| Trading Metrics calculated at close of trading on 17-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,843.0 |
2,841.0 |
-2.0 |
-0.1% |
2,892.0 |
| High |
2,868.0 |
2,870.0 |
2.0 |
0.1% |
2,934.0 |
| Low |
2,831.0 |
2,823.0 |
-8.0 |
-0.3% |
2,843.0 |
| Close |
2,857.0 |
2,845.0 |
-12.0 |
-0.4% |
2,868.0 |
| Range |
37.0 |
47.0 |
10.0 |
27.0% |
91.0 |
| ATR |
49.2 |
49.1 |
-0.2 |
-0.3% |
0.0 |
| Volume |
1,271,926 |
0 |
-1,271,926 |
-100.0% |
6,559,769 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,987.0 |
2,963.0 |
2,870.9 |
|
| R3 |
2,940.0 |
2,916.0 |
2,857.9 |
|
| R2 |
2,893.0 |
2,893.0 |
2,853.6 |
|
| R1 |
2,869.0 |
2,869.0 |
2,849.3 |
2,881.0 |
| PP |
2,846.0 |
2,846.0 |
2,846.0 |
2,852.0 |
| S1 |
2,822.0 |
2,822.0 |
2,840.7 |
2,834.0 |
| S2 |
2,799.0 |
2,799.0 |
2,836.4 |
|
| S3 |
2,752.0 |
2,775.0 |
2,832.1 |
|
| S4 |
2,705.0 |
2,728.0 |
2,819.2 |
|
|
| 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 |
2,823.0 |
111.0 |
3.9% |
50.8 |
1.8% |
20% |
False |
True |
1,048,809 |
| 10 |
2,958.0 |
2,823.0 |
135.0 |
4.7% |
54.1 |
1.9% |
16% |
False |
True |
1,229,174 |
| 20 |
2,980.0 |
2,759.0 |
221.0 |
7.8% |
46.9 |
1.6% |
39% |
False |
False |
1,005,780 |
| 40 |
2,980.0 |
2,735.0 |
245.0 |
8.6% |
42.0 |
1.5% |
45% |
False |
False |
1,017,385 |
| 60 |
2,990.0 |
2,590.0 |
400.0 |
14.1% |
47.4 |
1.7% |
64% |
False |
False |
811,323 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.3% |
45.1 |
1.6% |
63% |
False |
False |
609,084 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.3% |
44.3 |
1.6% |
63% |
False |
False |
487,471 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.4% |
43.7 |
1.5% |
65% |
False |
False |
407,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,069.8 |
|
2.618 |
2,993.0 |
|
1.618 |
2,946.0 |
|
1.000 |
2,917.0 |
|
0.618 |
2,899.0 |
|
HIGH |
2,870.0 |
|
0.618 |
2,852.0 |
|
0.500 |
2,846.5 |
|
0.382 |
2,841.0 |
|
LOW |
2,823.0 |
|
0.618 |
2,794.0 |
|
1.000 |
2,776.0 |
|
1.618 |
2,747.0 |
|
2.618 |
2,700.0 |
|
4.250 |
2,623.3 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,846.5 |
2,869.0 |
| PP |
2,846.0 |
2,861.0 |
| S1 |
2,845.5 |
2,853.0 |
|