| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,540.75 |
2,536.25 |
-4.50 |
-0.2% |
2,472.50 |
| High |
2,556.25 |
2,551.50 |
-4.75 |
-0.2% |
2,561.50 |
| Low |
2,510.25 |
2,518.25 |
8.00 |
0.3% |
2,465.00 |
| Close |
2,536.25 |
2,524.00 |
-12.25 |
-0.5% |
2,524.00 |
| Range |
46.00 |
33.25 |
-12.75 |
-27.7% |
96.50 |
| ATR |
48.02 |
46.97 |
-1.06 |
-2.2% |
0.00 |
| Volume |
287,392 |
186,910 |
-100,482 |
-35.0% |
1,379,499 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,631.00 |
2,610.75 |
2,542.25 |
|
| R3 |
2,597.75 |
2,577.50 |
2,533.25 |
|
| R2 |
2,564.50 |
2,564.50 |
2,530.00 |
|
| R1 |
2,544.25 |
2,544.25 |
2,527.00 |
2,537.75 |
| PP |
2,531.25 |
2,531.25 |
2,531.25 |
2,528.00 |
| S1 |
2,511.00 |
2,511.00 |
2,521.00 |
2,504.50 |
| S2 |
2,498.00 |
2,498.00 |
2,518.00 |
|
| S3 |
2,464.75 |
2,477.75 |
2,514.75 |
|
| S4 |
2,431.50 |
2,444.50 |
2,505.75 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,806.25 |
2,761.75 |
2,577.00 |
|
| R3 |
2,709.75 |
2,665.25 |
2,550.50 |
|
| R2 |
2,613.25 |
2,613.25 |
2,541.75 |
|
| R1 |
2,568.75 |
2,568.75 |
2,532.75 |
2,591.00 |
| PP |
2,516.75 |
2,516.75 |
2,516.75 |
2,528.00 |
| S1 |
2,472.25 |
2,472.25 |
2,515.25 |
2,494.50 |
| S2 |
2,420.25 |
2,420.25 |
2,506.25 |
|
| S3 |
2,323.75 |
2,375.75 |
2,497.50 |
|
| S4 |
2,227.25 |
2,279.25 |
2,471.00 |
|
|
| 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% |
51.00 |
2.0% |
61% |
False |
False |
275,899 |
| 10 |
2,616.25 |
2,465.00 |
151.25 |
6.0% |
48.50 |
1.9% |
39% |
False |
False |
300,434 |
| 20 |
2,753.00 |
2,465.00 |
288.00 |
11.4% |
47.75 |
1.9% |
20% |
False |
False |
285,616 |
| 40 |
2,791.50 |
2,465.00 |
326.50 |
12.9% |
46.25 |
1.8% |
18% |
False |
False |
284,053 |
| 60 |
2,791.50 |
2,465.00 |
326.50 |
12.9% |
41.00 |
1.6% |
18% |
False |
False |
252,931 |
| 80 |
2,791.50 |
2,465.00 |
326.50 |
12.9% |
37.00 |
1.5% |
18% |
False |
False |
189,729 |
| 100 |
2,791.50 |
2,309.00 |
482.50 |
19.1% |
33.50 |
1.3% |
45% |
False |
False |
151,787 |
| 120 |
2,791.50 |
2,206.50 |
585.00 |
23.2% |
30.75 |
1.2% |
54% |
False |
False |
126,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,692.75 |
|
2.618 |
2,638.50 |
|
1.618 |
2,605.25 |
|
1.000 |
2,584.75 |
|
0.618 |
2,572.00 |
|
HIGH |
2,551.50 |
|
0.618 |
2,538.75 |
|
0.500 |
2,535.00 |
|
0.382 |
2,531.00 |
|
LOW |
2,518.25 |
|
0.618 |
2,497.75 |
|
1.000 |
2,485.00 |
|
1.618 |
2,464.50 |
|
2.618 |
2,431.25 |
|
4.250 |
2,377.00 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,535.00 |
2,527.00 |
| PP |
2,531.25 |
2,526.00 |
| S1 |
2,527.50 |
2,525.00 |
|