| 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 |
1,333.50 |
1,309.00 |
-24.50 |
-1.8% |
1,291.75 |
| High |
1,334.25 |
1,319.00 |
-15.25 |
-1.1% |
1,329.75 |
| Low |
1,308.00 |
1,297.25 |
-10.75 |
-0.8% |
1,287.25 |
| Close |
1,308.50 |
1,309.25 |
0.75 |
0.1% |
1,315.00 |
| Range |
26.25 |
21.75 |
-4.50 |
-17.1% |
42.50 |
| ATR |
20.73 |
20.81 |
0.07 |
0.3% |
0.00 |
| Volume |
2,313,601 |
2,745,153 |
431,552 |
18.7% |
10,736,019 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,373.75 |
1,363.25 |
1,321.25 |
|
| R3 |
1,352.00 |
1,341.50 |
1,315.25 |
|
| R2 |
1,330.25 |
1,330.25 |
1,313.25 |
|
| R1 |
1,319.75 |
1,319.75 |
1,311.25 |
1,325.00 |
| PP |
1,308.50 |
1,308.50 |
1,308.50 |
1,311.00 |
| S1 |
1,298.00 |
1,298.00 |
1,307.25 |
1,303.25 |
| S2 |
1,286.75 |
1,286.75 |
1,305.25 |
|
| S3 |
1,265.00 |
1,276.25 |
1,303.25 |
|
| S4 |
1,243.25 |
1,254.50 |
1,297.25 |
|
|
| 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 |
1,297.25 |
37.00 |
2.8% |
20.00 |
1.5% |
32% |
False |
True |
2,196,955 |
| 10 |
1,334.25 |
1,287.25 |
47.00 |
3.6% |
22.50 |
1.7% |
47% |
False |
False |
2,368,969 |
| 20 |
1,402.75 |
1,287.25 |
115.50 |
8.8% |
22.00 |
1.7% |
19% |
False |
False |
2,211,252 |
| 40 |
1,411.50 |
1,287.25 |
124.25 |
9.5% |
19.75 |
1.5% |
18% |
False |
False |
1,987,398 |
| 60 |
1,419.75 |
1,287.25 |
132.50 |
10.1% |
18.00 |
1.4% |
17% |
False |
False |
1,861,977 |
| 80 |
1,419.75 |
1,287.25 |
132.50 |
10.1% |
17.00 |
1.3% |
17% |
False |
False |
1,399,707 |
| 100 |
1,419.75 |
1,262.50 |
157.25 |
12.0% |
16.50 |
1.3% |
30% |
False |
False |
1,120,471 |
| 120 |
1,419.75 |
1,190.00 |
229.75 |
17.5% |
17.00 |
1.3% |
52% |
False |
False |
933,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,411.50 |
|
2.618 |
1,376.00 |
|
1.618 |
1,354.25 |
|
1.000 |
1,340.75 |
|
0.618 |
1,332.50 |
|
HIGH |
1,319.00 |
|
0.618 |
1,310.75 |
|
0.500 |
1,308.00 |
|
0.382 |
1,305.50 |
|
LOW |
1,297.25 |
|
0.618 |
1,283.75 |
|
1.000 |
1,275.50 |
|
1.618 |
1,262.00 |
|
2.618 |
1,240.25 |
|
4.250 |
1,204.75 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,309.00 |
1,315.75 |
| PP |
1,308.50 |
1,313.50 |
| S1 |
1,308.00 |
1,311.50 |
|