| 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 |
1,581.3 |
1,559.8 |
-21.5 |
-1.4% |
1,599.5 |
| High |
1,590.3 |
1,575.5 |
-14.8 |
-0.9% |
1,605.0 |
| Low |
1,554.0 |
1,537.3 |
-16.7 |
-1.1% |
1,539.8 |
| Close |
1,555.5 |
1,570.3 |
14.8 |
1.0% |
1,575.5 |
| Range |
36.3 |
38.2 |
1.9 |
5.2% |
65.2 |
| ATR |
26.2 |
27.1 |
0.9 |
3.3% |
0.0 |
| Volume |
7,934 |
20,152 |
12,218 |
154.0% |
39,220 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,675.6 |
1,661.2 |
1,591.3 |
|
| R3 |
1,637.4 |
1,623.0 |
1,580.8 |
|
| R2 |
1,599.2 |
1,599.2 |
1,577.3 |
|
| R1 |
1,584.8 |
1,584.8 |
1,573.8 |
1,592.0 |
| PP |
1,561.0 |
1,561.0 |
1,561.0 |
1,564.7 |
| S1 |
1,546.6 |
1,546.6 |
1,566.8 |
1,553.8 |
| S2 |
1,522.8 |
1,522.8 |
1,563.3 |
|
| S3 |
1,484.6 |
1,508.4 |
1,559.8 |
|
| S4 |
1,446.4 |
1,470.2 |
1,549.3 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,769.0 |
1,737.5 |
1,611.4 |
|
| R3 |
1,703.8 |
1,672.3 |
1,593.4 |
|
| R2 |
1,638.6 |
1,638.6 |
1,587.5 |
|
| R1 |
1,607.1 |
1,607.1 |
1,581.5 |
1,590.3 |
| PP |
1,573.4 |
1,573.4 |
1,573.4 |
1,565.0 |
| S1 |
1,541.9 |
1,541.9 |
1,569.5 |
1,525.1 |
| S2 |
1,508.2 |
1,508.2 |
1,563.5 |
|
| S3 |
1,443.0 |
1,476.7 |
1,557.6 |
|
| S4 |
1,377.8 |
1,411.5 |
1,539.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,590.3 |
1,537.3 |
53.0 |
3.4% |
31.2 |
2.0% |
62% |
False |
True |
11,738 |
| 10 |
1,605.0 |
1,535.4 |
69.6 |
4.4% |
28.8 |
1.8% |
50% |
False |
False |
8,403 |
| 20 |
1,669.9 |
1,535.4 |
134.5 |
8.6% |
25.5 |
1.6% |
26% |
False |
False |
6,590 |
| 40 |
1,688.2 |
1,535.4 |
152.8 |
9.7% |
22.5 |
1.4% |
23% |
False |
False |
4,564 |
| 60 |
1,725.2 |
1,535.4 |
189.8 |
12.1% |
23.1 |
1.5% |
18% |
False |
False |
3,825 |
| 80 |
1,800.9 |
1,535.4 |
265.5 |
16.9% |
24.1 |
1.5% |
13% |
False |
False |
3,329 |
| 100 |
1,800.9 |
1,535.4 |
265.5 |
16.9% |
23.7 |
1.5% |
13% |
False |
False |
3,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,737.9 |
|
2.618 |
1,675.5 |
|
1.618 |
1,637.3 |
|
1.000 |
1,613.7 |
|
0.618 |
1,599.1 |
|
HIGH |
1,575.5 |
|
0.618 |
1,560.9 |
|
0.500 |
1,556.4 |
|
0.382 |
1,551.9 |
|
LOW |
1,537.3 |
|
0.618 |
1,513.7 |
|
1.000 |
1,499.1 |
|
1.618 |
1,475.5 |
|
2.618 |
1,437.3 |
|
4.250 |
1,375.0 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,565.7 |
1,568.1 |
| PP |
1,561.0 |
1,566.0 |
| S1 |
1,556.4 |
1,563.8 |
|