| 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 |
2,368.50 |
2,335.00 |
-33.50 |
-1.4% |
2,366.00 |
| High |
2,372.75 |
2,342.75 |
-30.00 |
-1.3% |
2,373.25 |
| Low |
2,342.25 |
2,304.50 |
-37.75 |
-1.6% |
2,318.25 |
| Close |
2,343.50 |
2,315.50 |
-28.00 |
-1.2% |
2,343.50 |
| Range |
30.50 |
38.25 |
7.75 |
25.4% |
55.00 |
| ATR |
32.34 |
32.81 |
0.48 |
1.5% |
0.00 |
| Volume |
257,419 |
247,592 |
-9,827 |
-3.8% |
1,462,166 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,435.75 |
2,413.75 |
2,336.50 |
|
| R3 |
2,397.50 |
2,375.50 |
2,326.00 |
|
| R2 |
2,359.25 |
2,359.25 |
2,322.50 |
|
| R1 |
2,337.25 |
2,337.25 |
2,319.00 |
2,329.00 |
| PP |
2,321.00 |
2,321.00 |
2,321.00 |
2,316.75 |
| S1 |
2,299.00 |
2,299.00 |
2,312.00 |
2,291.00 |
| S2 |
2,282.75 |
2,282.75 |
2,308.50 |
|
| S3 |
2,244.50 |
2,260.75 |
2,305.00 |
|
| S4 |
2,206.25 |
2,222.50 |
2,294.50 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,510.00 |
2,481.75 |
2,373.75 |
|
| R3 |
2,455.00 |
2,426.75 |
2,358.50 |
|
| R2 |
2,400.00 |
2,400.00 |
2,353.50 |
|
| R1 |
2,371.75 |
2,371.75 |
2,348.50 |
2,358.50 |
| PP |
2,345.00 |
2,345.00 |
2,345.00 |
2,338.25 |
| S1 |
2,316.75 |
2,316.75 |
2,338.50 |
2,303.50 |
| S2 |
2,290.00 |
2,290.00 |
2,333.50 |
|
| S3 |
2,235.00 |
2,261.75 |
2,328.50 |
|
| S4 |
2,180.00 |
2,206.75 |
2,313.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,373.25 |
2,304.50 |
68.75 |
3.0% |
29.50 |
1.3% |
16% |
False |
True |
260,829 |
| 10 |
2,415.25 |
2,304.50 |
110.75 |
4.8% |
34.75 |
1.5% |
10% |
False |
True |
288,810 |
| 20 |
2,428.00 |
2,304.50 |
123.50 |
5.3% |
31.50 |
1.4% |
9% |
False |
True |
280,701 |
| 40 |
2,428.00 |
2,250.25 |
177.75 |
7.7% |
31.00 |
1.3% |
37% |
False |
False |
264,948 |
| 60 |
2,428.00 |
2,185.75 |
242.25 |
10.5% |
35.75 |
1.5% |
54% |
False |
False |
244,786 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.5% |
34.50 |
1.5% |
54% |
False |
False |
183,656 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.5% |
33.00 |
1.4% |
54% |
False |
False |
146,952 |
| 120 |
2,428.00 |
2,154.00 |
274.00 |
11.8% |
29.25 |
1.3% |
59% |
False |
False |
122,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,505.25 |
|
2.618 |
2,443.00 |
|
1.618 |
2,404.75 |
|
1.000 |
2,381.00 |
|
0.618 |
2,366.50 |
|
HIGH |
2,342.75 |
|
0.618 |
2,328.25 |
|
0.500 |
2,323.50 |
|
0.382 |
2,319.00 |
|
LOW |
2,304.50 |
|
0.618 |
2,280.75 |
|
1.000 |
2,266.25 |
|
1.618 |
2,242.50 |
|
2.618 |
2,204.25 |
|
4.250 |
2,142.00 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,323.50 |
2,339.00 |
| PP |
2,321.00 |
2,331.00 |
| S1 |
2,318.25 |
2,323.25 |
|