| 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 |
2,128.0 |
2,129.0 |
1.0 |
0.0% |
2,111.0 |
| High |
2,145.0 |
2,160.0 |
15.0 |
0.7% |
2,178.0 |
| Low |
2,096.0 |
2,120.0 |
24.0 |
1.1% |
2,096.0 |
| Close |
2,138.0 |
2,145.0 |
7.0 |
0.3% |
2,145.0 |
| Range |
49.0 |
40.0 |
-9.0 |
-18.4% |
82.0 |
| ATR |
55.1 |
54.0 |
-1.1 |
-2.0% |
0.0 |
| Volume |
525 |
6,389 |
5,864 |
1,117.0% |
21,978 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,261.7 |
2,243.3 |
2,167.0 |
|
| R3 |
2,221.7 |
2,203.3 |
2,156.0 |
|
| R2 |
2,181.7 |
2,181.7 |
2,152.3 |
|
| R1 |
2,163.3 |
2,163.3 |
2,148.7 |
2,172.5 |
| PP |
2,141.7 |
2,141.7 |
2,141.7 |
2,146.3 |
| S1 |
2,123.3 |
2,123.3 |
2,141.3 |
2,132.5 |
| S2 |
2,101.7 |
2,101.7 |
2,137.7 |
|
| S3 |
2,061.7 |
2,083.3 |
2,134.0 |
|
| S4 |
2,021.7 |
2,043.3 |
2,123.0 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,385.7 |
2,347.3 |
2,190.1 |
|
| R3 |
2,303.7 |
2,265.3 |
2,167.6 |
|
| R2 |
2,221.7 |
2,221.7 |
2,160.0 |
|
| R1 |
2,183.3 |
2,183.3 |
2,152.5 |
2,202.5 |
| PP |
2,139.7 |
2,139.7 |
2,139.7 |
2,149.3 |
| S1 |
2,101.3 |
2,101.3 |
2,137.5 |
2,120.5 |
| S2 |
2,057.7 |
2,057.7 |
2,130.0 |
|
| S3 |
1,975.7 |
2,019.3 |
2,122.5 |
|
| S4 |
1,893.7 |
1,937.3 |
2,099.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,178.0 |
2,096.0 |
82.0 |
3.8% |
42.6 |
2.0% |
60% |
False |
False |
4,395 |
| 10 |
2,196.0 |
2,084.0 |
112.0 |
5.2% |
48.7 |
2.3% |
54% |
False |
False |
3,508 |
| 20 |
2,290.0 |
2,084.0 |
206.0 |
9.6% |
54.3 |
2.5% |
30% |
False |
False |
6,178 |
| 40 |
2,457.0 |
2,084.0 |
373.0 |
17.4% |
52.9 |
2.5% |
16% |
False |
False |
3,861 |
| 60 |
2,541.0 |
2,084.0 |
457.0 |
21.3% |
47.9 |
2.2% |
13% |
False |
False |
4,261 |
| 80 |
2,541.0 |
2,084.0 |
457.0 |
21.3% |
40.6 |
1.9% |
13% |
False |
False |
3,320 |
| 100 |
2,541.0 |
2,084.0 |
457.0 |
21.3% |
36.8 |
1.7% |
13% |
False |
False |
2,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,330.0 |
|
2.618 |
2,264.7 |
|
1.618 |
2,224.7 |
|
1.000 |
2,200.0 |
|
0.618 |
2,184.7 |
|
HIGH |
2,160.0 |
|
0.618 |
2,144.7 |
|
0.500 |
2,140.0 |
|
0.382 |
2,135.3 |
|
LOW |
2,120.0 |
|
0.618 |
2,095.3 |
|
1.000 |
2,080.0 |
|
1.618 |
2,055.3 |
|
2.618 |
2,015.3 |
|
4.250 |
1,950.0 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,143.3 |
2,139.3 |
| PP |
2,141.7 |
2,133.7 |
| S1 |
2,140.0 |
2,128.0 |
|