| 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 |
1,512.8 |
1,517.2 |
4.4 |
0.3% |
1,494.6 |
| High |
1,519.0 |
1,529.0 |
10.0 |
0.7% |
1,515.8 |
| Low |
1,503.7 |
1,513.2 |
9.5 |
0.6% |
1,471.1 |
| Close |
1,515.4 |
1,523.3 |
7.9 |
0.5% |
1,508.9 |
| Range |
15.3 |
15.8 |
0.5 |
3.3% |
44.7 |
| ATR |
24.5 |
23.9 |
-0.6 |
-2.5% |
0.0 |
| Volume |
178,916 |
207,833 |
28,917 |
16.2% |
768,777 |
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,569.2 |
1,562.1 |
1,532.0 |
|
| R3 |
1,553.4 |
1,546.3 |
1,527.6 |
|
| R2 |
1,537.6 |
1,537.6 |
1,526.2 |
|
| R1 |
1,530.5 |
1,530.5 |
1,524.7 |
1,534.1 |
| PP |
1,521.8 |
1,521.8 |
1,521.8 |
1,523.6 |
| S1 |
1,514.7 |
1,514.7 |
1,521.9 |
1,518.3 |
| S2 |
1,506.0 |
1,506.0 |
1,520.4 |
|
| S3 |
1,490.2 |
1,498.9 |
1,519.0 |
|
| S4 |
1,474.4 |
1,483.1 |
1,514.6 |
|
|
| 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 |
1,529.0 |
1,484.6 |
44.4 |
2.9% |
17.9 |
1.2% |
87% |
True |
False |
171,520 |
| 10 |
1,529.0 |
1,471.1 |
57.9 |
3.8% |
23.2 |
1.5% |
90% |
True |
False |
171,729 |
| 20 |
1,577.4 |
1,462.5 |
114.9 |
7.5% |
27.5 |
1.8% |
53% |
False |
False |
183,249 |
| 40 |
1,577.4 |
1,412.1 |
165.3 |
10.9% |
22.2 |
1.5% |
67% |
False |
False |
156,888 |
| 60 |
1,577.4 |
1,382.4 |
195.0 |
12.8% |
21.3 |
1.4% |
72% |
False |
False |
112,913 |
| 80 |
1,577.4 |
1,325.3 |
252.1 |
16.5% |
20.1 |
1.3% |
79% |
False |
False |
85,951 |
| 100 |
1,577.4 |
1,310.9 |
266.5 |
17.5% |
20.1 |
1.3% |
80% |
False |
False |
69,484 |
| 120 |
1,577.4 |
1,310.9 |
266.5 |
17.5% |
19.7 |
1.3% |
80% |
False |
False |
58,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,596.2 |
|
2.618 |
1,570.4 |
|
1.618 |
1,554.6 |
|
1.000 |
1,544.8 |
|
0.618 |
1,538.8 |
|
HIGH |
1,529.0 |
|
0.618 |
1,523.0 |
|
0.500 |
1,521.1 |
|
0.382 |
1,519.2 |
|
LOW |
1,513.2 |
|
0.618 |
1,503.4 |
|
1.000 |
1,497.4 |
|
1.618 |
1,487.6 |
|
2.618 |
1,471.8 |
|
4.250 |
1,446.1 |
|
|
| Fisher Pivots for day following 24-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,522.6 |
1,518.1 |
| PP |
1,521.8 |
1,512.9 |
| S1 |
1,521.1 |
1,507.7 |
|