| Trading Metrics calculated at close of trading on 24-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,810.0 |
2,789.0 |
-21.0 |
-0.7% |
2,843.0 |
| High |
2,810.0 |
2,809.0 |
-1.0 |
0.0% |
2,894.0 |
| Low |
2,778.0 |
2,779.0 |
1.0 |
0.0% |
2,823.0 |
| Close |
2,792.0 |
2,793.0 |
1.0 |
0.0% |
2,836.0 |
| Range |
32.0 |
30.0 |
-2.0 |
-6.3% |
71.0 |
| ATR |
49.9 |
48.5 |
-1.4 |
-2.9% |
0.0 |
| Volume |
1,517,599 |
1,159,980 |
-357,619 |
-23.6% |
5,316,537 |
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,883.7 |
2,868.3 |
2,809.5 |
|
| R3 |
2,853.7 |
2,838.3 |
2,801.3 |
|
| R2 |
2,823.7 |
2,823.7 |
2,798.5 |
|
| R1 |
2,808.3 |
2,808.3 |
2,795.8 |
2,816.0 |
| PP |
2,793.7 |
2,793.7 |
2,793.7 |
2,797.5 |
| S1 |
2,778.3 |
2,778.3 |
2,790.3 |
2,786.0 |
| S2 |
2,763.7 |
2,763.7 |
2,787.5 |
|
| S3 |
2,733.7 |
2,748.3 |
2,784.8 |
|
| S4 |
2,703.7 |
2,718.3 |
2,776.5 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,064.0 |
3,021.0 |
2,875.1 |
|
| R3 |
2,993.0 |
2,950.0 |
2,855.5 |
|
| R2 |
2,922.0 |
2,922.0 |
2,849.0 |
|
| R1 |
2,879.0 |
2,879.0 |
2,842.5 |
2,865.0 |
| PP |
2,851.0 |
2,851.0 |
2,851.0 |
2,844.0 |
| S1 |
2,808.0 |
2,808.0 |
2,829.5 |
2,794.0 |
| S2 |
2,780.0 |
2,780.0 |
2,823.0 |
|
| S3 |
2,709.0 |
2,737.0 |
2,816.5 |
|
| S4 |
2,638.0 |
2,666.0 |
2,797.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,894.0 |
2,778.0 |
116.0 |
4.2% |
42.0 |
1.5% |
13% |
False |
False |
1,344,438 |
| 10 |
2,934.0 |
2,778.0 |
156.0 |
5.6% |
46.4 |
1.7% |
10% |
False |
False |
1,196,623 |
| 20 |
2,980.0 |
2,778.0 |
202.0 |
7.2% |
46.3 |
1.7% |
7% |
False |
False |
1,153,689 |
| 40 |
2,980.0 |
2,759.0 |
221.0 |
7.9% |
41.4 |
1.5% |
15% |
False |
False |
1,035,355 |
| 60 |
2,980.0 |
2,590.0 |
390.0 |
14.0% |
46.9 |
1.7% |
52% |
False |
False |
922,769 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.6% |
44.8 |
1.6% |
50% |
False |
False |
693,043 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.6% |
44.8 |
1.6% |
50% |
False |
False |
554,679 |
| 120 |
2,998.0 |
2,590.0 |
408.0 |
14.6% |
43.1 |
1.5% |
50% |
False |
False |
463,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,936.5 |
|
2.618 |
2,887.5 |
|
1.618 |
2,857.5 |
|
1.000 |
2,839.0 |
|
0.618 |
2,827.5 |
|
HIGH |
2,809.0 |
|
0.618 |
2,797.5 |
|
0.500 |
2,794.0 |
|
0.382 |
2,790.5 |
|
LOW |
2,779.0 |
|
0.618 |
2,760.5 |
|
1.000 |
2,749.0 |
|
1.618 |
2,730.5 |
|
2.618 |
2,700.5 |
|
4.250 |
2,651.5 |
|
|
| Fisher Pivots for day following 24-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,794.0 |
2,836.0 |
| PP |
2,793.7 |
2,821.7 |
| S1 |
2,793.3 |
2,807.3 |
|