| 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 |
1,515.7 |
1,521.1 |
5.4 |
0.4% |
1,497.0 |
| High |
1,521.6 |
1,532.3 |
10.7 |
0.7% |
1,519.3 |
| Low |
1,508.4 |
1,517.9 |
9.5 |
0.6% |
1,475.0 |
| Close |
1,519.0 |
1,527.0 |
8.0 |
0.5% |
1,512.5 |
| Range |
13.2 |
14.4 |
1.2 |
9.1% |
44.3 |
| ATR |
23.3 |
22.6 |
-0.6 |
-2.7% |
0.0 |
| Volume |
3,954 |
6,305 |
2,351 |
59.5% |
25,292 |
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,568.9 |
1,562.4 |
1,534.9 |
|
| R3 |
1,554.5 |
1,548.0 |
1,531.0 |
|
| R2 |
1,540.1 |
1,540.1 |
1,529.6 |
|
| R1 |
1,533.6 |
1,533.6 |
1,528.3 |
1,536.9 |
| PP |
1,525.7 |
1,525.7 |
1,525.7 |
1,527.4 |
| S1 |
1,519.2 |
1,519.2 |
1,525.7 |
1,522.5 |
| S2 |
1,511.3 |
1,511.3 |
1,524.4 |
|
| S3 |
1,496.9 |
1,504.8 |
1,523.0 |
|
| S4 |
1,482.5 |
1,490.4 |
1,519.1 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,635.2 |
1,618.1 |
1,536.9 |
|
| R3 |
1,590.9 |
1,573.8 |
1,524.7 |
|
| R2 |
1,546.6 |
1,546.6 |
1,520.6 |
|
| R1 |
1,529.5 |
1,529.5 |
1,516.6 |
1,538.1 |
| PP |
1,502.3 |
1,502.3 |
1,502.3 |
1,506.5 |
| S1 |
1,485.2 |
1,485.2 |
1,508.4 |
1,493.8 |
| S2 |
1,458.0 |
1,458.0 |
1,504.4 |
|
| S3 |
1,413.7 |
1,440.9 |
1,500.3 |
|
| S4 |
1,369.4 |
1,396.6 |
1,488.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,532.3 |
1,489.5 |
42.8 |
2.8% |
16.3 |
1.1% |
88% |
True |
False |
4,653 |
| 10 |
1,532.3 |
1,475.0 |
57.3 |
3.8% |
21.7 |
1.4% |
91% |
True |
False |
4,886 |
| 20 |
1,579.5 |
1,465.9 |
113.6 |
7.4% |
25.9 |
1.7% |
54% |
False |
False |
4,683 |
| 40 |
1,579.5 |
1,416.8 |
162.7 |
10.7% |
20.8 |
1.4% |
68% |
False |
False |
3,331 |
| 60 |
1,579.5 |
1,387.1 |
192.4 |
12.6% |
19.8 |
1.3% |
73% |
False |
False |
2,657 |
| 80 |
1,579.5 |
1,329.9 |
249.6 |
16.3% |
18.6 |
1.2% |
79% |
False |
False |
2,302 |
| 100 |
1,579.5 |
1,317.4 |
262.1 |
17.2% |
18.8 |
1.2% |
80% |
False |
False |
2,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,593.5 |
|
2.618 |
1,570.0 |
|
1.618 |
1,555.6 |
|
1.000 |
1,546.7 |
|
0.618 |
1,541.2 |
|
HIGH |
1,532.3 |
|
0.618 |
1,526.8 |
|
0.500 |
1,525.1 |
|
0.382 |
1,523.4 |
|
LOW |
1,517.9 |
|
0.618 |
1,509.0 |
|
1.000 |
1,503.5 |
|
1.618 |
1,494.6 |
|
2.618 |
1,480.2 |
|
4.250 |
1,456.7 |
|
|
| Fisher Pivots for day following 24-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,526.4 |
1,522.1 |
| PP |
1,525.7 |
1,517.1 |
| S1 |
1,525.1 |
1,512.2 |
|