| 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 |
1,513.5 |
1,518.4 |
4.9 |
0.3% |
1,494.0 |
| High |
1,520.0 |
1,529.9 |
9.9 |
0.7% |
1,517.0 |
| Low |
1,504.9 |
1,514.2 |
9.3 |
0.6% |
1,472.6 |
| Close |
1,516.5 |
1,524.3 |
7.8 |
0.5% |
1,510.0 |
| Range |
15.1 |
15.7 |
0.6 |
4.0% |
44.4 |
| ATR |
23.8 |
23.2 |
-0.6 |
-2.4% |
0.0 |
| Volume |
49,211 |
103,291 |
54,080 |
109.9% |
95,722 |
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,569.9 |
1,562.8 |
1,532.9 |
|
| R3 |
1,554.2 |
1,547.1 |
1,528.6 |
|
| R2 |
1,538.5 |
1,538.5 |
1,527.2 |
|
| R1 |
1,531.4 |
1,531.4 |
1,525.7 |
1,535.0 |
| PP |
1,522.8 |
1,522.8 |
1,522.8 |
1,524.6 |
| S1 |
1,515.7 |
1,515.7 |
1,522.9 |
1,519.3 |
| S2 |
1,507.1 |
1,507.1 |
1,521.4 |
|
| S3 |
1,491.4 |
1,500.0 |
1,520.0 |
|
| S4 |
1,475.7 |
1,484.3 |
1,515.7 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,633.1 |
1,615.9 |
1,534.4 |
|
| R3 |
1,588.7 |
1,571.5 |
1,522.2 |
|
| R2 |
1,544.3 |
1,544.3 |
1,518.1 |
|
| R1 |
1,527.1 |
1,527.1 |
1,514.1 |
1,535.7 |
| PP |
1,499.9 |
1,499.9 |
1,499.9 |
1,504.2 |
| S1 |
1,482.7 |
1,482.7 |
1,505.9 |
1,491.3 |
| S2 |
1,455.5 |
1,455.5 |
1,501.9 |
|
| S3 |
1,411.1 |
1,438.3 |
1,497.8 |
|
| S4 |
1,366.7 |
1,393.9 |
1,485.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,529.9 |
1,486.2 |
43.7 |
2.9% |
17.6 |
1.2% |
87% |
True |
False |
45,363 |
| 10 |
1,529.9 |
1,472.6 |
57.3 |
3.8% |
22.6 |
1.5% |
90% |
True |
False |
28,795 |
| 20 |
1,577.7 |
1,464.1 |
113.6 |
7.5% |
26.6 |
1.7% |
53% |
False |
False |
19,506 |
| 40 |
1,577.7 |
1,414.5 |
163.2 |
10.7% |
21.2 |
1.4% |
67% |
False |
False |
12,167 |
| 60 |
1,577.7 |
1,389.8 |
187.9 |
12.3% |
19.8 |
1.3% |
72% |
False |
False |
8,748 |
| 80 |
1,577.7 |
1,328.2 |
249.5 |
16.4% |
18.2 |
1.2% |
79% |
False |
False |
6,885 |
| 100 |
1,577.7 |
1,314.2 |
263.5 |
17.3% |
18.2 |
1.2% |
80% |
False |
False |
5,662 |
| 120 |
1,577.7 |
1,314.2 |
263.5 |
17.3% |
17.2 |
1.1% |
80% |
False |
False |
4,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,596.6 |
|
2.618 |
1,571.0 |
|
1.618 |
1,555.3 |
|
1.000 |
1,545.6 |
|
0.618 |
1,539.6 |
|
HIGH |
1,529.9 |
|
0.618 |
1,523.9 |
|
0.500 |
1,522.1 |
|
0.382 |
1,520.2 |
|
LOW |
1,514.2 |
|
0.618 |
1,504.5 |
|
1.000 |
1,498.5 |
|
1.618 |
1,488.8 |
|
2.618 |
1,473.1 |
|
4.250 |
1,447.5 |
|
|
| Fisher Pivots for day following 24-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,523.6 |
1,519.2 |
| PP |
1,522.8 |
1,514.0 |
| S1 |
1,522.1 |
1,508.9 |
|