| 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 |
2,536.75 |
2,540.75 |
4.00 |
0.2% |
2,602.00 |
| High |
2,552.25 |
2,556.25 |
4.00 |
0.2% |
2,616.25 |
| Low |
2,497.50 |
2,510.25 |
12.75 |
0.5% |
2,468.00 |
| Close |
2,540.50 |
2,536.25 |
-4.25 |
-0.2% |
2,468.25 |
| Range |
54.75 |
46.00 |
-8.75 |
-16.0% |
148.25 |
| ATR |
48.18 |
48.02 |
-0.16 |
-0.3% |
0.00 |
| Volume |
312,672 |
287,392 |
-25,280 |
-8.1% |
1,624,841 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,672.25 |
2,650.25 |
2,561.50 |
|
| R3 |
2,626.25 |
2,604.25 |
2,549.00 |
|
| R2 |
2,580.25 |
2,580.25 |
2,544.75 |
|
| R1 |
2,558.25 |
2,558.25 |
2,540.50 |
2,546.25 |
| PP |
2,534.25 |
2,534.25 |
2,534.25 |
2,528.25 |
| S1 |
2,512.25 |
2,512.25 |
2,532.00 |
2,500.25 |
| S2 |
2,488.25 |
2,488.25 |
2,527.75 |
|
| S3 |
2,442.25 |
2,466.25 |
2,523.50 |
|
| S4 |
2,396.25 |
2,420.25 |
2,511.00 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,962.25 |
2,863.50 |
2,549.75 |
|
| R3 |
2,814.00 |
2,715.25 |
2,509.00 |
|
| R2 |
2,665.75 |
2,665.75 |
2,495.50 |
|
| R1 |
2,567.00 |
2,567.00 |
2,481.75 |
2,542.25 |
| PP |
2,517.50 |
2,517.50 |
2,517.50 |
2,505.00 |
| S1 |
2,418.75 |
2,418.75 |
2,454.75 |
2,394.00 |
| S2 |
2,369.25 |
2,369.25 |
2,441.00 |
|
| S3 |
2,221.00 |
2,270.50 |
2,427.50 |
|
| S4 |
2,072.75 |
2,122.25 |
2,386.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,561.50 |
2,465.00 |
96.50 |
3.8% |
55.00 |
2.2% |
74% |
False |
False |
322,798 |
| 10 |
2,640.25 |
2,465.00 |
175.25 |
6.9% |
49.50 |
2.0% |
41% |
False |
False |
308,369 |
| 20 |
2,753.00 |
2,465.00 |
288.00 |
11.4% |
48.00 |
1.9% |
25% |
False |
False |
286,870 |
| 40 |
2,791.50 |
2,465.00 |
326.50 |
12.9% |
46.50 |
1.8% |
22% |
False |
False |
285,545 |
| 60 |
2,791.50 |
2,465.00 |
326.50 |
12.9% |
41.00 |
1.6% |
22% |
False |
False |
249,823 |
| 80 |
2,791.50 |
2,465.00 |
326.50 |
12.9% |
36.75 |
1.5% |
22% |
False |
False |
187,392 |
| 100 |
2,791.50 |
2,309.00 |
482.50 |
19.0% |
33.25 |
1.3% |
47% |
False |
False |
149,918 |
| 120 |
2,791.50 |
2,206.50 |
585.00 |
23.1% |
30.50 |
1.2% |
56% |
False |
False |
124,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,751.75 |
|
2.618 |
2,676.75 |
|
1.618 |
2,630.75 |
|
1.000 |
2,602.25 |
|
0.618 |
2,584.75 |
|
HIGH |
2,556.25 |
|
0.618 |
2,538.75 |
|
0.500 |
2,533.25 |
|
0.382 |
2,527.75 |
|
LOW |
2,510.25 |
|
0.618 |
2,481.75 |
|
1.000 |
2,464.25 |
|
1.618 |
2,435.75 |
|
2.618 |
2,389.75 |
|
4.250 |
2,314.75 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,535.25 |
2,534.00 |
| PP |
2,534.25 |
2,531.75 |
| S1 |
2,533.25 |
2,529.50 |
|