| Trading Metrics calculated at close of trading on 16-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,900.0 |
2,843.0 |
-57.0 |
-2.0% |
2,892.0 |
| High |
2,915.0 |
2,868.0 |
-47.0 |
-1.6% |
2,934.0 |
| Low |
2,843.0 |
2,831.0 |
-12.0 |
-0.4% |
2,843.0 |
| Close |
2,868.0 |
2,857.0 |
-11.0 |
-0.4% |
2,868.0 |
| Range |
72.0 |
37.0 |
-35.0 |
-48.6% |
91.0 |
| ATR |
50.2 |
49.2 |
-0.9 |
-1.9% |
0.0 |
| Volume |
1,362,828 |
1,271,926 |
-90,902 |
-6.7% |
6,559,769 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,963.0 |
2,947.0 |
2,877.4 |
|
| R3 |
2,926.0 |
2,910.0 |
2,867.2 |
|
| R2 |
2,889.0 |
2,889.0 |
2,863.8 |
|
| R1 |
2,873.0 |
2,873.0 |
2,860.4 |
2,881.0 |
| PP |
2,852.0 |
2,852.0 |
2,852.0 |
2,856.0 |
| S1 |
2,836.0 |
2,836.0 |
2,853.6 |
2,844.0 |
| S2 |
2,815.0 |
2,815.0 |
2,850.2 |
|
| S3 |
2,778.0 |
2,799.0 |
2,846.8 |
|
| S4 |
2,741.0 |
2,762.0 |
2,836.7 |
|
|
| 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 |
2,831.0 |
103.0 |
3.6% |
53.0 |
1.9% |
25% |
False |
True |
1,294,448 |
| 10 |
2,958.0 |
2,831.0 |
127.0 |
4.4% |
52.1 |
1.8% |
20% |
False |
True |
1,335,404 |
| 20 |
2,980.0 |
2,759.0 |
221.0 |
7.7% |
45.9 |
1.6% |
44% |
False |
False |
1,005,780 |
| 40 |
2,980.0 |
2,701.0 |
279.0 |
9.8% |
42.3 |
1.5% |
56% |
False |
False |
1,064,218 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.3% |
47.1 |
1.6% |
65% |
False |
False |
811,328 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.3% |
45.3 |
1.6% |
65% |
False |
False |
609,121 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.3% |
44.0 |
1.5% |
65% |
False |
False |
487,549 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.3% |
43.5 |
1.5% |
68% |
False |
False |
407,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,025.3 |
|
2.618 |
2,964.9 |
|
1.618 |
2,927.9 |
|
1.000 |
2,905.0 |
|
0.618 |
2,890.9 |
|
HIGH |
2,868.0 |
|
0.618 |
2,853.9 |
|
0.500 |
2,849.5 |
|
0.382 |
2,845.1 |
|
LOW |
2,831.0 |
|
0.618 |
2,808.1 |
|
1.000 |
2,794.0 |
|
1.618 |
2,771.1 |
|
2.618 |
2,734.1 |
|
4.250 |
2,673.8 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,854.5 |
2,873.0 |
| PP |
2,852.0 |
2,867.7 |
| S1 |
2,849.5 |
2,862.3 |
|