| Trading Metrics calculated at close of trading on 19-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1,486.5 |
1,495.5 |
9.0 |
0.6% |
1,496.6 |
| High |
1,499.7 |
1,499.6 |
-0.1 |
0.0% |
1,526.8 |
| Low |
1,484.6 |
1,485.8 |
1.2 |
0.1% |
1,477.6 |
| Close |
1,495.8 |
1,492.4 |
-3.4 |
-0.2% |
1,493.6 |
| Range |
15.1 |
13.8 |
-1.3 |
-8.6% |
49.2 |
| ATR |
25.8 |
24.9 |
-0.9 |
-3.3% |
0.0 |
| Volume |
134,136 |
150,645 |
16,509 |
12.3% |
842,186 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,534.0 |
1,527.0 |
1,500.0 |
|
| R3 |
1,520.2 |
1,513.2 |
1,496.2 |
|
| R2 |
1,506.4 |
1,506.4 |
1,494.9 |
|
| R1 |
1,499.4 |
1,499.4 |
1,493.7 |
1,496.0 |
| PP |
1,492.6 |
1,492.6 |
1,492.6 |
1,490.9 |
| S1 |
1,485.6 |
1,485.6 |
1,491.1 |
1,482.2 |
| S2 |
1,478.8 |
1,478.8 |
1,489.9 |
|
| S3 |
1,465.0 |
1,471.8 |
1,488.6 |
|
| S4 |
1,451.2 |
1,458.0 |
1,484.8 |
|
|
| 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% |
21.6 |
1.4% |
47% |
False |
False |
151,968 |
| 10 |
1,526.8 |
1,471.1 |
55.7 |
3.7% |
23.9 |
1.6% |
38% |
False |
False |
167,365 |
| 20 |
1,577.4 |
1,462.5 |
114.9 |
7.7% |
26.6 |
1.8% |
26% |
False |
False |
173,359 |
| 40 |
1,577.4 |
1,411.5 |
165.9 |
11.1% |
22.2 |
1.5% |
49% |
False |
False |
148,078 |
| 60 |
1,577.4 |
1,382.4 |
195.0 |
13.1% |
21.1 |
1.4% |
56% |
False |
False |
104,046 |
| 80 |
1,577.4 |
1,310.9 |
266.5 |
17.9% |
20.5 |
1.4% |
68% |
False |
False |
78,974 |
| 100 |
1,577.4 |
1,310.9 |
266.5 |
17.9% |
20.0 |
1.3% |
68% |
False |
False |
63,788 |
| 120 |
1,577.4 |
1,310.9 |
266.5 |
17.9% |
19.7 |
1.3% |
68% |
False |
False |
53,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,558.3 |
|
2.618 |
1,535.7 |
|
1.618 |
1,521.9 |
|
1.000 |
1,513.4 |
|
0.618 |
1,508.1 |
|
HIGH |
1,499.6 |
|
0.618 |
1,494.3 |
|
0.500 |
1,492.7 |
|
0.382 |
1,491.1 |
|
LOW |
1,485.8 |
|
0.618 |
1,477.3 |
|
1.000 |
1,472.0 |
|
1.618 |
1,463.5 |
|
2.618 |
1,449.7 |
|
4.250 |
1,427.2 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,492.7 |
1,490.1 |
| PP |
1,492.6 |
1,487.7 |
| S1 |
1,492.5 |
1,485.4 |
|