| 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 |
2,879.0 |
2,810.0 |
-69.0 |
-2.4% |
2,843.0 |
| High |
2,894.0 |
2,810.0 |
-84.0 |
-2.9% |
2,894.0 |
| Low |
2,826.0 |
2,778.0 |
-48.0 |
-1.7% |
2,823.0 |
| Close |
2,836.0 |
2,792.0 |
-44.0 |
-1.6% |
2,836.0 |
| Range |
68.0 |
32.0 |
-36.0 |
-52.9% |
71.0 |
| ATR |
49.3 |
49.9 |
0.6 |
1.3% |
0.0 |
| Volume |
1,562,749 |
1,517,599 |
-45,150 |
-2.9% |
5,316,537 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,889.3 |
2,872.7 |
2,809.6 |
|
| R3 |
2,857.3 |
2,840.7 |
2,800.8 |
|
| R2 |
2,825.3 |
2,825.3 |
2,797.9 |
|
| R1 |
2,808.7 |
2,808.7 |
2,794.9 |
2,801.0 |
| PP |
2,793.3 |
2,793.3 |
2,793.3 |
2,789.5 |
| S1 |
2,776.7 |
2,776.7 |
2,789.1 |
2,769.0 |
| S2 |
2,761.3 |
2,761.3 |
2,786.1 |
|
| S3 |
2,729.3 |
2,744.7 |
2,783.2 |
|
| S4 |
2,697.3 |
2,712.7 |
2,774.4 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,064.0 |
3,021.0 |
2,875.1 |
|
| R3 |
2,993.0 |
2,950.0 |
2,855.5 |
|
| R2 |
2,922.0 |
2,922.0 |
2,849.0 |
|
| R1 |
2,879.0 |
2,879.0 |
2,842.5 |
2,865.0 |
| PP |
2,851.0 |
2,851.0 |
2,851.0 |
2,844.0 |
| S1 |
2,808.0 |
2,808.0 |
2,829.5 |
2,794.0 |
| S2 |
2,780.0 |
2,780.0 |
2,823.0 |
|
| S3 |
2,709.0 |
2,737.0 |
2,816.5 |
|
| S4 |
2,638.0 |
2,666.0 |
2,797.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,894.0 |
2,778.0 |
116.0 |
4.2% |
45.4 |
1.6% |
12% |
False |
True |
1,112,442 |
| 10 |
2,934.0 |
2,778.0 |
156.0 |
5.6% |
49.2 |
1.8% |
9% |
False |
True |
1,203,445 |
| 20 |
2,980.0 |
2,778.0 |
202.0 |
7.2% |
46.7 |
1.7% |
7% |
False |
True |
1,125,950 |
| 40 |
2,980.0 |
2,759.0 |
221.0 |
7.9% |
41.3 |
1.5% |
15% |
False |
False |
1,026,548 |
| 60 |
2,980.0 |
2,590.0 |
390.0 |
14.0% |
47.0 |
1.7% |
52% |
False |
False |
903,726 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.6% |
45.3 |
1.6% |
50% |
False |
False |
678,557 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.6% |
45.1 |
1.6% |
50% |
False |
False |
543,089 |
| 120 |
2,998.0 |
2,590.0 |
408.0 |
14.6% |
43.4 |
1.6% |
50% |
False |
False |
453,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,946.0 |
|
2.618 |
2,893.8 |
|
1.618 |
2,861.8 |
|
1.000 |
2,842.0 |
|
0.618 |
2,829.8 |
|
HIGH |
2,810.0 |
|
0.618 |
2,797.8 |
|
0.500 |
2,794.0 |
|
0.382 |
2,790.2 |
|
LOW |
2,778.0 |
|
0.618 |
2,758.2 |
|
1.000 |
2,746.0 |
|
1.618 |
2,726.2 |
|
2.618 |
2,694.2 |
|
4.250 |
2,642.0 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,794.0 |
2,836.0 |
| PP |
2,793.3 |
2,821.3 |
| S1 |
2,792.7 |
2,806.7 |
|