| 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 |
1,517.2 |
1,526.2 |
9.0 |
0.6% |
1,494.6 |
| High |
1,529.0 |
1,532.5 |
3.5 |
0.2% |
1,515.8 |
| Low |
1,513.2 |
1,521.3 |
8.1 |
0.5% |
1,471.1 |
| Close |
1,523.3 |
1,526.7 |
3.4 |
0.2% |
1,508.9 |
| Range |
15.8 |
11.2 |
-4.6 |
-29.1% |
44.7 |
| ATR |
23.9 |
23.0 |
-0.9 |
-3.8% |
0.0 |
| Volume |
207,833 |
180,958 |
-26,875 |
-12.9% |
768,777 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,560.4 |
1,554.8 |
1,532.9 |
|
| R3 |
1,549.2 |
1,543.6 |
1,529.8 |
|
| R2 |
1,538.0 |
1,538.0 |
1,528.8 |
|
| R1 |
1,532.4 |
1,532.4 |
1,527.7 |
1,535.2 |
| PP |
1,526.8 |
1,526.8 |
1,526.8 |
1,528.3 |
| S1 |
1,521.2 |
1,521.2 |
1,525.7 |
1,524.0 |
| S2 |
1,515.6 |
1,515.6 |
1,524.6 |
|
| S3 |
1,504.4 |
1,510.0 |
1,523.6 |
|
| S4 |
1,493.2 |
1,498.8 |
1,520.5 |
|
|
| 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 |
1,532.5 |
1,485.8 |
46.7 |
3.1% |
17.1 |
1.1% |
88% |
True |
False |
180,885 |
| 10 |
1,532.5 |
1,471.1 |
61.4 |
4.0% |
21.2 |
1.4% |
91% |
True |
False |
170,914 |
| 20 |
1,577.4 |
1,462.5 |
114.9 |
7.5% |
26.6 |
1.7% |
56% |
False |
False |
184,278 |
| 40 |
1,577.4 |
1,413.1 |
164.3 |
10.8% |
22.1 |
1.4% |
69% |
False |
False |
158,311 |
| 60 |
1,577.4 |
1,382.4 |
195.0 |
12.8% |
21.1 |
1.4% |
74% |
False |
False |
115,646 |
| 80 |
1,577.4 |
1,327.0 |
250.4 |
16.4% |
19.9 |
1.3% |
80% |
False |
False |
88,116 |
| 100 |
1,577.4 |
1,310.9 |
266.5 |
17.5% |
20.1 |
1.3% |
81% |
False |
False |
71,283 |
| 120 |
1,577.4 |
1,310.9 |
266.5 |
17.5% |
19.7 |
1.3% |
81% |
False |
False |
59,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,580.1 |
|
2.618 |
1,561.8 |
|
1.618 |
1,550.6 |
|
1.000 |
1,543.7 |
|
0.618 |
1,539.4 |
|
HIGH |
1,532.5 |
|
0.618 |
1,528.2 |
|
0.500 |
1,526.9 |
|
0.382 |
1,525.6 |
|
LOW |
1,521.3 |
|
0.618 |
1,514.4 |
|
1.000 |
1,510.1 |
|
1.618 |
1,503.2 |
|
2.618 |
1,492.0 |
|
4.250 |
1,473.7 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,526.9 |
1,523.8 |
| PP |
1,526.8 |
1,521.0 |
| S1 |
1,526.8 |
1,518.1 |
|