| 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 |
6,380.0 |
6,350.0 |
-30.0 |
-0.5% |
6,510.0 |
| High |
6,380.0 |
6,356.0 |
-24.0 |
-0.4% |
6,528.0 |
| Low |
6,259.0 |
6,243.0 |
-16.0 |
-0.3% |
6,221.5 |
| Close |
6,364.5 |
6,323.5 |
-41.0 |
-0.6% |
6,227.0 |
| Range |
121.0 |
113.0 |
-8.0 |
-6.6% |
306.5 |
| ATR |
142.6 |
141.1 |
-1.5 |
-1.1% |
0.0 |
| Volume |
190,415 |
186,931 |
-3,484 |
-1.8% |
895,305 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,646.5 |
6,598.0 |
6,385.7 |
|
| R3 |
6,533.5 |
6,485.0 |
6,354.6 |
|
| R2 |
6,420.5 |
6,420.5 |
6,344.2 |
|
| R1 |
6,372.0 |
6,372.0 |
6,333.9 |
6,339.8 |
| PP |
6,307.5 |
6,307.5 |
6,307.5 |
6,291.4 |
| S1 |
6,259.0 |
6,259.0 |
6,313.1 |
6,226.8 |
| S2 |
6,194.5 |
6,194.5 |
6,302.8 |
|
| S3 |
6,081.5 |
6,146.0 |
6,292.4 |
|
| S4 |
5,968.5 |
6,033.0 |
6,261.4 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,245.0 |
7,042.5 |
6,395.6 |
|
| R3 |
6,938.5 |
6,736.0 |
6,311.3 |
|
| R2 |
6,632.0 |
6,632.0 |
6,283.2 |
|
| R1 |
6,429.5 |
6,429.5 |
6,255.1 |
6,377.5 |
| PP |
6,325.5 |
6,325.5 |
6,325.5 |
6,299.5 |
| S1 |
6,123.0 |
6,123.0 |
6,198.9 |
6,071.0 |
| S2 |
6,019.0 |
6,019.0 |
6,170.8 |
|
| S3 |
5,712.5 |
5,816.5 |
6,142.7 |
|
| S4 |
5,406.0 |
5,510.0 |
6,058.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,447.5 |
6,221.5 |
226.0 |
3.6% |
114.7 |
1.8% |
45% |
False |
False |
170,047 |
| 10 |
6,593.0 |
6,221.5 |
371.5 |
5.9% |
130.9 |
2.1% |
27% |
False |
False |
172,647 |
| 20 |
6,885.0 |
6,221.5 |
663.5 |
10.5% |
144.6 |
2.3% |
15% |
False |
False |
163,314 |
| 40 |
7,167.0 |
6,221.5 |
945.5 |
15.0% |
147.5 |
2.3% |
11% |
False |
False |
161,354 |
| 60 |
7,211.0 |
6,221.5 |
989.5 |
15.6% |
135.7 |
2.1% |
10% |
False |
False |
129,575 |
| 80 |
7,211.0 |
6,221.5 |
989.5 |
15.6% |
126.5 |
2.0% |
10% |
False |
False |
97,329 |
| 100 |
7,211.0 |
6,014.0 |
1,197.0 |
18.9% |
119.8 |
1.9% |
26% |
False |
False |
77,942 |
| 120 |
7,211.0 |
5,641.5 |
1,569.5 |
24.8% |
123.8 |
2.0% |
43% |
False |
False |
65,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,836.3 |
|
2.618 |
6,651.8 |
|
1.618 |
6,538.8 |
|
1.000 |
6,469.0 |
|
0.618 |
6,425.8 |
|
HIGH |
6,356.0 |
|
0.618 |
6,312.8 |
|
0.500 |
6,299.5 |
|
0.382 |
6,286.2 |
|
LOW |
6,243.0 |
|
0.618 |
6,173.2 |
|
1.000 |
6,130.0 |
|
1.618 |
6,060.2 |
|
2.618 |
5,947.2 |
|
4.250 |
5,762.8 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,315.5 |
6,345.3 |
| PP |
6,307.5 |
6,338.0 |
| S1 |
6,299.5 |
6,330.8 |
|