| Trading Metrics calculated at close of trading on 13-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,887.0 |
2,900.0 |
13.0 |
0.5% |
2,892.0 |
| High |
2,904.0 |
2,915.0 |
11.0 |
0.4% |
2,934.0 |
| Low |
2,858.0 |
2,843.0 |
-15.0 |
-0.5% |
2,843.0 |
| Close |
2,884.0 |
2,868.0 |
-16.0 |
-0.6% |
2,868.0 |
| Range |
46.0 |
72.0 |
26.0 |
56.5% |
91.0 |
| ATR |
48.5 |
50.2 |
1.7 |
3.5% |
0.0 |
| Volume |
1,499,550 |
1,362,828 |
-136,722 |
-9.1% |
6,559,769 |
|
| Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,091.3 |
3,051.7 |
2,907.6 |
|
| R3 |
3,019.3 |
2,979.7 |
2,887.8 |
|
| R2 |
2,947.3 |
2,947.3 |
2,881.2 |
|
| R1 |
2,907.7 |
2,907.7 |
2,874.6 |
2,891.5 |
| PP |
2,875.3 |
2,875.3 |
2,875.3 |
2,867.3 |
| S1 |
2,835.7 |
2,835.7 |
2,861.4 |
2,819.5 |
| S2 |
2,803.3 |
2,803.3 |
2,854.8 |
|
| S3 |
2,731.3 |
2,763.7 |
2,848.2 |
|
| S4 |
2,659.3 |
2,691.7 |
2,828.4 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,154.7 |
3,102.3 |
2,918.1 |
|
| R3 |
3,063.7 |
3,011.3 |
2,893.0 |
|
| R2 |
2,972.7 |
2,972.7 |
2,884.7 |
|
| R1 |
2,920.3 |
2,920.3 |
2,876.3 |
2,901.0 |
| PP |
2,881.7 |
2,881.7 |
2,881.7 |
2,872.0 |
| S1 |
2,829.3 |
2,829.3 |
2,859.7 |
2,810.0 |
| S2 |
2,790.7 |
2,790.7 |
2,851.3 |
|
| S3 |
2,699.7 |
2,738.3 |
2,843.0 |
|
| S4 |
2,608.7 |
2,647.3 |
2,818.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,934.0 |
2,843.0 |
91.0 |
3.2% |
55.8 |
1.9% |
27% |
False |
True |
1,311,953 |
| 10 |
2,980.0 |
2,843.0 |
137.0 |
4.8% |
52.4 |
1.8% |
18% |
False |
True |
1,267,125 |
| 20 |
2,980.0 |
2,759.0 |
221.0 |
7.7% |
46.1 |
1.6% |
49% |
False |
False |
1,008,104 |
| 40 |
2,980.0 |
2,645.0 |
335.0 |
11.7% |
43.3 |
1.5% |
67% |
False |
False |
1,071,560 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.2% |
47.0 |
1.6% |
68% |
False |
False |
790,148 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.2% |
45.3 |
1.6% |
68% |
False |
False |
593,224 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.2% |
43.9 |
1.5% |
68% |
False |
False |
474,831 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.2% |
43.6 |
1.5% |
70% |
False |
False |
396,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,221.0 |
|
2.618 |
3,103.5 |
|
1.618 |
3,031.5 |
|
1.000 |
2,987.0 |
|
0.618 |
2,959.5 |
|
HIGH |
2,915.0 |
|
0.618 |
2,887.5 |
|
0.500 |
2,879.0 |
|
0.382 |
2,870.5 |
|
LOW |
2,843.0 |
|
0.618 |
2,798.5 |
|
1.000 |
2,771.0 |
|
1.618 |
2,726.5 |
|
2.618 |
2,654.5 |
|
4.250 |
2,537.0 |
|
|
| Fisher Pivots for day following 13-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,879.0 |
2,888.5 |
| PP |
2,875.3 |
2,881.7 |
| S1 |
2,871.7 |
2,874.8 |
|