| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,132.0 |
2,105.0 |
-27.0 |
-1.3% |
2,111.0 |
| High |
2,148.0 |
2,120.0 |
-28.0 |
-1.3% |
2,178.0 |
| Low |
2,094.0 |
2,082.0 |
-12.0 |
-0.6% |
2,096.0 |
| Close |
2,101.0 |
2,094.0 |
-7.0 |
-0.3% |
2,145.0 |
| Range |
54.0 |
38.0 |
-16.0 |
-29.6% |
82.0 |
| ATR |
52.5 |
51.5 |
-1.0 |
-2.0% |
0.0 |
| Volume |
22,657 |
9,480 |
-13,177 |
-58.2% |
21,978 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,212.7 |
2,191.3 |
2,114.9 |
|
| R3 |
2,174.7 |
2,153.3 |
2,104.5 |
|
| R2 |
2,136.7 |
2,136.7 |
2,101.0 |
|
| R1 |
2,115.3 |
2,115.3 |
2,097.5 |
2,107.0 |
| PP |
2,098.7 |
2,098.7 |
2,098.7 |
2,094.5 |
| S1 |
2,077.3 |
2,077.3 |
2,090.5 |
2,069.0 |
| S2 |
2,060.7 |
2,060.7 |
2,087.0 |
|
| S3 |
2,022.7 |
2,039.3 |
2,083.6 |
|
| S4 |
1,984.7 |
2,001.3 |
2,073.1 |
|
|
| 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 |
2,174.0 |
2,082.0 |
92.0 |
4.4% |
43.4 |
2.1% |
13% |
False |
True |
18,507 |
| 10 |
2,178.0 |
2,082.0 |
96.0 |
4.6% |
44.9 |
2.1% |
13% |
False |
True |
10,842 |
| 20 |
2,248.0 |
2,082.0 |
166.0 |
7.9% |
51.3 |
2.4% |
7% |
False |
True |
10,392 |
| 40 |
2,423.0 |
2,082.0 |
341.0 |
16.3% |
52.6 |
2.5% |
4% |
False |
True |
5,994 |
| 60 |
2,541.0 |
2,082.0 |
459.0 |
21.9% |
48.8 |
2.3% |
3% |
False |
True |
5,594 |
| 80 |
2,541.0 |
2,082.0 |
459.0 |
21.9% |
42.3 |
2.0% |
3% |
False |
True |
4,340 |
| 100 |
2,541.0 |
2,082.0 |
459.0 |
21.9% |
37.6 |
1.8% |
3% |
False |
True |
3,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,281.5 |
|
2.618 |
2,219.5 |
|
1.618 |
2,181.5 |
|
1.000 |
2,158.0 |
|
0.618 |
2,143.5 |
|
HIGH |
2,120.0 |
|
0.618 |
2,105.5 |
|
0.500 |
2,101.0 |
|
0.382 |
2,096.5 |
|
LOW |
2,082.0 |
|
0.618 |
2,058.5 |
|
1.000 |
2,044.0 |
|
1.618 |
2,020.5 |
|
2.618 |
1,982.5 |
|
4.250 |
1,920.5 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,101.0 |
2,119.0 |
| PP |
2,098.7 |
2,110.7 |
| S1 |
2,096.3 |
2,102.3 |
|