| 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 |
2,145.0 |
2,132.0 |
-13.0 |
-0.6% |
2,111.0 |
| High |
2,156.0 |
2,148.0 |
-8.0 |
-0.4% |
2,178.0 |
| Low |
2,120.0 |
2,094.0 |
-26.0 |
-1.2% |
2,096.0 |
| Close |
2,144.0 |
2,101.0 |
-43.0 |
-2.0% |
2,145.0 |
| Range |
36.0 |
54.0 |
18.0 |
50.0% |
82.0 |
| ATR |
52.4 |
52.5 |
0.1 |
0.2% |
0.0 |
| Volume |
53,068 |
22,657 |
-30,411 |
-57.3% |
21,978 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,276.3 |
2,242.7 |
2,130.7 |
|
| R3 |
2,222.3 |
2,188.7 |
2,115.9 |
|
| R2 |
2,168.3 |
2,168.3 |
2,110.9 |
|
| R1 |
2,134.7 |
2,134.7 |
2,106.0 |
2,124.5 |
| PP |
2,114.3 |
2,114.3 |
2,114.3 |
2,109.3 |
| S1 |
2,080.7 |
2,080.7 |
2,096.1 |
2,070.5 |
| S2 |
2,060.3 |
2,060.3 |
2,091.1 |
|
| S3 |
2,006.3 |
2,026.7 |
2,086.2 |
|
| S4 |
1,952.3 |
1,972.7 |
2,071.3 |
|
|
| 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 |
2,174.0 |
2,094.0 |
80.0 |
3.8% |
45.6 |
2.2% |
9% |
False |
True |
16,716 |
| 10 |
2,178.0 |
2,084.0 |
94.0 |
4.5% |
46.6 |
2.2% |
18% |
False |
False |
10,658 |
| 20 |
2,271.0 |
2,084.0 |
187.0 |
8.9% |
52.1 |
2.5% |
9% |
False |
False |
9,942 |
| 40 |
2,437.0 |
2,084.0 |
353.0 |
16.8% |
53.1 |
2.5% |
5% |
False |
False |
5,758 |
| 60 |
2,541.0 |
2,084.0 |
457.0 |
21.8% |
48.6 |
2.3% |
4% |
False |
False |
5,446 |
| 80 |
2,541.0 |
2,084.0 |
457.0 |
21.8% |
41.9 |
2.0% |
4% |
False |
False |
4,221 |
| 100 |
2,541.0 |
2,084.0 |
457.0 |
21.8% |
37.5 |
1.8% |
4% |
False |
False |
3,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,377.5 |
|
2.618 |
2,289.4 |
|
1.618 |
2,235.4 |
|
1.000 |
2,202.0 |
|
0.618 |
2,181.4 |
|
HIGH |
2,148.0 |
|
0.618 |
2,127.4 |
|
0.500 |
2,121.0 |
|
0.382 |
2,114.6 |
|
LOW |
2,094.0 |
|
0.618 |
2,060.6 |
|
1.000 |
2,040.0 |
|
1.618 |
2,006.6 |
|
2.618 |
1,952.6 |
|
4.250 |
1,864.5 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,121.0 |
2,134.0 |
| PP |
2,114.3 |
2,123.0 |
| S1 |
2,107.7 |
2,112.0 |
|