| 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 |
2,880.0 |
2,813.0 |
-67.0 |
-2.3% |
2,849.0 |
| High |
2,893.0 |
2,813.0 |
-80.0 |
-2.8% |
2,893.0 |
| Low |
2,829.0 |
2,780.0 |
-49.0 |
-1.7% |
2,825.0 |
| Close |
2,836.0 |
2,791.0 |
-45.0 |
-1.6% |
2,836.0 |
| Range |
64.0 |
33.0 |
-31.0 |
-48.4% |
68.0 |
| ATR |
45.9 |
46.6 |
0.7 |
1.6% |
0.0 |
| Volume |
318 |
630 |
312 |
98.1% |
82,394 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,893.7 |
2,875.3 |
2,809.2 |
|
| R3 |
2,860.7 |
2,842.3 |
2,800.1 |
|
| R2 |
2,827.7 |
2,827.7 |
2,797.1 |
|
| R1 |
2,809.3 |
2,809.3 |
2,794.0 |
2,802.0 |
| PP |
2,794.7 |
2,794.7 |
2,794.7 |
2,791.0 |
| S1 |
2,776.3 |
2,776.3 |
2,788.0 |
2,769.0 |
| S2 |
2,761.7 |
2,761.7 |
2,785.0 |
|
| S3 |
2,728.7 |
2,743.3 |
2,781.9 |
|
| S4 |
2,695.7 |
2,710.3 |
2,772.9 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,055.3 |
3,013.7 |
2,873.4 |
|
| R3 |
2,987.3 |
2,945.7 |
2,854.7 |
|
| R2 |
2,919.3 |
2,919.3 |
2,848.5 |
|
| R1 |
2,877.7 |
2,877.7 |
2,842.2 |
2,864.5 |
| PP |
2,851.3 |
2,851.3 |
2,851.3 |
2,844.8 |
| S1 |
2,809.7 |
2,809.7 |
2,829.8 |
2,796.5 |
| S2 |
2,783.3 |
2,783.3 |
2,823.5 |
|
| S3 |
2,715.3 |
2,741.7 |
2,817.3 |
|
| S4 |
2,647.3 |
2,673.7 |
2,798.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,893.0 |
2,780.0 |
113.0 |
4.0% |
43.0 |
1.5% |
10% |
False |
True |
16,566 |
| 10 |
2,933.0 |
2,780.0 |
153.0 |
5.5% |
45.7 |
1.6% |
7% |
False |
True |
9,883 |
| 20 |
2,975.0 |
2,780.0 |
195.0 |
7.0% |
43.1 |
1.5% |
6% |
False |
True |
20,588 |
| 40 |
2,975.0 |
2,758.0 |
217.0 |
7.8% |
37.8 |
1.4% |
15% |
False |
False |
21,012 |
| 60 |
2,975.0 |
2,591.0 |
384.0 |
13.8% |
43.5 |
1.6% |
52% |
False |
False |
19,081 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
14.6% |
40.7 |
1.5% |
49% |
False |
False |
14,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,953.3 |
|
2.618 |
2,899.4 |
|
1.618 |
2,866.4 |
|
1.000 |
2,846.0 |
|
0.618 |
2,833.4 |
|
HIGH |
2,813.0 |
|
0.618 |
2,800.4 |
|
0.500 |
2,796.5 |
|
0.382 |
2,792.6 |
|
LOW |
2,780.0 |
|
0.618 |
2,759.6 |
|
1.000 |
2,747.0 |
|
1.618 |
2,726.6 |
|
2.618 |
2,693.6 |
|
4.250 |
2,639.8 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,796.5 |
2,836.5 |
| PP |
2,794.7 |
2,821.3 |
| S1 |
2,792.8 |
2,806.2 |
|