| 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 |
2,813.0 |
2,789.0 |
-24.0 |
-0.9% |
2,849.0 |
| High |
2,813.0 |
2,806.0 |
-7.0 |
-0.2% |
2,893.0 |
| Low |
2,780.0 |
2,779.0 |
-1.0 |
0.0% |
2,825.0 |
| Close |
2,791.0 |
2,792.0 |
1.0 |
0.0% |
2,836.0 |
| Range |
33.0 |
27.0 |
-6.0 |
-18.2% |
68.0 |
| ATR |
46.6 |
45.2 |
-1.4 |
-3.0% |
0.0 |
| Volume |
630 |
8,402 |
7,772 |
1,233.7% |
82,394 |
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,873.3 |
2,859.7 |
2,806.9 |
|
| R3 |
2,846.3 |
2,832.7 |
2,799.4 |
|
| R2 |
2,819.3 |
2,819.3 |
2,797.0 |
|
| R1 |
2,805.7 |
2,805.7 |
2,794.5 |
2,812.5 |
| PP |
2,792.3 |
2,792.3 |
2,792.3 |
2,795.8 |
| S1 |
2,778.7 |
2,778.7 |
2,789.5 |
2,785.5 |
| S2 |
2,765.3 |
2,765.3 |
2,787.1 |
|
| S3 |
2,738.3 |
2,751.7 |
2,784.6 |
|
| S4 |
2,711.3 |
2,724.7 |
2,777.2 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,055.3 |
3,013.7 |
2,873.4 |
|
| R3 |
2,987.3 |
2,945.7 |
2,854.7 |
|
| R2 |
2,919.3 |
2,919.3 |
2,848.5 |
|
| R1 |
2,877.7 |
2,877.7 |
2,842.2 |
2,864.5 |
| PP |
2,851.3 |
2,851.3 |
2,851.3 |
2,844.8 |
| S1 |
2,809.7 |
2,809.7 |
2,829.8 |
2,796.5 |
| S2 |
2,783.3 |
2,783.3 |
2,823.5 |
|
| S3 |
2,715.3 |
2,741.7 |
2,817.3 |
|
| S4 |
2,647.3 |
2,673.7 |
2,798.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,893.0 |
2,779.0 |
114.0 |
4.1% |
39.8 |
1.4% |
11% |
False |
True |
2,027 |
| 10 |
2,933.0 |
2,779.0 |
154.0 |
5.5% |
43.0 |
1.5% |
8% |
False |
True |
10,656 |
| 20 |
2,975.0 |
2,779.0 |
196.0 |
7.0% |
42.7 |
1.5% |
7% |
False |
True |
20,947 |
| 40 |
2,975.0 |
2,758.0 |
217.0 |
7.8% |
37.9 |
1.4% |
16% |
False |
False |
21,219 |
| 60 |
2,975.0 |
2,591.0 |
384.0 |
13.8% |
43.4 |
1.6% |
52% |
False |
False |
19,219 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
14.6% |
40.2 |
1.4% |
49% |
False |
False |
14,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,920.8 |
|
2.618 |
2,876.7 |
|
1.618 |
2,849.7 |
|
1.000 |
2,833.0 |
|
0.618 |
2,822.7 |
|
HIGH |
2,806.0 |
|
0.618 |
2,795.7 |
|
0.500 |
2,792.5 |
|
0.382 |
2,789.3 |
|
LOW |
2,779.0 |
|
0.618 |
2,762.3 |
|
1.000 |
2,752.0 |
|
1.618 |
2,735.3 |
|
2.618 |
2,708.3 |
|
4.250 |
2,664.3 |
|
|
| Fisher Pivots for day following 24-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,792.5 |
2,836.0 |
| PP |
2,792.3 |
2,821.3 |
| S1 |
2,792.2 |
2,806.7 |
|