| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
6,292.5 |
6,345.0 |
52.5 |
0.8% |
6,273.0 |
| High |
6,409.0 |
6,443.5 |
34.5 |
0.5% |
6,447.5 |
| Low |
6,279.0 |
6,334.5 |
55.5 |
0.9% |
6,243.0 |
| Close |
6,320.0 |
6,419.0 |
99.0 |
1.6% |
6,320.0 |
| Range |
130.0 |
109.0 |
-21.0 |
-16.2% |
204.5 |
| ATR |
140.3 |
139.1 |
-1.2 |
-0.9% |
0.0 |
| Volume |
164,841 |
183,759 |
18,918 |
11.5% |
836,676 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,726.0 |
6,681.5 |
6,479.0 |
|
| R3 |
6,617.0 |
6,572.5 |
6,449.0 |
|
| R2 |
6,508.0 |
6,508.0 |
6,439.0 |
|
| R1 |
6,463.5 |
6,463.5 |
6,429.0 |
6,485.8 |
| PP |
6,399.0 |
6,399.0 |
6,399.0 |
6,410.1 |
| S1 |
6,354.5 |
6,354.5 |
6,409.0 |
6,376.8 |
| S2 |
6,290.0 |
6,290.0 |
6,399.0 |
|
| S3 |
6,181.0 |
6,245.5 |
6,389.0 |
|
| S4 |
6,072.0 |
6,136.5 |
6,359.1 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,950.3 |
6,839.7 |
6,432.5 |
|
| R3 |
6,745.8 |
6,635.2 |
6,376.2 |
|
| R2 |
6,541.3 |
6,541.3 |
6,357.5 |
|
| R1 |
6,430.7 |
6,430.7 |
6,338.7 |
6,486.0 |
| PP |
6,336.8 |
6,336.8 |
6,336.8 |
6,364.5 |
| S1 |
6,226.2 |
6,226.2 |
6,301.3 |
6,281.5 |
| S2 |
6,132.3 |
6,132.3 |
6,282.5 |
|
| S3 |
5,927.8 |
6,021.7 |
6,263.8 |
|
| S4 |
5,723.3 |
5,817.2 |
6,207.5 |
|
|
| 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 |
6,243.0 |
204.5 |
3.2% |
114.0 |
1.8% |
86% |
False |
False |
176,454 |
| 10 |
6,513.0 |
6,221.5 |
291.5 |
4.5% |
128.1 |
2.0% |
68% |
False |
False |
176,230 |
| 20 |
6,885.0 |
6,221.5 |
663.5 |
10.3% |
140.4 |
2.2% |
30% |
False |
False |
166,234 |
| 40 |
7,103.5 |
6,221.5 |
882.0 |
13.7% |
147.1 |
2.3% |
22% |
False |
False |
163,178 |
| 60 |
7,211.0 |
6,221.5 |
989.5 |
15.4% |
136.2 |
2.1% |
20% |
False |
False |
135,351 |
| 80 |
7,211.0 |
6,221.5 |
989.5 |
15.4% |
126.5 |
2.0% |
20% |
False |
False |
101,668 |
| 100 |
7,211.0 |
6,014.0 |
1,197.0 |
18.6% |
120.6 |
1.9% |
34% |
False |
False |
81,417 |
| 120 |
7,211.0 |
5,641.5 |
1,569.5 |
24.5% |
124.4 |
1.9% |
50% |
False |
False |
68,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,906.8 |
|
2.618 |
6,728.9 |
|
1.618 |
6,619.9 |
|
1.000 |
6,552.5 |
|
0.618 |
6,510.9 |
|
HIGH |
6,443.5 |
|
0.618 |
6,401.9 |
|
0.500 |
6,389.0 |
|
0.382 |
6,376.1 |
|
LOW |
6,334.5 |
|
0.618 |
6,267.1 |
|
1.000 |
6,225.5 |
|
1.618 |
6,158.1 |
|
2.618 |
6,049.1 |
|
4.250 |
5,871.3 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,409.0 |
6,393.8 |
| PP |
6,399.0 |
6,368.5 |
| S1 |
6,389.0 |
6,343.3 |
|