| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
6,413.5 |
6,384.0 |
-29.5 |
-0.5% |
6,284.0 |
| High |
6,430.0 |
6,444.5 |
14.5 |
0.2% |
6,450.5 |
| Low |
6,318.0 |
6,339.5 |
21.5 |
0.3% |
6,250.0 |
| Close |
6,328.5 |
6,405.5 |
77.0 |
1.2% |
6,349.0 |
| Range |
112.0 |
105.0 |
-7.0 |
-6.3% |
200.5 |
| ATR |
136.0 |
134.6 |
-1.4 |
-1.1% |
0.0 |
| Volume |
123 |
936 |
813 |
661.0% |
13,835 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,711.5 |
6,663.5 |
6,463.3 |
|
| R3 |
6,606.5 |
6,558.5 |
6,434.4 |
|
| R2 |
6,501.5 |
6,501.5 |
6,424.8 |
|
| R1 |
6,453.5 |
6,453.5 |
6,415.1 |
6,477.5 |
| PP |
6,396.5 |
6,396.5 |
6,396.5 |
6,408.5 |
| S1 |
6,348.5 |
6,348.5 |
6,395.9 |
6,372.5 |
| S2 |
6,291.5 |
6,291.5 |
6,386.3 |
|
| S3 |
6,186.5 |
6,243.5 |
6,376.6 |
|
| S4 |
6,081.5 |
6,138.5 |
6,347.8 |
|
|
| 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 |
6,444.5 |
6,250.0 |
194.5 |
3.0% |
112.5 |
1.8% |
80% |
True |
False |
2,438 |
| 10 |
6,451.0 |
6,227.5 |
223.5 |
3.5% |
117.1 |
1.8% |
80% |
False |
False |
1,614 |
| 20 |
6,885.0 |
6,227.5 |
657.5 |
10.3% |
132.7 |
2.1% |
27% |
False |
False |
969 |
| 40 |
7,110.0 |
6,227.5 |
882.5 |
13.8% |
135.6 |
2.1% |
20% |
False |
False |
590 |
| 60 |
7,217.5 |
6,227.5 |
990.0 |
15.5% |
123.5 |
1.9% |
18% |
False |
False |
1,099 |
| 80 |
7,217.5 |
6,227.5 |
990.0 |
15.5% |
110.1 |
1.7% |
18% |
False |
False |
838 |
| 100 |
7,217.5 |
6,049.0 |
1,168.5 |
18.2% |
99.2 |
1.5% |
31% |
False |
False |
677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,890.8 |
|
2.618 |
6,719.4 |
|
1.618 |
6,614.4 |
|
1.000 |
6,549.5 |
|
0.618 |
6,509.4 |
|
HIGH |
6,444.5 |
|
0.618 |
6,404.4 |
|
0.500 |
6,392.0 |
|
0.382 |
6,379.6 |
|
LOW |
6,339.5 |
|
0.618 |
6,274.6 |
|
1.000 |
6,234.5 |
|
1.618 |
6,169.6 |
|
2.618 |
6,064.6 |
|
4.250 |
5,893.3 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,401.0 |
6,391.8 |
| PP |
6,396.5 |
6,378.0 |
| S1 |
6,392.0 |
6,364.3 |
|