| 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 |
2,536.25 |
2,533.25 |
-3.00 |
-0.1% |
2,472.50 |
| High |
2,551.50 |
2,570.00 |
18.50 |
0.7% |
2,561.50 |
| Low |
2,518.25 |
2,531.50 |
13.25 |
0.5% |
2,465.00 |
| Close |
2,524.00 |
2,559.50 |
35.50 |
1.4% |
2,524.00 |
| Range |
33.25 |
38.50 |
5.25 |
15.8% |
96.50 |
| ATR |
46.97 |
46.90 |
-0.07 |
-0.1% |
0.00 |
| Volume |
186,910 |
289,944 |
103,034 |
55.1% |
1,379,499 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,669.25 |
2,652.75 |
2,580.75 |
|
| R3 |
2,630.75 |
2,614.25 |
2,570.00 |
|
| R2 |
2,592.25 |
2,592.25 |
2,566.50 |
|
| R1 |
2,575.75 |
2,575.75 |
2,563.00 |
2,584.00 |
| PP |
2,553.75 |
2,553.75 |
2,553.75 |
2,557.75 |
| S1 |
2,537.25 |
2,537.25 |
2,556.00 |
2,545.50 |
| S2 |
2,515.25 |
2,515.25 |
2,552.50 |
|
| S3 |
2,476.75 |
2,498.75 |
2,549.00 |
|
| S4 |
2,438.25 |
2,460.25 |
2,538.25 |
|
|
| 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 |
2,570.00 |
2,497.50 |
72.50 |
2.8% |
42.25 |
1.7% |
86% |
True |
False |
274,015 |
| 10 |
2,616.25 |
2,465.00 |
151.25 |
5.9% |
49.50 |
1.9% |
62% |
False |
False |
304,843 |
| 20 |
2,753.00 |
2,465.00 |
288.00 |
11.3% |
48.25 |
1.9% |
33% |
False |
False |
290,180 |
| 40 |
2,791.50 |
2,465.00 |
326.50 |
12.8% |
46.50 |
1.8% |
29% |
False |
False |
286,071 |
| 60 |
2,791.50 |
2,465.00 |
326.50 |
12.8% |
41.25 |
1.6% |
29% |
False |
False |
257,743 |
| 80 |
2,791.50 |
2,465.00 |
326.50 |
12.8% |
37.50 |
1.5% |
29% |
False |
False |
193,352 |
| 100 |
2,791.50 |
2,312.75 |
478.75 |
18.7% |
33.75 |
1.3% |
52% |
False |
False |
154,687 |
| 120 |
2,791.50 |
2,206.50 |
585.00 |
22.9% |
31.00 |
1.2% |
60% |
False |
False |
128,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,733.50 |
|
2.618 |
2,670.75 |
|
1.618 |
2,632.25 |
|
1.000 |
2,608.50 |
|
0.618 |
2,593.75 |
|
HIGH |
2,570.00 |
|
0.618 |
2,555.25 |
|
0.500 |
2,550.75 |
|
0.382 |
2,546.25 |
|
LOW |
2,531.50 |
|
0.618 |
2,507.75 |
|
1.000 |
2,493.00 |
|
1.618 |
2,469.25 |
|
2.618 |
2,430.75 |
|
4.250 |
2,368.00 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,556.50 |
2,553.00 |
| PP |
2,553.75 |
2,546.50 |
| S1 |
2,550.75 |
2,540.00 |
|