| Trading Metrics calculated at close of trading on 26-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,760.0 |
2,818.0 |
58.0 |
2.1% |
2,843.0 |
| High |
2,821.0 |
2,828.0 |
7.0 |
0.2% |
2,894.0 |
| Low |
2,755.0 |
2,781.0 |
26.0 |
0.9% |
2,823.0 |
| Close |
2,809.0 |
2,816.0 |
7.0 |
0.2% |
2,836.0 |
| Range |
66.0 |
47.0 |
-19.0 |
-28.8% |
71.0 |
| ATR |
49.8 |
49.6 |
-0.2 |
-0.4% |
0.0 |
| Volume |
1,318,112 |
1,419,188 |
101,076 |
7.7% |
5,316,537 |
|
| Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,949.3 |
2,929.7 |
2,841.9 |
|
| R3 |
2,902.3 |
2,882.7 |
2,828.9 |
|
| R2 |
2,855.3 |
2,855.3 |
2,824.6 |
|
| R1 |
2,835.7 |
2,835.7 |
2,820.3 |
2,822.0 |
| PP |
2,808.3 |
2,808.3 |
2,808.3 |
2,801.5 |
| S1 |
2,788.7 |
2,788.7 |
2,811.7 |
2,775.0 |
| S2 |
2,761.3 |
2,761.3 |
2,807.4 |
|
| S3 |
2,714.3 |
2,741.7 |
2,803.1 |
|
| S4 |
2,667.3 |
2,694.7 |
2,790.2 |
|
|
| 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 |
2,755.0 |
139.0 |
4.9% |
48.6 |
1.7% |
44% |
False |
False |
1,395,525 |
| 10 |
2,915.0 |
2,755.0 |
160.0 |
5.7% |
47.9 |
1.7% |
38% |
False |
False |
1,209,424 |
| 20 |
2,980.0 |
2,755.0 |
225.0 |
8.0% |
47.7 |
1.7% |
27% |
False |
False |
1,195,401 |
| 40 |
2,980.0 |
2,755.0 |
225.0 |
8.0% |
42.5 |
1.5% |
27% |
False |
False |
1,061,809 |
| 60 |
2,980.0 |
2,590.0 |
390.0 |
13.8% |
46.3 |
1.6% |
58% |
False |
False |
968,035 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.5% |
44.9 |
1.6% |
55% |
False |
False |
727,172 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.5% |
45.2 |
1.6% |
55% |
False |
False |
582,048 |
| 120 |
2,998.0 |
2,590.0 |
408.0 |
14.5% |
43.0 |
1.5% |
55% |
False |
False |
486,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,027.8 |
|
2.618 |
2,951.0 |
|
1.618 |
2,904.0 |
|
1.000 |
2,875.0 |
|
0.618 |
2,857.0 |
|
HIGH |
2,828.0 |
|
0.618 |
2,810.0 |
|
0.500 |
2,804.5 |
|
0.382 |
2,799.0 |
|
LOW |
2,781.0 |
|
0.618 |
2,752.0 |
|
1.000 |
2,734.0 |
|
1.618 |
2,705.0 |
|
2.618 |
2,658.0 |
|
4.250 |
2,581.3 |
|
|
| Fisher Pivots for day following 26-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,812.2 |
2,807.8 |
| PP |
2,808.3 |
2,799.7 |
| S1 |
2,804.5 |
2,791.5 |
|