| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1,308.00 |
1,308.25 |
0.25 |
0.0% |
1,339.75 |
| High |
1,312.50 |
1,317.00 |
4.50 |
0.3% |
1,344.25 |
| Low |
1,287.75 |
1,300.00 |
12.25 |
1.0% |
1,283.25 |
| Close |
1,309.25 |
1,316.00 |
6.75 |
0.5% |
1,284.50 |
| Range |
24.75 |
17.00 |
-7.75 |
-31.3% |
61.00 |
| ATR |
20.12 |
19.90 |
-0.22 |
-1.1% |
0.00 |
| Volume |
8,330 |
14,867 |
6,537 |
78.5% |
17,025 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,362.00 |
1,356.00 |
1,325.25 |
|
| R3 |
1,345.00 |
1,339.00 |
1,320.75 |
|
| R2 |
1,328.00 |
1,328.00 |
1,319.00 |
|
| R1 |
1,322.00 |
1,322.00 |
1,317.50 |
1,325.00 |
| PP |
1,311.00 |
1,311.00 |
1,311.00 |
1,312.50 |
| S1 |
1,305.00 |
1,305.00 |
1,314.50 |
1,308.00 |
| S2 |
1,294.00 |
1,294.00 |
1,313.00 |
|
| S3 |
1,277.00 |
1,288.00 |
1,311.25 |
|
| S4 |
1,260.00 |
1,271.00 |
1,306.75 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,487.00 |
1,446.75 |
1,318.00 |
|
| R3 |
1,426.00 |
1,385.75 |
1,301.25 |
|
| R2 |
1,365.00 |
1,365.00 |
1,295.75 |
|
| R1 |
1,324.75 |
1,324.75 |
1,290.00 |
1,314.50 |
| PP |
1,304.00 |
1,304.00 |
1,304.00 |
1,298.75 |
| S1 |
1,263.75 |
1,263.75 |
1,279.00 |
1,253.50 |
| S2 |
1,243.00 |
1,243.00 |
1,273.25 |
|
| S3 |
1,182.00 |
1,202.75 |
1,267.75 |
|
| S4 |
1,121.00 |
1,141.75 |
1,251.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,320.25 |
1,281.50 |
38.75 |
2.9% |
21.75 |
1.7% |
89% |
False |
False |
8,345 |
| 10 |
1,356.50 |
1,281.50 |
75.00 |
5.7% |
21.25 |
1.6% |
46% |
False |
False |
5,352 |
| 20 |
1,405.00 |
1,281.50 |
123.50 |
9.4% |
20.25 |
1.5% |
28% |
False |
False |
3,708 |
| 40 |
1,411.50 |
1,281.50 |
130.00 |
9.9% |
18.50 |
1.4% |
27% |
False |
False |
2,574 |
| 60 |
1,413.50 |
1,281.50 |
132.00 |
10.0% |
16.75 |
1.3% |
26% |
False |
False |
2,020 |
| 80 |
1,413.50 |
1,281.50 |
132.00 |
10.0% |
14.75 |
1.1% |
26% |
False |
False |
1,521 |
| 100 |
1,413.50 |
1,256.25 |
157.25 |
11.9% |
13.25 |
1.0% |
38% |
False |
False |
1,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,389.25 |
|
2.618 |
1,361.50 |
|
1.618 |
1,344.50 |
|
1.000 |
1,334.00 |
|
0.618 |
1,327.50 |
|
HIGH |
1,317.00 |
|
0.618 |
1,310.50 |
|
0.500 |
1,308.50 |
|
0.382 |
1,306.50 |
|
LOW |
1,300.00 |
|
0.618 |
1,289.50 |
|
1.000 |
1,283.00 |
|
1.618 |
1,272.50 |
|
2.618 |
1,255.50 |
|
4.250 |
1,227.75 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,313.50 |
1,312.00 |
| PP |
1,311.00 |
1,308.00 |
| S1 |
1,308.50 |
1,304.00 |
|