| 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 |
2,335.00 |
2,315.50 |
-19.50 |
-0.8% |
2,366.00 |
| High |
2,342.75 |
2,324.25 |
-18.50 |
-0.8% |
2,373.25 |
| Low |
2,304.50 |
2,298.75 |
-5.75 |
-0.2% |
2,318.25 |
| Close |
2,315.50 |
2,301.75 |
-13.75 |
-0.6% |
2,343.50 |
| Range |
38.25 |
25.50 |
-12.75 |
-33.3% |
55.00 |
| ATR |
32.81 |
32.29 |
-0.52 |
-1.6% |
0.00 |
| Volume |
247,592 |
244,139 |
-3,453 |
-1.4% |
1,462,166 |
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,384.75 |
2,368.75 |
2,315.75 |
|
| R3 |
2,359.25 |
2,343.25 |
2,308.75 |
|
| R2 |
2,333.75 |
2,333.75 |
2,306.50 |
|
| R1 |
2,317.75 |
2,317.75 |
2,304.00 |
2,313.00 |
| PP |
2,308.25 |
2,308.25 |
2,308.25 |
2,306.00 |
| S1 |
2,292.25 |
2,292.25 |
2,299.50 |
2,287.50 |
| S2 |
2,282.75 |
2,282.75 |
2,297.00 |
|
| S3 |
2,257.25 |
2,266.75 |
2,294.75 |
|
| S4 |
2,231.75 |
2,241.25 |
2,287.75 |
|
|
| 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 |
2,298.75 |
74.50 |
3.2% |
29.00 |
1.3% |
4% |
False |
True |
242,050 |
| 10 |
2,415.25 |
2,298.75 |
116.50 |
5.1% |
34.25 |
1.5% |
3% |
False |
True |
284,035 |
| 20 |
2,428.00 |
2,298.75 |
129.25 |
5.6% |
31.25 |
1.4% |
2% |
False |
True |
281,586 |
| 40 |
2,428.00 |
2,250.25 |
177.75 |
7.7% |
30.75 |
1.3% |
29% |
False |
False |
265,906 |
| 60 |
2,428.00 |
2,185.75 |
242.25 |
10.5% |
35.75 |
1.6% |
48% |
False |
False |
248,853 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.5% |
34.00 |
1.5% |
48% |
False |
False |
186,704 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.5% |
33.25 |
1.4% |
48% |
False |
False |
149,394 |
| 120 |
2,428.00 |
2,172.75 |
255.25 |
11.1% |
29.50 |
1.3% |
51% |
False |
False |
124,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,432.50 |
|
2.618 |
2,391.00 |
|
1.618 |
2,365.50 |
|
1.000 |
2,349.75 |
|
0.618 |
2,340.00 |
|
HIGH |
2,324.25 |
|
0.618 |
2,314.50 |
|
0.500 |
2,311.50 |
|
0.382 |
2,308.50 |
|
LOW |
2,298.75 |
|
0.618 |
2,283.00 |
|
1.000 |
2,273.25 |
|
1.618 |
2,257.50 |
|
2.618 |
2,232.00 |
|
4.250 |
2,190.50 |
|
|
| Fisher Pivots for day following 24-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,311.50 |
2,335.75 |
| PP |
2,308.25 |
2,324.50 |
| S1 |
2,305.00 |
2,313.00 |
|