| Trading Metrics calculated at close of trading on 23-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1,493.5 |
1,512.8 |
19.3 |
1.3% |
1,494.6 |
| High |
1,515.8 |
1,519.0 |
3.2 |
0.2% |
1,515.8 |
| Low |
1,486.4 |
1,503.7 |
17.3 |
1.2% |
1,471.1 |
| Close |
1,508.9 |
1,515.4 |
6.5 |
0.4% |
1,508.9 |
| Range |
29.4 |
15.3 |
-14.1 |
-48.0% |
44.7 |
| ATR |
25.3 |
24.5 |
-0.7 |
-2.8% |
0.0 |
| Volume |
186,074 |
178,916 |
-7,158 |
-3.8% |
768,777 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,558.6 |
1,552.3 |
1,523.8 |
|
| R3 |
1,543.3 |
1,537.0 |
1,519.6 |
|
| R2 |
1,528.0 |
1,528.0 |
1,518.2 |
|
| R1 |
1,521.7 |
1,521.7 |
1,516.8 |
1,524.9 |
| PP |
1,512.7 |
1,512.7 |
1,512.7 |
1,514.3 |
| S1 |
1,506.4 |
1,506.4 |
1,514.0 |
1,509.6 |
| S2 |
1,497.4 |
1,497.4 |
1,512.6 |
|
| S3 |
1,482.1 |
1,491.1 |
1,511.2 |
|
| S4 |
1,466.8 |
1,475.8 |
1,507.0 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,632.7 |
1,615.5 |
1,533.5 |
|
| R3 |
1,588.0 |
1,570.8 |
1,521.2 |
|
| R2 |
1,543.3 |
1,543.3 |
1,517.1 |
|
| R1 |
1,526.1 |
1,526.1 |
1,513.0 |
1,534.7 |
| PP |
1,498.6 |
1,498.6 |
1,498.6 |
1,502.9 |
| S1 |
1,481.4 |
1,481.4 |
1,504.8 |
1,490.0 |
| S2 |
1,453.9 |
1,453.9 |
1,500.7 |
|
| S3 |
1,409.2 |
1,436.7 |
1,496.6 |
|
| S4 |
1,364.5 |
1,392.0 |
1,484.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,519.0 |
1,471.1 |
47.9 |
3.2% |
20.0 |
1.3% |
92% |
True |
False |
165,531 |
| 10 |
1,526.8 |
1,471.1 |
55.7 |
3.7% |
23.1 |
1.5% |
80% |
False |
False |
164,366 |
| 20 |
1,577.4 |
1,462.5 |
114.9 |
7.6% |
27.5 |
1.8% |
46% |
False |
False |
179,602 |
| 40 |
1,577.4 |
1,411.5 |
165.9 |
10.9% |
22.3 |
1.5% |
63% |
False |
False |
154,176 |
| 60 |
1,577.4 |
1,382.4 |
195.0 |
12.9% |
21.2 |
1.4% |
68% |
False |
False |
109,558 |
| 80 |
1,577.4 |
1,310.9 |
266.5 |
17.6% |
20.3 |
1.3% |
77% |
False |
False |
83,453 |
| 100 |
1,577.4 |
1,310.9 |
266.5 |
17.6% |
20.1 |
1.3% |
77% |
False |
False |
67,418 |
| 120 |
1,577.4 |
1,310.9 |
266.5 |
17.6% |
19.7 |
1.3% |
77% |
False |
False |
56,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,584.0 |
|
2.618 |
1,559.1 |
|
1.618 |
1,543.8 |
|
1.000 |
1,534.3 |
|
0.618 |
1,528.5 |
|
HIGH |
1,519.0 |
|
0.618 |
1,513.2 |
|
0.500 |
1,511.4 |
|
0.382 |
1,509.5 |
|
LOW |
1,503.7 |
|
0.618 |
1,494.2 |
|
1.000 |
1,488.4 |
|
1.618 |
1,478.9 |
|
2.618 |
1,463.6 |
|
4.250 |
1,438.7 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,514.1 |
1,511.1 |
| PP |
1,512.7 |
1,506.7 |
| S1 |
1,511.4 |
1,502.4 |
|