| 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 |
1,573.5 |
1,568.7 |
-4.8 |
-0.3% |
1,590.5 |
| High |
1,573.5 |
1,584.0 |
10.5 |
0.7% |
1,603.3 |
| Low |
1,539.8 |
1,558.0 |
18.2 |
1.2% |
1,535.4 |
| Close |
1,554.7 |
1,564.0 |
9.3 |
0.6% |
1,598.3 |
| Range |
33.7 |
26.0 |
-7.7 |
-22.8% |
67.9 |
| ATR |
25.5 |
25.7 |
0.3 |
1.1% |
0.0 |
| Volume |
5,348 |
17,924 |
12,576 |
235.2% |
29,736 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,646.7 |
1,631.3 |
1,578.3 |
|
| R3 |
1,620.7 |
1,605.3 |
1,571.2 |
|
| R2 |
1,594.7 |
1,594.7 |
1,568.8 |
|
| R1 |
1,579.3 |
1,579.3 |
1,566.4 |
1,574.0 |
| PP |
1,568.7 |
1,568.7 |
1,568.7 |
1,566.0 |
| S1 |
1,553.3 |
1,553.3 |
1,561.6 |
1,548.0 |
| S2 |
1,542.7 |
1,542.7 |
1,559.2 |
|
| S3 |
1,516.7 |
1,527.3 |
1,556.9 |
|
| S4 |
1,490.7 |
1,501.3 |
1,549.7 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,782.7 |
1,758.4 |
1,635.6 |
|
| R3 |
1,714.8 |
1,690.5 |
1,617.0 |
|
| R2 |
1,646.9 |
1,646.9 |
1,610.7 |
|
| R1 |
1,622.6 |
1,622.6 |
1,604.5 |
1,634.8 |
| PP |
1,579.0 |
1,579.0 |
1,579.0 |
1,585.1 |
| S1 |
1,554.7 |
1,554.7 |
1,592.1 |
1,566.9 |
| S2 |
1,511.1 |
1,511.1 |
1,585.9 |
|
| S3 |
1,443.2 |
1,486.8 |
1,579.6 |
|
| S4 |
1,375.3 |
1,418.9 |
1,561.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,605.0 |
1,539.8 |
65.2 |
4.2% |
26.8 |
1.7% |
37% |
False |
False |
7,096 |
| 10 |
1,605.0 |
1,535.4 |
69.6 |
4.5% |
26.4 |
1.7% |
41% |
False |
False |
6,518 |
| 20 |
1,678.6 |
1,535.4 |
143.2 |
9.2% |
23.1 |
1.5% |
20% |
False |
False |
5,189 |
| 40 |
1,691.6 |
1,535.4 |
156.2 |
10.0% |
21.4 |
1.4% |
18% |
False |
False |
3,895 |
| 60 |
1,735.5 |
1,535.4 |
200.1 |
12.8% |
22.6 |
1.4% |
14% |
False |
False |
3,358 |
| 80 |
1,800.9 |
1,535.4 |
265.5 |
17.0% |
23.8 |
1.5% |
11% |
False |
False |
2,948 |
| 100 |
1,800.9 |
1,535.4 |
265.5 |
17.0% |
23.6 |
1.5% |
11% |
False |
False |
2,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,694.5 |
|
2.618 |
1,652.1 |
|
1.618 |
1,626.1 |
|
1.000 |
1,610.0 |
|
0.618 |
1,600.1 |
|
HIGH |
1,584.0 |
|
0.618 |
1,574.1 |
|
0.500 |
1,571.0 |
|
0.382 |
1,567.9 |
|
LOW |
1,558.0 |
|
0.618 |
1,541.9 |
|
1.000 |
1,532.0 |
|
1.618 |
1,515.9 |
|
2.618 |
1,489.9 |
|
4.250 |
1,447.5 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,571.0 |
1,570.2 |
| PP |
1,568.7 |
1,568.1 |
| S1 |
1,566.3 |
1,566.1 |
|