| 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 |
6,295.0 |
6,413.5 |
118.5 |
1.9% |
6,284.0 |
| High |
6,411.0 |
6,430.0 |
19.0 |
0.3% |
6,450.5 |
| Low |
6,284.0 |
6,318.0 |
34.0 |
0.5% |
6,250.0 |
| Close |
6,349.0 |
6,328.5 |
-20.5 |
-0.3% |
6,349.0 |
| Range |
127.0 |
112.0 |
-15.0 |
-11.8% |
200.5 |
| ATR |
137.9 |
136.0 |
-1.8 |
-1.3% |
0.0 |
| Volume |
6,403 |
123 |
-6,280 |
-98.1% |
13,835 |
|
| Daily Pivots for day following 28-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,694.8 |
6,623.7 |
6,390.1 |
|
| R3 |
6,582.8 |
6,511.7 |
6,359.3 |
|
| R2 |
6,470.8 |
6,470.8 |
6,349.0 |
|
| R1 |
6,399.7 |
6,399.7 |
6,338.8 |
6,379.3 |
| PP |
6,358.8 |
6,358.8 |
6,358.8 |
6,348.6 |
| S1 |
6,287.7 |
6,287.7 |
6,318.2 |
6,267.3 |
| S2 |
6,246.8 |
6,246.8 |
6,308.0 |
|
| S3 |
6,134.8 |
6,175.7 |
6,297.7 |
|
| S4 |
6,022.8 |
6,063.7 |
6,266.9 |
|
|
| 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% |
109.4 |
1.7% |
39% |
False |
False |
2,460 |
| 10 |
6,517.5 |
6,227.5 |
290.0 |
4.6% |
122.1 |
1.9% |
35% |
False |
False |
1,576 |
| 20 |
6,885.0 |
6,227.5 |
657.5 |
10.4% |
132.1 |
2.1% |
15% |
False |
False |
930 |
| 40 |
7,110.0 |
6,227.5 |
882.5 |
13.9% |
136.3 |
2.2% |
11% |
False |
False |
574 |
| 60 |
7,217.5 |
6,227.5 |
990.0 |
15.6% |
123.0 |
1.9% |
10% |
False |
False |
1,083 |
| 80 |
7,217.5 |
6,227.5 |
990.0 |
15.6% |
108.9 |
1.7% |
10% |
False |
False |
827 |
| 100 |
7,217.5 |
6,049.0 |
1,168.5 |
18.5% |
98.8 |
1.6% |
24% |
False |
False |
668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,906.0 |
|
2.618 |
6,723.2 |
|
1.618 |
6,611.2 |
|
1.000 |
6,542.0 |
|
0.618 |
6,499.2 |
|
HIGH |
6,430.0 |
|
0.618 |
6,387.2 |
|
0.500 |
6,374.0 |
|
0.382 |
6,360.8 |
|
LOW |
6,318.0 |
|
0.618 |
6,248.8 |
|
1.000 |
6,206.0 |
|
1.618 |
6,136.8 |
|
2.618 |
6,024.8 |
|
4.250 |
5,842.0 |
|
|
| Fisher Pivots for day following 28-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,374.0 |
6,340.0 |
| PP |
6,358.8 |
6,336.2 |
| S1 |
6,343.7 |
6,332.3 |
|