| 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 |
6,377.0 |
6,303.0 |
-74.0 |
-1.2% |
6,284.0 |
| High |
6,400.0 |
6,326.0 |
-74.0 |
-1.2% |
6,450.5 |
| Low |
6,265.0 |
6,213.5 |
-51.5 |
-0.8% |
6,250.0 |
| Close |
6,287.5 |
6,243.5 |
-44.0 |
-0.7% |
6,349.0 |
| Range |
135.0 |
112.5 |
-22.5 |
-16.7% |
200.5 |
| ATR |
135.0 |
133.4 |
-1.6 |
-1.2% |
0.0 |
| Volume |
1,945 |
873 |
-1,072 |
-55.1% |
13,835 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,598.5 |
6,533.5 |
6,305.4 |
|
| R3 |
6,486.0 |
6,421.0 |
6,274.4 |
|
| R2 |
6,373.5 |
6,373.5 |
6,264.1 |
|
| R1 |
6,308.5 |
6,308.5 |
6,253.8 |
6,284.8 |
| PP |
6,261.0 |
6,261.0 |
6,261.0 |
6,249.1 |
| S1 |
6,196.0 |
6,196.0 |
6,233.2 |
6,172.3 |
| S2 |
6,148.5 |
6,148.5 |
6,222.9 |
|
| S3 |
6,036.0 |
6,083.5 |
6,212.6 |
|
| S4 |
5,923.5 |
5,971.0 |
6,181.6 |
|
|
| 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 |
6,213.5 |
231.0 |
3.7% |
118.3 |
1.9% |
13% |
False |
True |
2,056 |
| 10 |
6,450.5 |
6,213.5 |
237.0 |
3.8% |
112.7 |
1.8% |
13% |
False |
True |
1,798 |
| 20 |
6,692.5 |
6,213.5 |
479.0 |
7.7% |
127.4 |
2.0% |
6% |
False |
True |
1,080 |
| 40 |
7,103.5 |
6,213.5 |
890.0 |
14.3% |
136.0 |
2.2% |
3% |
False |
True |
651 |
| 60 |
7,217.5 |
6,213.5 |
1,004.0 |
16.1% |
126.5 |
2.0% |
3% |
False |
True |
1,140 |
| 80 |
7,217.5 |
6,213.5 |
1,004.0 |
16.1% |
112.1 |
1.8% |
3% |
False |
True |
873 |
| 100 |
7,217.5 |
6,100.0 |
1,117.5 |
17.9% |
101.4 |
1.6% |
13% |
False |
False |
705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,804.1 |
|
2.618 |
6,620.5 |
|
1.618 |
6,508.0 |
|
1.000 |
6,438.5 |
|
0.618 |
6,395.5 |
|
HIGH |
6,326.0 |
|
0.618 |
6,283.0 |
|
0.500 |
6,269.8 |
|
0.382 |
6,256.5 |
|
LOW |
6,213.5 |
|
0.618 |
6,144.0 |
|
1.000 |
6,101.0 |
|
1.618 |
6,031.5 |
|
2.618 |
5,919.0 |
|
4.250 |
5,735.4 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,269.8 |
6,329.0 |
| PP |
6,261.0 |
6,300.5 |
| S1 |
6,252.3 |
6,272.0 |
|