| 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 |
2,315.50 |
2,300.75 |
-14.75 |
-0.6% |
2,366.00 |
| High |
2,324.25 |
2,320.75 |
-3.50 |
-0.2% |
2,373.25 |
| Low |
2,298.75 |
2,281.00 |
-17.75 |
-0.8% |
2,318.25 |
| Close |
2,301.75 |
2,309.50 |
7.75 |
0.3% |
2,343.50 |
| Range |
25.50 |
39.75 |
14.25 |
55.9% |
55.00 |
| ATR |
32.29 |
32.82 |
0.53 |
1.6% |
0.00 |
| Volume |
244,139 |
261,109 |
16,970 |
7.0% |
1,462,166 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,423.00 |
2,406.00 |
2,331.25 |
|
| R3 |
2,383.25 |
2,366.25 |
2,320.50 |
|
| R2 |
2,343.50 |
2,343.50 |
2,316.75 |
|
| R1 |
2,326.50 |
2,326.50 |
2,313.25 |
2,335.00 |
| PP |
2,303.75 |
2,303.75 |
2,303.75 |
2,308.00 |
| S1 |
2,286.75 |
2,286.75 |
2,305.75 |
2,295.25 |
| S2 |
2,264.00 |
2,264.00 |
2,302.25 |
|
| S3 |
2,224.25 |
2,247.00 |
2,298.50 |
|
| S4 |
2,184.50 |
2,207.25 |
2,287.75 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,510.00 |
2,481.75 |
2,373.75 |
|
| R3 |
2,455.00 |
2,426.75 |
2,358.50 |
|
| R2 |
2,400.00 |
2,400.00 |
2,353.50 |
|
| R1 |
2,371.75 |
2,371.75 |
2,348.50 |
2,358.50 |
| PP |
2,345.00 |
2,345.00 |
2,345.00 |
2,338.25 |
| S1 |
2,316.75 |
2,316.75 |
2,338.50 |
2,303.50 |
| S2 |
2,290.00 |
2,290.00 |
2,333.50 |
|
| S3 |
2,235.00 |
2,261.75 |
2,328.50 |
|
| S4 |
2,180.00 |
2,206.75 |
2,313.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,373.25 |
2,281.00 |
92.25 |
4.0% |
30.75 |
1.3% |
31% |
False |
True |
247,812 |
| 10 |
2,414.25 |
2,281.00 |
133.25 |
5.8% |
34.25 |
1.5% |
21% |
False |
True |
280,435 |
| 20 |
2,428.00 |
2,281.00 |
147.00 |
6.4% |
32.00 |
1.4% |
19% |
False |
True |
283,966 |
| 40 |
2,428.00 |
2,250.25 |
177.75 |
7.7% |
30.75 |
1.3% |
33% |
False |
False |
266,908 |
| 60 |
2,428.00 |
2,185.75 |
242.25 |
10.5% |
35.25 |
1.5% |
51% |
False |
False |
253,199 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.5% |
34.00 |
1.5% |
51% |
False |
False |
189,966 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.5% |
33.50 |
1.4% |
51% |
False |
False |
152,005 |
| 120 |
2,428.00 |
2,175.00 |
253.00 |
11.0% |
29.75 |
1.3% |
53% |
False |
False |
126,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,489.75 |
|
2.618 |
2,424.75 |
|
1.618 |
2,385.00 |
|
1.000 |
2,360.50 |
|
0.618 |
2,345.25 |
|
HIGH |
2,320.75 |
|
0.618 |
2,305.50 |
|
0.500 |
2,301.00 |
|
0.382 |
2,296.25 |
|
LOW |
2,281.00 |
|
0.618 |
2,256.50 |
|
1.000 |
2,241.25 |
|
1.618 |
2,216.75 |
|
2.618 |
2,177.00 |
|
4.250 |
2,112.00 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,306.50 |
2,312.00 |
| PP |
2,303.75 |
2,311.00 |
| S1 |
2,301.00 |
2,310.25 |
|