| 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 |
6,352.5 |
6,295.0 |
-57.5 |
-0.9% |
6,284.0 |
| High |
6,356.0 |
6,411.0 |
55.0 |
0.9% |
6,450.5 |
| Low |
6,250.0 |
6,284.0 |
34.0 |
0.5% |
6,250.0 |
| Close |
6,327.5 |
6,349.0 |
21.5 |
0.3% |
6,349.0 |
| Range |
106.0 |
127.0 |
21.0 |
19.8% |
200.5 |
| ATR |
138.7 |
137.9 |
-0.8 |
-0.6% |
0.0 |
| Volume |
4,074 |
6,403 |
2,329 |
57.2% |
13,835 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,729.0 |
6,666.0 |
6,418.9 |
|
| R3 |
6,602.0 |
6,539.0 |
6,383.9 |
|
| R2 |
6,475.0 |
6,475.0 |
6,372.3 |
|
| R1 |
6,412.0 |
6,412.0 |
6,360.6 |
6,443.5 |
| PP |
6,348.0 |
6,348.0 |
6,348.0 |
6,363.8 |
| S1 |
6,285.0 |
6,285.0 |
6,337.4 |
6,316.5 |
| S2 |
6,221.0 |
6,221.0 |
6,325.7 |
|
| S3 |
6,094.0 |
6,158.0 |
6,314.1 |
|
| S4 |
5,967.0 |
6,031.0 |
6,279.2 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,951.3 |
6,850.7 |
6,459.3 |
|
| R3 |
6,750.8 |
6,650.2 |
6,404.1 |
|
| R2 |
6,550.3 |
6,550.3 |
6,385.8 |
|
| R1 |
6,449.7 |
6,449.7 |
6,367.4 |
6,500.0 |
| PP |
6,349.8 |
6,349.8 |
6,349.8 |
6,375.0 |
| S1 |
6,249.2 |
6,249.2 |
6,330.6 |
6,299.5 |
| S2 |
6,149.3 |
6,149.3 |
6,312.2 |
|
| S3 |
5,948.8 |
6,048.7 |
6,293.9 |
|
| S4 |
5,748.3 |
5,848.2 |
6,238.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,450.5 |
6,250.0 |
200.5 |
3.2% |
111.1 |
1.7% |
49% |
False |
False |
2,767 |
| 10 |
6,526.5 |
6,227.5 |
299.0 |
4.7% |
120.5 |
1.9% |
41% |
False |
False |
1,582 |
| 20 |
6,885.0 |
6,227.5 |
657.5 |
10.4% |
135.3 |
2.1% |
18% |
False |
False |
945 |
| 40 |
7,127.0 |
6,227.5 |
899.5 |
14.2% |
137.4 |
2.2% |
14% |
False |
False |
575 |
| 60 |
7,217.5 |
6,227.5 |
990.0 |
15.6% |
123.0 |
1.9% |
12% |
False |
False |
1,083 |
| 80 |
7,217.5 |
6,227.5 |
990.0 |
15.6% |
109.4 |
1.7% |
12% |
False |
False |
826 |
| 100 |
7,217.5 |
6,049.0 |
1,168.5 |
18.4% |
98.2 |
1.5% |
26% |
False |
False |
667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,950.8 |
|
2.618 |
6,743.5 |
|
1.618 |
6,616.5 |
|
1.000 |
6,538.0 |
|
0.618 |
6,489.5 |
|
HIGH |
6,411.0 |
|
0.618 |
6,362.5 |
|
0.500 |
6,347.5 |
|
0.382 |
6,332.5 |
|
LOW |
6,284.0 |
|
0.618 |
6,205.5 |
|
1.000 |
6,157.0 |
|
1.618 |
6,078.5 |
|
2.618 |
5,951.5 |
|
4.250 |
5,744.3 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,348.5 |
6,342.8 |
| PP |
6,348.0 |
6,336.7 |
| S1 |
6,347.5 |
6,330.5 |
|