| Trading Metrics calculated at close of trading on 25-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,789.0 |
2,762.0 |
-27.0 |
-1.0% |
2,849.0 |
| High |
2,806.0 |
2,820.0 |
14.0 |
0.5% |
2,893.0 |
| Low |
2,779.0 |
2,760.0 |
-19.0 |
-0.7% |
2,825.0 |
| Close |
2,792.0 |
2,809.0 |
17.0 |
0.6% |
2,836.0 |
| Range |
27.0 |
60.0 |
33.0 |
122.2% |
68.0 |
| ATR |
45.2 |
46.3 |
1.1 |
2.3% |
0.0 |
| Volume |
8,402 |
5,351 |
-3,051 |
-36.3% |
82,394 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,976.3 |
2,952.7 |
2,842.0 |
|
| R3 |
2,916.3 |
2,892.7 |
2,825.5 |
|
| R2 |
2,856.3 |
2,856.3 |
2,820.0 |
|
| R1 |
2,832.7 |
2,832.7 |
2,814.5 |
2,844.5 |
| PP |
2,796.3 |
2,796.3 |
2,796.3 |
2,802.3 |
| S1 |
2,772.7 |
2,772.7 |
2,803.5 |
2,784.5 |
| S2 |
2,736.3 |
2,736.3 |
2,798.0 |
|
| S3 |
2,676.3 |
2,712.7 |
2,792.5 |
|
| S4 |
2,616.3 |
2,652.7 |
2,776.0 |
|
|
| 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 |
2,760.0 |
133.0 |
4.7% |
45.0 |
1.6% |
37% |
False |
True |
3,029 |
| 10 |
2,910.0 |
2,760.0 |
150.0 |
5.3% |
44.1 |
1.6% |
33% |
False |
True |
11,149 |
| 20 |
2,975.0 |
2,760.0 |
215.0 |
7.7% |
43.0 |
1.5% |
23% |
False |
True |
21,009 |
| 40 |
2,975.0 |
2,758.0 |
217.0 |
7.7% |
38.8 |
1.4% |
24% |
False |
False |
21,348 |
| 60 |
2,975.0 |
2,591.0 |
384.0 |
13.7% |
43.5 |
1.5% |
57% |
False |
False |
19,299 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
14.5% |
40.3 |
1.4% |
53% |
False |
False |
14,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,075.0 |
|
2.618 |
2,977.1 |
|
1.618 |
2,917.1 |
|
1.000 |
2,880.0 |
|
0.618 |
2,857.1 |
|
HIGH |
2,820.0 |
|
0.618 |
2,797.1 |
|
0.500 |
2,790.0 |
|
0.382 |
2,782.9 |
|
LOW |
2,760.0 |
|
0.618 |
2,722.9 |
|
1.000 |
2,700.0 |
|
1.618 |
2,662.9 |
|
2.618 |
2,602.9 |
|
4.250 |
2,505.0 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,802.7 |
2,802.7 |
| PP |
2,796.3 |
2,796.3 |
| S1 |
2,790.0 |
2,790.0 |
|