| 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 |
1,565.9 |
1,561.7 |
-4.2 |
-0.3% |
1,597.3 |
| High |
1,580.7 |
1,577.5 |
-3.2 |
-0.2% |
1,603.0 |
| Low |
1,557.0 |
1,557.8 |
0.8 |
0.1% |
1,539.1 |
| Close |
1,561.8 |
1,573.3 |
11.5 |
0.7% |
1,573.3 |
| Range |
23.7 |
19.7 |
-4.0 |
-16.9% |
63.9 |
| ATR |
24.1 |
23.8 |
-0.3 |
-1.3% |
0.0 |
| Volume |
1,125 |
2,465 |
1,340 |
119.1% |
7,995 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,628.6 |
1,620.7 |
1,584.1 |
|
| R3 |
1,608.9 |
1,601.0 |
1,578.7 |
|
| R2 |
1,589.2 |
1,589.2 |
1,576.9 |
|
| R1 |
1,581.3 |
1,581.3 |
1,575.1 |
1,585.3 |
| PP |
1,569.5 |
1,569.5 |
1,569.5 |
1,571.5 |
| S1 |
1,561.6 |
1,561.6 |
1,571.5 |
1,565.6 |
| S2 |
1,549.8 |
1,549.8 |
1,569.7 |
|
| S3 |
1,530.1 |
1,541.9 |
1,567.9 |
|
| S4 |
1,510.4 |
1,522.2 |
1,562.5 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,763.5 |
1,732.3 |
1,608.4 |
|
| R3 |
1,699.6 |
1,668.4 |
1,590.9 |
|
| R2 |
1,635.7 |
1,635.7 |
1,585.0 |
|
| R1 |
1,604.5 |
1,604.5 |
1,579.2 |
1,588.2 |
| PP |
1,571.8 |
1,571.8 |
1,571.8 |
1,563.6 |
| S1 |
1,540.6 |
1,540.6 |
1,567.4 |
1,524.3 |
| S2 |
1,507.9 |
1,507.9 |
1,561.6 |
|
| S3 |
1,444.0 |
1,476.7 |
1,555.7 |
|
| S4 |
1,380.1 |
1,412.8 |
1,538.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,603.0 |
1,539.1 |
63.9 |
4.1% |
23.8 |
1.5% |
54% |
False |
False |
1,599 |
| 10 |
1,603.0 |
1,534.3 |
68.7 |
4.4% |
25.5 |
1.6% |
57% |
False |
False |
1,851 |
| 20 |
1,674.4 |
1,534.3 |
140.1 |
8.9% |
21.2 |
1.3% |
28% |
False |
False |
1,525 |
| 40 |
1,686.3 |
1,534.3 |
152.0 |
9.7% |
19.5 |
1.2% |
26% |
False |
False |
1,210 |
| 60 |
1,731.2 |
1,534.3 |
196.9 |
12.5% |
19.4 |
1.2% |
20% |
False |
False |
1,049 |
| 80 |
1,799.5 |
1,534.3 |
265.2 |
16.9% |
18.7 |
1.2% |
15% |
False |
False |
888 |
| 100 |
1,799.5 |
1,534.3 |
265.2 |
16.9% |
17.4 |
1.1% |
15% |
False |
False |
801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,661.2 |
|
2.618 |
1,629.1 |
|
1.618 |
1,609.4 |
|
1.000 |
1,597.2 |
|
0.618 |
1,589.7 |
|
HIGH |
1,577.5 |
|
0.618 |
1,570.0 |
|
0.500 |
1,567.7 |
|
0.382 |
1,565.3 |
|
LOW |
1,557.8 |
|
0.618 |
1,545.6 |
|
1.000 |
1,538.1 |
|
1.618 |
1,525.9 |
|
2.618 |
1,506.2 |
|
4.250 |
1,474.1 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,571.4 |
1,568.8 |
| PP |
1,569.5 |
1,564.4 |
| S1 |
1,567.7 |
1,559.9 |
|