| 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 |
1,557.6 |
1,568.1 |
10.5 |
0.7% |
1,597.3 |
| High |
1,572.9 |
1,575.9 |
3.0 |
0.2% |
1,603.0 |
| Low |
1,534.5 |
1,555.7 |
21.2 |
1.4% |
1,539.1 |
| Close |
1,568.0 |
1,566.4 |
-1.6 |
-0.1% |
1,573.3 |
| Range |
38.4 |
20.2 |
-18.2 |
-47.4% |
63.9 |
| ATR |
25.7 |
25.3 |
-0.4 |
-1.5% |
0.0 |
| Volume |
3,170 |
4,824 |
1,654 |
52.2% |
7,995 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,626.6 |
1,616.7 |
1,577.5 |
|
| R3 |
1,606.4 |
1,596.5 |
1,572.0 |
|
| R2 |
1,586.2 |
1,586.2 |
1,570.1 |
|
| R1 |
1,576.3 |
1,576.3 |
1,568.3 |
1,571.2 |
| PP |
1,566.0 |
1,566.0 |
1,566.0 |
1,563.4 |
| S1 |
1,556.1 |
1,556.1 |
1,564.5 |
1,551.0 |
| S2 |
1,545.8 |
1,545.8 |
1,562.7 |
|
| S3 |
1,525.6 |
1,535.9 |
1,560.8 |
|
| S4 |
1,505.4 |
1,515.7 |
1,555.3 |
|
|
| 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% |
27.6 |
1.8% |
61% |
False |
False |
2,680 |
| 10 |
1,603.0 |
1,534.5 |
68.5 |
4.4% |
28.0 |
1.8% |
47% |
False |
False |
2,601 |
| 20 |
1,657.3 |
1,534.3 |
123.0 |
7.9% |
24.0 |
1.5% |
26% |
False |
False |
1,794 |
| 40 |
1,685.3 |
1,534.3 |
151.0 |
9.6% |
20.4 |
1.3% |
21% |
False |
False |
1,425 |
| 60 |
1,719.4 |
1,534.3 |
185.1 |
11.8% |
20.1 |
1.3% |
17% |
False |
False |
1,143 |
| 80 |
1,799.5 |
1,534.3 |
265.2 |
16.9% |
19.3 |
1.2% |
12% |
False |
False |
994 |
| 100 |
1,799.5 |
1,534.3 |
265.2 |
16.9% |
17.9 |
1.1% |
12% |
False |
False |
883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,661.8 |
|
2.618 |
1,628.8 |
|
1.618 |
1,608.6 |
|
1.000 |
1,596.1 |
|
0.618 |
1,588.4 |
|
HIGH |
1,575.9 |
|
0.618 |
1,568.2 |
|
0.500 |
1,565.8 |
|
0.382 |
1,563.4 |
|
LOW |
1,555.7 |
|
0.618 |
1,543.2 |
|
1.000 |
1,535.5 |
|
1.618 |
1,523.0 |
|
2.618 |
1,502.8 |
|
4.250 |
1,469.9 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,566.2 |
1,564.5 |
| PP |
1,566.0 |
1,562.5 |
| S1 |
1,565.8 |
1,560.6 |
|