| Trading Metrics calculated at close of trading on 25-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,789.0 |
2,760.0 |
-29.0 |
-1.0% |
2,843.0 |
| High |
2,809.0 |
2,821.0 |
12.0 |
0.4% |
2,894.0 |
| Low |
2,779.0 |
2,755.0 |
-24.0 |
-0.9% |
2,823.0 |
| Close |
2,793.0 |
2,809.0 |
16.0 |
0.6% |
2,836.0 |
| Range |
30.0 |
66.0 |
36.0 |
120.0% |
71.0 |
| ATR |
48.5 |
49.8 |
1.2 |
2.6% |
0.0 |
| Volume |
1,159,980 |
1,318,112 |
158,132 |
13.6% |
5,316,537 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,993.0 |
2,967.0 |
2,845.3 |
|
| R3 |
2,927.0 |
2,901.0 |
2,827.2 |
|
| R2 |
2,861.0 |
2,861.0 |
2,821.1 |
|
| R1 |
2,835.0 |
2,835.0 |
2,815.1 |
2,848.0 |
| PP |
2,795.0 |
2,795.0 |
2,795.0 |
2,801.5 |
| S1 |
2,769.0 |
2,769.0 |
2,803.0 |
2,782.0 |
| S2 |
2,729.0 |
2,729.0 |
2,796.9 |
|
| S3 |
2,663.0 |
2,703.0 |
2,790.9 |
|
| S4 |
2,597.0 |
2,637.0 |
2,772.7 |
|
|
| 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 |
2,755.0 |
139.0 |
4.9% |
48.4 |
1.7% |
39% |
False |
True |
1,392,304 |
| 10 |
2,915.0 |
2,755.0 |
160.0 |
5.7% |
47.8 |
1.7% |
34% |
False |
True |
1,217,460 |
| 20 |
2,980.0 |
2,755.0 |
225.0 |
8.0% |
46.8 |
1.7% |
24% |
False |
True |
1,173,758 |
| 40 |
2,980.0 |
2,755.0 |
225.0 |
8.0% |
42.3 |
1.5% |
24% |
False |
True |
1,050,037 |
| 60 |
2,980.0 |
2,590.0 |
390.0 |
13.9% |
46.9 |
1.7% |
56% |
False |
False |
944,713 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.5% |
45.0 |
1.6% |
54% |
False |
False |
709,509 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.5% |
45.1 |
1.6% |
54% |
False |
False |
567,859 |
| 120 |
2,998.0 |
2,590.0 |
408.0 |
14.5% |
42.9 |
1.5% |
54% |
False |
False |
474,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,101.5 |
|
2.618 |
2,993.8 |
|
1.618 |
2,927.8 |
|
1.000 |
2,887.0 |
|
0.618 |
2,861.8 |
|
HIGH |
2,821.0 |
|
0.618 |
2,795.8 |
|
0.500 |
2,788.0 |
|
0.382 |
2,780.2 |
|
LOW |
2,755.0 |
|
0.618 |
2,714.2 |
|
1.000 |
2,689.0 |
|
1.618 |
2,648.2 |
|
2.618 |
2,582.2 |
|
4.250 |
2,474.5 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,802.0 |
2,802.0 |
| PP |
2,795.0 |
2,795.0 |
| S1 |
2,788.0 |
2,788.0 |
|