| 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 |
2,300.75 |
2,309.75 |
9.00 |
0.4% |
2,366.00 |
| High |
2,320.75 |
2,331.00 |
10.25 |
0.4% |
2,373.25 |
| Low |
2,281.00 |
2,302.00 |
21.00 |
0.9% |
2,318.25 |
| Close |
2,309.50 |
2,325.25 |
15.75 |
0.7% |
2,343.50 |
| Range |
39.75 |
29.00 |
-10.75 |
-27.0% |
55.00 |
| ATR |
32.82 |
32.55 |
-0.27 |
-0.8% |
0.00 |
| Volume |
261,109 |
246,269 |
-14,840 |
-5.7% |
1,462,166 |
|
| Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,406.50 |
2,394.75 |
2,341.25 |
|
| R3 |
2,377.50 |
2,365.75 |
2,333.25 |
|
| R2 |
2,348.50 |
2,348.50 |
2,330.50 |
|
| R1 |
2,336.75 |
2,336.75 |
2,328.00 |
2,342.50 |
| PP |
2,319.50 |
2,319.50 |
2,319.50 |
2,322.25 |
| S1 |
2,307.75 |
2,307.75 |
2,322.50 |
2,313.50 |
| S2 |
2,290.50 |
2,290.50 |
2,320.00 |
|
| S3 |
2,261.50 |
2,278.75 |
2,317.25 |
|
| S4 |
2,232.50 |
2,249.75 |
2,309.25 |
|
|
| 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 |
2,372.75 |
2,281.00 |
91.75 |
3.9% |
32.50 |
1.4% |
48% |
False |
False |
251,305 |
| 10 |
2,414.25 |
2,281.00 |
133.25 |
5.7% |
33.00 |
1.4% |
33% |
False |
False |
276,211 |
| 20 |
2,428.00 |
2,281.00 |
147.00 |
6.3% |
32.50 |
1.4% |
30% |
False |
False |
284,816 |
| 40 |
2,428.00 |
2,250.25 |
177.75 |
7.6% |
31.00 |
1.3% |
42% |
False |
False |
268,524 |
| 60 |
2,428.00 |
2,185.75 |
242.25 |
10.4% |
35.25 |
1.5% |
58% |
False |
False |
257,285 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.4% |
33.75 |
1.5% |
58% |
False |
False |
193,041 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.4% |
33.25 |
1.4% |
58% |
False |
False |
154,466 |
| 120 |
2,428.00 |
2,175.00 |
253.00 |
10.9% |
30.00 |
1.3% |
59% |
False |
False |
128,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,454.25 |
|
2.618 |
2,407.00 |
|
1.618 |
2,378.00 |
|
1.000 |
2,360.00 |
|
0.618 |
2,349.00 |
|
HIGH |
2,331.00 |
|
0.618 |
2,320.00 |
|
0.500 |
2,316.50 |
|
0.382 |
2,313.00 |
|
LOW |
2,302.00 |
|
0.618 |
2,284.00 |
|
1.000 |
2,273.00 |
|
1.618 |
2,255.00 |
|
2.618 |
2,226.00 |
|
4.250 |
2,178.75 |
|
|
| Fisher Pivots for day following 26-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,322.25 |
2,318.75 |
| PP |
2,319.50 |
2,312.50 |
| S1 |
2,316.50 |
2,306.00 |
|