| Trading Metrics calculated at close of trading on 28-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
28-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,129.0 |
2,143.0 |
14.0 |
0.7% |
2,111.0 |
| High |
2,160.0 |
2,174.0 |
14.0 |
0.6% |
2,178.0 |
| Low |
2,120.0 |
2,125.0 |
5.0 |
0.2% |
2,096.0 |
| Close |
2,145.0 |
2,130.0 |
-15.0 |
-0.7% |
2,145.0 |
| Range |
40.0 |
49.0 |
9.0 |
22.5% |
82.0 |
| ATR |
54.0 |
53.6 |
-0.4 |
-0.7% |
0.0 |
| Volume |
6,389 |
945 |
-5,444 |
-85.2% |
21,978 |
|
| Daily Pivots for day following 28-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,290.0 |
2,259.0 |
2,157.0 |
|
| R3 |
2,241.0 |
2,210.0 |
2,143.5 |
|
| R2 |
2,192.0 |
2,192.0 |
2,139.0 |
|
| R1 |
2,161.0 |
2,161.0 |
2,134.5 |
2,152.0 |
| PP |
2,143.0 |
2,143.0 |
2,143.0 |
2,138.5 |
| S1 |
2,112.0 |
2,112.0 |
2,125.5 |
2,103.0 |
| S2 |
2,094.0 |
2,094.0 |
2,121.0 |
|
| S3 |
2,045.0 |
2,063.0 |
2,116.5 |
|
| S4 |
1,996.0 |
2,014.0 |
2,103.1 |
|
|
| 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% |
44.8 |
2.1% |
41% |
False |
False |
4,523 |
| 10 |
2,192.0 |
2,084.0 |
108.0 |
5.1% |
49.3 |
2.3% |
43% |
False |
False |
3,387 |
| 20 |
2,290.0 |
2,084.0 |
206.0 |
9.7% |
53.1 |
2.5% |
22% |
False |
False |
6,200 |
| 40 |
2,437.0 |
2,084.0 |
353.0 |
16.6% |
52.8 |
2.5% |
13% |
False |
False |
3,871 |
| 60 |
2,541.0 |
2,084.0 |
457.0 |
21.5% |
48.3 |
2.3% |
10% |
False |
False |
4,274 |
| 80 |
2,541.0 |
2,084.0 |
457.0 |
21.5% |
40.9 |
1.9% |
10% |
False |
False |
3,331 |
| 100 |
2,541.0 |
2,084.0 |
457.0 |
21.5% |
37.2 |
1.7% |
10% |
False |
False |
2,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,382.3 |
|
2.618 |
2,302.3 |
|
1.618 |
2,253.3 |
|
1.000 |
2,223.0 |
|
0.618 |
2,204.3 |
|
HIGH |
2,174.0 |
|
0.618 |
2,155.3 |
|
0.500 |
2,149.5 |
|
0.382 |
2,143.7 |
|
LOW |
2,125.0 |
|
0.618 |
2,094.7 |
|
1.000 |
2,076.0 |
|
1.618 |
2,045.7 |
|
2.618 |
1,996.7 |
|
4.250 |
1,916.8 |
|
|
| Fisher Pivots for day following 28-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,149.5 |
2,135.0 |
| PP |
2,143.0 |
2,133.3 |
| S1 |
2,136.5 |
2,131.7 |
|