| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,533.25 |
2,560.00 |
26.75 |
1.1% |
2,472.50 |
| High |
2,570.00 |
2,561.00 |
-9.00 |
-0.4% |
2,561.50 |
| Low |
2,531.50 |
2,520.75 |
-10.75 |
-0.4% |
2,465.00 |
| Close |
2,559.50 |
2,530.75 |
-28.75 |
-1.1% |
2,524.00 |
| Range |
38.50 |
40.25 |
1.75 |
4.5% |
96.50 |
| ATR |
46.90 |
46.42 |
-0.47 |
-1.0% |
0.00 |
| Volume |
289,944 |
307,814 |
17,870 |
6.2% |
1,379,499 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,658.25 |
2,634.75 |
2,553.00 |
|
| R3 |
2,618.00 |
2,594.50 |
2,541.75 |
|
| R2 |
2,577.75 |
2,577.75 |
2,538.25 |
|
| R1 |
2,554.25 |
2,554.25 |
2,534.50 |
2,546.00 |
| PP |
2,537.50 |
2,537.50 |
2,537.50 |
2,533.25 |
| S1 |
2,514.00 |
2,514.00 |
2,527.00 |
2,505.50 |
| S2 |
2,497.25 |
2,497.25 |
2,523.25 |
|
| S3 |
2,457.00 |
2,473.75 |
2,519.75 |
|
| S4 |
2,416.75 |
2,433.50 |
2,508.50 |
|
|
| 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 |
2.9% |
42.50 |
1.7% |
46% |
False |
False |
276,946 |
| 10 |
2,596.00 |
2,465.00 |
131.00 |
5.2% |
49.25 |
1.9% |
50% |
False |
False |
303,129 |
| 20 |
2,738.25 |
2,465.00 |
273.25 |
10.8% |
48.00 |
1.9% |
24% |
False |
False |
296,525 |
| 40 |
2,791.50 |
2,465.00 |
326.50 |
12.9% |
46.50 |
1.8% |
20% |
False |
False |
288,492 |
| 60 |
2,791.50 |
2,465.00 |
326.50 |
12.9% |
41.25 |
1.6% |
20% |
False |
False |
262,803 |
| 80 |
2,791.50 |
2,465.00 |
326.50 |
12.9% |
37.50 |
1.5% |
20% |
False |
False |
197,200 |
| 100 |
2,791.50 |
2,330.25 |
461.25 |
18.2% |
33.75 |
1.3% |
43% |
False |
False |
157,765 |
| 120 |
2,791.50 |
2,206.50 |
585.00 |
23.1% |
31.25 |
1.2% |
55% |
False |
False |
131,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,732.00 |
|
2.618 |
2,666.25 |
|
1.618 |
2,626.00 |
|
1.000 |
2,601.25 |
|
0.618 |
2,585.75 |
|
HIGH |
2,561.00 |
|
0.618 |
2,545.50 |
|
0.500 |
2,541.00 |
|
0.382 |
2,536.25 |
|
LOW |
2,520.75 |
|
0.618 |
2,496.00 |
|
1.000 |
2,480.50 |
|
1.618 |
2,455.75 |
|
2.618 |
2,415.50 |
|
4.250 |
2,349.75 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,541.00 |
2,544.00 |
| PP |
2,537.50 |
2,539.75 |
| S1 |
2,534.00 |
2,535.25 |
|