIGH |
4,091.0 |
|
0.618 |
4,071.9 |
|
0.500 |
4,066.0 |
|
0.382 |
4,060.1 |
|
LOW |
4,041.0 |
|
0.618 |
4,010.1 |
|
1.000 |
3,991.0 |
|
1.618 |
3,960.1 |
|
2.618 |
3,910.1 |
|
4.250 |
3,828.5 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4,070.7 |
4,077.0 |
| PP |
4,068.3 |
4,075.7 |
| S1 |
4,066.0 |
4,074.3 |
|