| 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 |
1,533.1 |
1,529.8 |
-3.3 |
-0.2% |
1,497.0 |
| High |
1,537.0 |
1,534.2 |
-2.8 |
-0.2% |
1,519.3 |
| Low |
1,526.6 |
1,518.1 |
-8.5 |
-0.6% |
1,475.0 |
| Close |
1,530.4 |
1,526.3 |
-4.1 |
-0.3% |
1,512.5 |
| Range |
10.4 |
16.1 |
5.7 |
54.8% |
44.3 |
| ATR |
21.7 |
21.3 |
-0.4 |
-1.9% |
0.0 |
| Volume |
7,310 |
5,204 |
-2,106 |
-28.8% |
25,292 |
|
| Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,574.5 |
1,566.5 |
1,535.2 |
|
| R3 |
1,558.4 |
1,550.4 |
1,530.7 |
|
| R2 |
1,542.3 |
1,542.3 |
1,529.3 |
|
| R1 |
1,534.3 |
1,534.3 |
1,527.8 |
1,530.3 |
| PP |
1,526.2 |
1,526.2 |
1,526.2 |
1,524.2 |
| S1 |
1,518.2 |
1,518.2 |
1,524.8 |
1,514.2 |
| S2 |
1,510.1 |
1,510.1 |
1,523.3 |
|
| S3 |
1,494.0 |
1,502.1 |
1,521.9 |
|
| S4 |
1,477.9 |
1,486.0 |
1,517.4 |
|
|
| 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 |
1,537.0 |
1,492.0 |
45.0 |
2.9% |
16.3 |
1.1% |
76% |
False |
False |
5,763 |
| 10 |
1,537.0 |
1,475.0 |
62.0 |
4.1% |
18.3 |
1.2% |
83% |
False |
False |
5,079 |
| 20 |
1,579.5 |
1,465.9 |
113.6 |
7.4% |
25.3 |
1.7% |
53% |
False |
False |
5,097 |
| 40 |
1,579.5 |
1,418.5 |
161.0 |
10.5% |
20.8 |
1.4% |
67% |
False |
False |
3,503 |
| 60 |
1,579.5 |
1,387.1 |
192.4 |
12.6% |
19.6 |
1.3% |
72% |
False |
False |
2,825 |
| 80 |
1,579.5 |
1,332.3 |
247.2 |
16.2% |
18.5 |
1.2% |
78% |
False |
False |
2,435 |
| 100 |
1,579.5 |
1,317.4 |
262.1 |
17.2% |
18.8 |
1.2% |
80% |
False |
False |
2,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,602.6 |
|
2.618 |
1,576.3 |
|
1.618 |
1,560.2 |
|
1.000 |
1,550.3 |
|
0.618 |
1,544.1 |
|
HIGH |
1,534.2 |
|
0.618 |
1,528.0 |
|
0.500 |
1,526.2 |
|
0.382 |
1,524.3 |
|
LOW |
1,518.1 |
|
0.618 |
1,508.2 |
|
1.000 |
1,502.0 |
|
1.618 |
1,492.1 |
|
2.618 |
1,476.0 |
|
4.250 |
1,449.7 |
|
|
| Fisher Pivots for day following 26-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,526.3 |
1,527.5 |
| PP |
1,526.2 |
1,527.1 |
| S1 |
1,526.2 |
1,526.7 |
|