| 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 |
1,313.00 |
1,316.50 |
3.50 |
0.3% |
1,332.00 |
| High |
1,324.50 |
1,327.50 |
3.00 |
0.2% |
1,345.50 |
| Low |
1,302.25 |
1,312.50 |
10.25 |
0.8% |
1,316.25 |
| Close |
1,316.50 |
1,326.50 |
10.00 |
0.8% |
1,327.75 |
| Range |
22.25 |
15.00 |
-7.25 |
-32.6% |
29.25 |
| ATR |
16.67 |
16.55 |
-0.12 |
-0.7% |
0.00 |
| Volume |
2,100,099 |
2,284,967 |
184,868 |
8.8% |
10,149,194 |
|
| Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,367.25 |
1,361.75 |
1,334.75 |
|
| R3 |
1,352.25 |
1,346.75 |
1,330.50 |
|
| R2 |
1,337.25 |
1,337.25 |
1,329.25 |
|
| R1 |
1,331.75 |
1,331.75 |
1,328.00 |
1,334.50 |
| PP |
1,322.25 |
1,322.25 |
1,322.25 |
1,323.50 |
| S1 |
1,316.75 |
1,316.75 |
1,325.00 |
1,319.50 |
| S2 |
1,307.25 |
1,307.25 |
1,323.75 |
|
| S3 |
1,292.25 |
1,301.75 |
1,322.50 |
|
| S4 |
1,277.25 |
1,286.75 |
1,318.25 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,417.50 |
1,402.00 |
1,343.75 |
|
| R3 |
1,388.25 |
1,372.75 |
1,335.75 |
|
| R2 |
1,359.00 |
1,359.00 |
1,333.00 |
|
| R1 |
1,343.50 |
1,343.50 |
1,330.50 |
1,336.50 |
| PP |
1,329.75 |
1,329.75 |
1,329.75 |
1,326.50 |
| S1 |
1,314.25 |
1,314.25 |
1,325.00 |
1,307.50 |
| S2 |
1,300.50 |
1,300.50 |
1,322.50 |
|
| S3 |
1,271.25 |
1,285.00 |
1,319.75 |
|
| S4 |
1,242.00 |
1,255.75 |
1,311.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,344.00 |
1,302.25 |
41.75 |
3.1% |
16.25 |
1.2% |
58% |
False |
False |
2,108,449 |
| 10 |
1,352.50 |
1,302.25 |
50.25 |
3.8% |
16.25 |
1.2% |
48% |
False |
False |
2,067,808 |
| 20 |
1,373.50 |
1,302.25 |
71.25 |
5.4% |
17.00 |
1.3% |
34% |
False |
False |
2,048,651 |
| 40 |
1,373.50 |
1,290.50 |
83.00 |
6.3% |
15.50 |
1.2% |
43% |
False |
False |
1,862,583 |
| 60 |
1,373.50 |
1,241.25 |
132.25 |
10.0% |
17.50 |
1.3% |
64% |
False |
False |
1,794,625 |
| 80 |
1,373.50 |
1,241.25 |
132.25 |
10.0% |
16.75 |
1.3% |
64% |
False |
False |
1,347,139 |
| 100 |
1,373.50 |
1,241.25 |
132.25 |
10.0% |
16.25 |
1.2% |
64% |
False |
False |
1,077,957 |
| 120 |
1,373.50 |
1,207.00 |
166.50 |
12.6% |
15.00 |
1.1% |
72% |
False |
False |
898,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,391.25 |
|
2.618 |
1,366.75 |
|
1.618 |
1,351.75 |
|
1.000 |
1,342.50 |
|
0.618 |
1,336.75 |
|
HIGH |
1,327.50 |
|
0.618 |
1,321.75 |
|
0.500 |
1,320.00 |
|
0.382 |
1,318.25 |
|
LOW |
1,312.50 |
|
0.618 |
1,303.25 |
|
1.000 |
1,297.50 |
|
1.618 |
1,288.25 |
|
2.618 |
1,273.25 |
|
4.250 |
1,248.75 |
|
|
| Fisher Pivots for day following 26-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,324.25 |
1,322.50 |
| PP |
1,322.25 |
1,318.75 |
| S1 |
1,320.00 |
1,315.00 |
|