| 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 |
2,762.0 |
2,817.0 |
55.0 |
2.0% |
2,849.0 |
| High |
2,820.0 |
2,825.0 |
5.0 |
0.2% |
2,893.0 |
| Low |
2,760.0 |
2,783.0 |
23.0 |
0.8% |
2,825.0 |
| Close |
2,809.0 |
2,793.0 |
-16.0 |
-0.6% |
2,836.0 |
| Range |
60.0 |
42.0 |
-18.0 |
-30.0% |
68.0 |
| ATR |
46.3 |
46.0 |
-0.3 |
-0.7% |
0.0 |
| Volume |
5,351 |
2,699 |
-2,652 |
-49.6% |
82,394 |
|
| Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,926.3 |
2,901.7 |
2,816.1 |
|
| R3 |
2,884.3 |
2,859.7 |
2,804.6 |
|
| R2 |
2,842.3 |
2,842.3 |
2,800.7 |
|
| R1 |
2,817.7 |
2,817.7 |
2,796.9 |
2,809.0 |
| PP |
2,800.3 |
2,800.3 |
2,800.3 |
2,796.0 |
| S1 |
2,775.7 |
2,775.7 |
2,789.2 |
2,767.0 |
| S2 |
2,758.3 |
2,758.3 |
2,785.3 |
|
| S3 |
2,716.3 |
2,733.7 |
2,781.5 |
|
| S4 |
2,674.3 |
2,691.7 |
2,769.9 |
|
|
| 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 |
2,760.0 |
133.0 |
4.8% |
45.2 |
1.6% |
25% |
False |
False |
3,480 |
| 10 |
2,910.0 |
2,760.0 |
150.0 |
5.4% |
43.7 |
1.6% |
22% |
False |
False |
9,970 |
| 20 |
2,975.0 |
2,760.0 |
215.0 |
7.7% |
43.7 |
1.6% |
15% |
False |
False |
21,109 |
| 40 |
2,975.0 |
2,758.0 |
217.0 |
7.8% |
39.0 |
1.4% |
16% |
False |
False |
21,412 |
| 60 |
2,975.0 |
2,591.0 |
384.0 |
13.7% |
42.9 |
1.5% |
53% |
False |
False |
19,308 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
14.6% |
40.2 |
1.4% |
50% |
False |
False |
14,568 |
| 100 |
2,999.0 |
2,591.0 |
408.0 |
14.6% |
39.1 |
1.4% |
50% |
False |
False |
11,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,003.5 |
|
2.618 |
2,935.0 |
|
1.618 |
2,893.0 |
|
1.000 |
2,867.0 |
|
0.618 |
2,851.0 |
|
HIGH |
2,825.0 |
|
0.618 |
2,809.0 |
|
0.500 |
2,804.0 |
|
0.382 |
2,799.0 |
|
LOW |
2,783.0 |
|
0.618 |
2,757.0 |
|
1.000 |
2,741.0 |
|
1.618 |
2,715.0 |
|
2.618 |
2,673.0 |
|
4.250 |
2,604.5 |
|
|
| Fisher Pivots for day following 26-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,804.0 |
2,792.8 |
| PP |
2,800.3 |
2,792.7 |
| S1 |
2,796.7 |
2,792.5 |
|