| 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 |
12,464 |
12,538 |
74 |
0.6% |
12,335 |
| High |
12,543 |
12,586 |
43 |
0.3% |
12,586 |
| Low |
12,389 |
12,401 |
12 |
0.1% |
12,286 |
| Close |
12,536 |
12,429 |
-107 |
-0.9% |
12,429 |
| Range |
154 |
185 |
31 |
20.1% |
300 |
| ATR |
167 |
169 |
1 |
0.8% |
0 |
| Volume |
174,744 |
135,469 |
-39,275 |
-22.5% |
787,594 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,027 |
12,913 |
12,531 |
|
| R3 |
12,842 |
12,728 |
12,480 |
|
| R2 |
12,657 |
12,657 |
12,463 |
|
| R1 |
12,543 |
12,543 |
12,446 |
12,508 |
| PP |
12,472 |
12,472 |
12,472 |
12,454 |
| S1 |
12,358 |
12,358 |
12,412 |
12,323 |
| S2 |
12,287 |
12,287 |
12,395 |
|
| S3 |
12,102 |
12,173 |
12,378 |
|
| S4 |
11,917 |
11,988 |
12,327 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,334 |
13,181 |
12,594 |
|
| R3 |
13,034 |
12,881 |
12,512 |
|
| R2 |
12,734 |
12,734 |
12,484 |
|
| R1 |
12,581 |
12,581 |
12,457 |
12,658 |
| PP |
12,434 |
12,434 |
12,434 |
12,472 |
| S1 |
12,281 |
12,281 |
12,402 |
12,358 |
| S2 |
12,134 |
12,134 |
12,374 |
|
| S3 |
11,834 |
11,981 |
12,347 |
|
| S4 |
11,534 |
11,681 |
12,264 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,586 |
12,286 |
300 |
2.4% |
172 |
1.4% |
48% |
True |
False |
157,518 |
| 10 |
12,798 |
12,286 |
512 |
4.1% |
177 |
1.4% |
28% |
False |
False |
169,624 |
| 20 |
13,284 |
12,286 |
998 |
8.0% |
171 |
1.4% |
14% |
False |
False |
150,707 |
| 40 |
13,284 |
12,286 |
998 |
8.0% |
164 |
1.3% |
14% |
False |
False |
135,061 |
| 60 |
13,284 |
12,286 |
998 |
8.0% |
151 |
1.2% |
14% |
False |
False |
116,833 |
| 80 |
13,284 |
12,286 |
998 |
8.0% |
136 |
1.1% |
14% |
False |
False |
87,634 |
| 100 |
13,284 |
12,170 |
1,114 |
9.0% |
125 |
1.0% |
23% |
False |
False |
70,109 |
| 120 |
13,284 |
11,639 |
1,645 |
13.2% |
121 |
1.0% |
48% |
False |
False |
58,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,372 |
|
2.618 |
13,070 |
|
1.618 |
12,885 |
|
1.000 |
12,771 |
|
0.618 |
12,700 |
|
HIGH |
12,586 |
|
0.618 |
12,515 |
|
0.500 |
12,494 |
|
0.382 |
12,472 |
|
LOW |
12,401 |
|
0.618 |
12,287 |
|
1.000 |
12,216 |
|
1.618 |
12,102 |
|
2.618 |
11,917 |
|
4.250 |
11,615 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,494 |
12,436 |
| PP |
12,472 |
12,434 |
| S1 |
12,451 |
12,431 |
|