| Trading Metrics calculated at close of trading on 18-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1,490.0 |
1,486.5 |
-3.5 |
-0.2% |
1,496.6 |
| High |
1,497.5 |
1,499.7 |
2.2 |
0.1% |
1,526.8 |
| Low |
1,471.1 |
1,484.6 |
13.5 |
0.9% |
1,477.6 |
| Close |
1,480.0 |
1,495.8 |
15.8 |
1.1% |
1,493.6 |
| Range |
26.4 |
15.1 |
-11.3 |
-42.8% |
49.2 |
| ATR |
26.3 |
25.8 |
-0.5 |
-1.8% |
0.0 |
| Volume |
177,888 |
134,136 |
-43,752 |
-24.6% |
842,186 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,538.7 |
1,532.3 |
1,504.1 |
|
| R3 |
1,523.6 |
1,517.2 |
1,500.0 |
|
| R2 |
1,508.5 |
1,508.5 |
1,498.6 |
|
| R1 |
1,502.1 |
1,502.1 |
1,497.2 |
1,505.3 |
| PP |
1,493.4 |
1,493.4 |
1,493.4 |
1,495.0 |
| S1 |
1,487.0 |
1,487.0 |
1,494.4 |
1,490.2 |
| S2 |
1,478.3 |
1,478.3 |
1,493.0 |
|
| S3 |
1,463.2 |
1,471.9 |
1,491.6 |
|
| S4 |
1,448.1 |
1,456.8 |
1,487.5 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,646.9 |
1,619.5 |
1,520.7 |
|
| R3 |
1,597.7 |
1,570.3 |
1,507.1 |
|
| R2 |
1,548.5 |
1,548.5 |
1,502.6 |
|
| R1 |
1,521.1 |
1,521.1 |
1,498.1 |
1,510.2 |
| PP |
1,499.3 |
1,499.3 |
1,499.3 |
1,493.9 |
| S1 |
1,471.9 |
1,471.9 |
1,489.1 |
1,461.0 |
| S2 |
1,450.1 |
1,450.1 |
1,484.6 |
|
| S3 |
1,400.9 |
1,422.7 |
1,480.1 |
|
| S4 |
1,351.7 |
1,373.5 |
1,466.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,516.4 |
1,471.1 |
45.3 |
3.0% |
25.3 |
1.7% |
55% |
False |
False |
160,943 |
| 10 |
1,526.8 |
1,462.5 |
64.3 |
4.3% |
28.4 |
1.9% |
52% |
False |
False |
183,306 |
| 20 |
1,577.4 |
1,462.5 |
114.9 |
7.7% |
26.5 |
1.8% |
29% |
False |
False |
172,724 |
| 40 |
1,577.4 |
1,411.5 |
165.9 |
11.1% |
22.2 |
1.5% |
51% |
False |
False |
144,899 |
| 60 |
1,577.4 |
1,382.4 |
195.0 |
13.0% |
21.3 |
1.4% |
58% |
False |
False |
101,612 |
| 80 |
1,577.4 |
1,310.9 |
266.5 |
17.8% |
20.5 |
1.4% |
69% |
False |
False |
77,126 |
| 100 |
1,577.4 |
1,310.9 |
266.5 |
17.8% |
19.9 |
1.3% |
69% |
False |
False |
62,294 |
| 120 |
1,577.4 |
1,310.9 |
266.5 |
17.8% |
19.7 |
1.3% |
69% |
False |
False |
52,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,563.9 |
|
2.618 |
1,539.2 |
|
1.618 |
1,524.1 |
|
1.000 |
1,514.8 |
|
0.618 |
1,509.0 |
|
HIGH |
1,499.7 |
|
0.618 |
1,493.9 |
|
0.500 |
1,492.2 |
|
0.382 |
1,490.4 |
|
LOW |
1,484.6 |
|
0.618 |
1,475.3 |
|
1.000 |
1,469.5 |
|
1.618 |
1,460.2 |
|
2.618 |
1,445.1 |
|
4.250 |
1,420.4 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,494.6 |
1,493.1 |
| PP |
1,493.4 |
1,490.4 |
| S1 |
1,492.2 |
1,487.7 |
|