| 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 |
7,200.0 |
7,130.0 |
-70.0 |
-1.0% |
7,348.0 |
| High |
7,202.0 |
7,209.0 |
7.0 |
0.1% |
7,429.0 |
| Low |
7,107.0 |
7,121.0 |
14.0 |
0.2% |
7,232.5 |
| Close |
7,139.0 |
7,150.0 |
11.0 |
0.2% |
7,271.5 |
| Range |
95.0 |
88.0 |
-7.0 |
-7.4% |
196.5 |
| ATR |
126.1 |
123.3 |
-2.7 |
-2.2% |
0.0 |
| Volume |
143,635 |
141,285 |
-2,350 |
-1.6% |
593,903 |
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,424.0 |
7,375.0 |
7,198.4 |
|
| R3 |
7,336.0 |
7,287.0 |
7,174.2 |
|
| R2 |
7,248.0 |
7,248.0 |
7,166.1 |
|
| R1 |
7,199.0 |
7,199.0 |
7,158.1 |
7,223.5 |
| PP |
7,160.0 |
7,160.0 |
7,160.0 |
7,172.3 |
| S1 |
7,111.0 |
7,111.0 |
7,141.9 |
7,135.5 |
| S2 |
7,072.0 |
7,072.0 |
7,133.9 |
|
| S3 |
6,984.0 |
7,023.0 |
7,125.8 |
|
| S4 |
6,896.0 |
6,935.0 |
7,101.6 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,900.5 |
7,782.5 |
7,379.6 |
|
| R3 |
7,704.0 |
7,586.0 |
7,325.5 |
|
| R2 |
7,507.5 |
7,507.5 |
7,307.5 |
|
| R1 |
7,389.5 |
7,389.5 |
7,289.5 |
7,350.3 |
| PP |
7,311.0 |
7,311.0 |
7,311.0 |
7,291.4 |
| S1 |
7,193.0 |
7,193.0 |
7,253.5 |
7,153.8 |
| S2 |
7,114.5 |
7,114.5 |
7,235.5 |
|
| S3 |
6,918.0 |
6,996.5 |
7,217.5 |
|
| S4 |
6,721.5 |
6,800.0 |
7,163.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,429.0 |
7,107.0 |
322.0 |
4.5% |
111.6 |
1.6% |
13% |
False |
False |
145,870 |
| 10 |
7,579.5 |
7,107.0 |
472.5 |
6.6% |
123.4 |
1.7% |
9% |
False |
False |
133,534 |
| 20 |
7,624.0 |
7,107.0 |
517.0 |
7.2% |
117.5 |
1.6% |
8% |
False |
False |
130,714 |
| 40 |
7,624.0 |
6,885.0 |
739.0 |
10.3% |
100.3 |
1.4% |
36% |
False |
False |
118,521 |
| 60 |
7,624.0 |
6,436.0 |
1,188.0 |
16.6% |
112.3 |
1.6% |
60% |
False |
False |
102,296 |
| 80 |
7,624.0 |
6,436.0 |
1,188.0 |
16.6% |
102.1 |
1.4% |
60% |
False |
False |
76,982 |
| 100 |
7,624.0 |
6,436.0 |
1,188.0 |
16.6% |
97.1 |
1.4% |
60% |
False |
False |
61,655 |
| 120 |
7,624.0 |
6,436.0 |
1,188.0 |
16.6% |
89.9 |
1.3% |
60% |
False |
False |
51,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,583.0 |
|
2.618 |
7,439.4 |
|
1.618 |
7,351.4 |
|
1.000 |
7,297.0 |
|
0.618 |
7,263.4 |
|
HIGH |
7,209.0 |
|
0.618 |
7,175.4 |
|
0.500 |
7,165.0 |
|
0.382 |
7,154.6 |
|
LOW |
7,121.0 |
|
0.618 |
7,066.6 |
|
1.000 |
7,033.0 |
|
1.618 |
6,978.6 |
|
2.618 |
6,890.6 |
|
4.250 |
6,747.0 |
|
|
| Fisher Pivots for day following 24-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
7,165.0 |
7,262.3 |
| PP |
7,160.0 |
7,224.8 |
| S1 |
7,155.0 |
7,187.4 |
|