| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1,580.0 |
1,557.6 |
-22.4 |
-1.4% |
1,597.3 |
| High |
1,586.6 |
1,572.9 |
-13.7 |
-0.9% |
1,603.0 |
| Low |
1,550.5 |
1,534.5 |
-16.0 |
-1.0% |
1,539.1 |
| Close |
1,553.2 |
1,568.0 |
14.8 |
1.0% |
1,573.3 |
| Range |
36.1 |
38.4 |
2.3 |
6.4% |
63.9 |
| ATR |
24.7 |
25.7 |
1.0 |
4.0% |
0.0 |
| Volume |
1,818 |
3,170 |
1,352 |
74.4% |
7,995 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,673.7 |
1,659.2 |
1,589.1 |
|
| R3 |
1,635.3 |
1,620.8 |
1,578.6 |
|
| R2 |
1,596.9 |
1,596.9 |
1,575.0 |
|
| R1 |
1,582.4 |
1,582.4 |
1,571.5 |
1,589.7 |
| PP |
1,558.5 |
1,558.5 |
1,558.5 |
1,562.1 |
| S1 |
1,544.0 |
1,544.0 |
1,564.5 |
1,551.3 |
| S2 |
1,520.1 |
1,520.1 |
1,561.0 |
|
| S3 |
1,481.7 |
1,505.6 |
1,557.4 |
|
| S4 |
1,443.3 |
1,467.2 |
1,546.9 |
|
|
| 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 |
1,586.6 |
1,534.5 |
52.1 |
3.3% |
30.0 |
1.9% |
64% |
False |
True |
2,075 |
| 10 |
1,603.0 |
1,534.3 |
68.7 |
4.4% |
27.9 |
1.8% |
49% |
False |
False |
2,206 |
| 20 |
1,664.0 |
1,534.3 |
129.7 |
8.3% |
23.5 |
1.5% |
26% |
False |
False |
1,664 |
| 40 |
1,686.3 |
1,534.3 |
152.0 |
9.7% |
20.8 |
1.3% |
22% |
False |
False |
1,309 |
| 60 |
1,719.4 |
1,534.3 |
185.1 |
11.8% |
20.1 |
1.3% |
18% |
False |
False |
1,099 |
| 80 |
1,799.5 |
1,534.3 |
265.2 |
16.9% |
19.1 |
1.2% |
13% |
False |
False |
938 |
| 100 |
1,799.5 |
1,534.3 |
265.2 |
16.9% |
17.8 |
1.1% |
13% |
False |
False |
838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,736.1 |
|
2.618 |
1,673.4 |
|
1.618 |
1,635.0 |
|
1.000 |
1,611.3 |
|
0.618 |
1,596.6 |
|
HIGH |
1,572.9 |
|
0.618 |
1,558.2 |
|
0.500 |
1,553.7 |
|
0.382 |
1,549.2 |
|
LOW |
1,534.5 |
|
0.618 |
1,510.8 |
|
1.000 |
1,496.1 |
|
1.618 |
1,472.4 |
|
2.618 |
1,434.0 |
|
4.250 |
1,371.3 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,563.2 |
1,565.5 |
| PP |
1,558.5 |
1,563.0 |
| S1 |
1,553.7 |
1,560.6 |
|