| 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 |
1,322.50 |
1,322.00 |
-0.50 |
0.0% |
1,291.75 |
| High |
1,329.75 |
1,334.25 |
4.50 |
0.3% |
1,329.75 |
| Low |
1,312.00 |
1,317.50 |
5.50 |
0.4% |
1,287.25 |
| Close |
1,315.00 |
1,333.50 |
18.50 |
1.4% |
1,315.00 |
| Range |
17.75 |
16.75 |
-1.00 |
-5.6% |
42.50 |
| ATR |
20.39 |
20.31 |
-0.08 |
-0.4% |
0.00 |
| Volume |
1,519,593 |
2,235,310 |
715,717 |
47.1% |
10,736,019 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,378.75 |
1,372.75 |
1,342.75 |
|
| R3 |
1,362.00 |
1,356.00 |
1,338.00 |
|
| R2 |
1,345.25 |
1,345.25 |
1,336.50 |
|
| R1 |
1,339.25 |
1,339.25 |
1,335.00 |
1,342.25 |
| PP |
1,328.50 |
1,328.50 |
1,328.50 |
1,330.00 |
| S1 |
1,322.50 |
1,322.50 |
1,332.00 |
1,325.50 |
| S2 |
1,311.75 |
1,311.75 |
1,330.50 |
|
| S3 |
1,295.00 |
1,305.75 |
1,329.00 |
|
| S4 |
1,278.25 |
1,289.00 |
1,324.25 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,438.25 |
1,419.00 |
1,338.50 |
|
| R3 |
1,395.75 |
1,376.50 |
1,326.75 |
|
| R2 |
1,353.25 |
1,353.25 |
1,322.75 |
|
| R1 |
1,334.00 |
1,334.00 |
1,319.00 |
1,343.50 |
| PP |
1,310.75 |
1,310.75 |
1,310.75 |
1,315.50 |
| S1 |
1,291.50 |
1,291.50 |
1,311.00 |
1,301.00 |
| S2 |
1,268.25 |
1,268.25 |
1,307.25 |
|
| S3 |
1,225.75 |
1,249.00 |
1,303.25 |
|
| S4 |
1,183.25 |
1,206.50 |
1,291.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,334.25 |
1,294.00 |
40.25 |
3.0% |
19.25 |
1.4% |
98% |
True |
False |
2,186,014 |
| 10 |
1,347.00 |
1,287.25 |
59.75 |
4.5% |
21.50 |
1.6% |
77% |
False |
False |
2,330,763 |
| 20 |
1,411.50 |
1,287.25 |
124.25 |
9.3% |
21.25 |
1.6% |
37% |
False |
False |
2,107,581 |
| 40 |
1,417.75 |
1,287.25 |
130.50 |
9.8% |
19.50 |
1.5% |
35% |
False |
False |
1,945,713 |
| 60 |
1,419.75 |
1,287.25 |
132.50 |
9.9% |
18.00 |
1.3% |
35% |
False |
False |
1,780,397 |
| 80 |
1,419.75 |
1,287.25 |
132.50 |
9.9% |
16.75 |
1.3% |
35% |
False |
False |
1,336,530 |
| 100 |
1,419.75 |
1,255.25 |
164.50 |
12.3% |
16.50 |
1.2% |
48% |
False |
False |
1,069,910 |
| 120 |
1,419.75 |
1,190.00 |
229.75 |
17.2% |
17.00 |
1.3% |
62% |
False |
False |
891,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,405.50 |
|
2.618 |
1,378.00 |
|
1.618 |
1,361.25 |
|
1.000 |
1,351.00 |
|
0.618 |
1,344.50 |
|
HIGH |
1,334.25 |
|
0.618 |
1,327.75 |
|
0.500 |
1,326.00 |
|
0.382 |
1,324.00 |
|
LOW |
1,317.50 |
|
0.618 |
1,307.25 |
|
1.000 |
1,300.75 |
|
1.618 |
1,290.50 |
|
2.618 |
1,273.75 |
|
4.250 |
1,246.25 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,331.00 |
1,329.00 |
| PP |
1,328.50 |
1,324.50 |
| S1 |
1,326.00 |
1,320.00 |
|