| 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 |
7,130.0 |
7,078.0 |
-52.0 |
-0.7% |
7,348.0 |
| High |
7,209.0 |
7,207.5 |
-1.5 |
0.0% |
7,429.0 |
| Low |
7,121.0 |
7,067.5 |
-53.5 |
-0.8% |
7,232.5 |
| Close |
7,150.0 |
7,185.5 |
35.5 |
0.5% |
7,271.5 |
| Range |
88.0 |
140.0 |
52.0 |
59.1% |
196.5 |
| ATR |
123.3 |
124.5 |
1.2 |
1.0% |
0.0 |
| Volume |
141,285 |
145,511 |
4,226 |
3.0% |
593,903 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,573.5 |
7,519.5 |
7,262.5 |
|
| R3 |
7,433.5 |
7,379.5 |
7,224.0 |
|
| R2 |
7,293.5 |
7,293.5 |
7,211.2 |
|
| R1 |
7,239.5 |
7,239.5 |
7,198.3 |
7,266.5 |
| PP |
7,153.5 |
7,153.5 |
7,153.5 |
7,167.0 |
| S1 |
7,099.5 |
7,099.5 |
7,172.7 |
7,126.5 |
| S2 |
7,013.5 |
7,013.5 |
7,159.8 |
|
| S3 |
6,873.5 |
6,959.5 |
7,147.0 |
|
| S4 |
6,733.5 |
6,819.5 |
7,108.5 |
|
|
| 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 |
7,067.5 |
361.5 |
5.0% |
123.2 |
1.7% |
33% |
False |
True |
149,224 |
| 10 |
7,519.5 |
7,067.5 |
452.0 |
6.3% |
124.5 |
1.7% |
26% |
False |
True |
134,563 |
| 20 |
7,624.0 |
7,067.5 |
556.5 |
7.7% |
119.3 |
1.7% |
21% |
False |
True |
132,515 |
| 40 |
7,624.0 |
6,885.0 |
739.0 |
10.3% |
102.1 |
1.4% |
41% |
False |
False |
119,277 |
| 60 |
7,624.0 |
6,436.0 |
1,188.0 |
16.5% |
112.1 |
1.6% |
63% |
False |
False |
104,716 |
| 80 |
7,624.0 |
6,436.0 |
1,188.0 |
16.5% |
103.0 |
1.4% |
63% |
False |
False |
78,799 |
| 100 |
7,624.0 |
6,436.0 |
1,188.0 |
16.5% |
98.0 |
1.4% |
63% |
False |
False |
63,106 |
| 120 |
7,624.0 |
6,436.0 |
1,188.0 |
16.5% |
90.1 |
1.3% |
63% |
False |
False |
52,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,802.5 |
|
2.618 |
7,574.0 |
|
1.618 |
7,434.0 |
|
1.000 |
7,347.5 |
|
0.618 |
7,294.0 |
|
HIGH |
7,207.5 |
|
0.618 |
7,154.0 |
|
0.500 |
7,137.5 |
|
0.382 |
7,121.0 |
|
LOW |
7,067.5 |
|
0.618 |
6,981.0 |
|
1.000 |
6,927.5 |
|
1.618 |
6,841.0 |
|
2.618 |
6,701.0 |
|
4.250 |
6,472.5 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
7,169.5 |
7,169.8 |
| PP |
7,153.5 |
7,154.0 |
| S1 |
7,137.5 |
7,138.3 |
|