| 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 |
6,345.0 |
6,379.0 |
34.0 |
0.5% |
6,273.0 |
| High |
6,443.5 |
6,396.0 |
-47.5 |
-0.7% |
6,447.5 |
| Low |
6,334.5 |
6,258.5 |
-76.0 |
-1.2% |
6,243.0 |
| Close |
6,419.0 |
6,283.5 |
-135.5 |
-2.1% |
6,320.0 |
| Range |
109.0 |
137.5 |
28.5 |
26.1% |
204.5 |
| ATR |
139.1 |
140.7 |
1.5 |
1.1% |
0.0 |
| Volume |
183,759 |
220,336 |
36,577 |
19.9% |
836,676 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,725.2 |
6,641.8 |
6,359.1 |
|
| R3 |
6,587.7 |
6,504.3 |
6,321.3 |
|
| R2 |
6,450.2 |
6,450.2 |
6,308.7 |
|
| R1 |
6,366.8 |
6,366.8 |
6,296.1 |
6,339.8 |
| PP |
6,312.7 |
6,312.7 |
6,312.7 |
6,299.1 |
| S1 |
6,229.3 |
6,229.3 |
6,270.9 |
6,202.3 |
| S2 |
6,175.2 |
6,175.2 |
6,258.3 |
|
| S3 |
6,037.7 |
6,091.8 |
6,245.7 |
|
| S4 |
5,900.2 |
5,954.3 |
6,207.9 |
|
|
| 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 |
6,443.5 |
6,243.0 |
200.5 |
3.2% |
122.1 |
1.9% |
20% |
False |
False |
189,256 |
| 10 |
6,447.5 |
6,221.5 |
226.0 |
3.6% |
125.9 |
2.0% |
27% |
False |
False |
178,237 |
| 20 |
6,885.0 |
6,221.5 |
663.5 |
10.6% |
142.2 |
2.3% |
9% |
False |
False |
171,837 |
| 40 |
7,103.5 |
6,221.5 |
882.0 |
14.0% |
146.7 |
2.3% |
7% |
False |
False |
164,570 |
| 60 |
7,211.0 |
6,221.5 |
989.5 |
15.7% |
136.2 |
2.2% |
6% |
False |
False |
139,002 |
| 80 |
7,211.0 |
6,221.5 |
989.5 |
15.7% |
127.5 |
2.0% |
6% |
False |
False |
104,419 |
| 100 |
7,211.0 |
6,014.0 |
1,197.0 |
19.0% |
121.2 |
1.9% |
23% |
False |
False |
83,612 |
| 120 |
7,211.0 |
5,641.5 |
1,569.5 |
25.0% |
123.8 |
2.0% |
41% |
False |
False |
70,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,980.4 |
|
2.618 |
6,756.0 |
|
1.618 |
6,618.5 |
|
1.000 |
6,533.5 |
|
0.618 |
6,481.0 |
|
HIGH |
6,396.0 |
|
0.618 |
6,343.5 |
|
0.500 |
6,327.3 |
|
0.382 |
6,311.0 |
|
LOW |
6,258.5 |
|
0.618 |
6,173.5 |
|
1.000 |
6,121.0 |
|
1.618 |
6,036.0 |
|
2.618 |
5,898.5 |
|
4.250 |
5,674.1 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,327.3 |
6,351.0 |
| PP |
6,312.7 |
6,328.5 |
| S1 |
6,298.1 |
6,306.0 |
|