| 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 |
2,841.0 |
2,856.0 |
15.0 |
0.5% |
2,892.0 |
| High |
2,870.0 |
2,863.0 |
-7.0 |
-0.2% |
2,934.0 |
| Low |
2,823.0 |
2,829.0 |
6.0 |
0.2% |
2,843.0 |
| Close |
2,845.0 |
2,846.0 |
1.0 |
0.0% |
2,868.0 |
| Range |
47.0 |
34.0 |
-13.0 |
-27.7% |
91.0 |
| ATR |
49.1 |
48.0 |
-1.1 |
-2.2% |
0.0 |
| Volume |
0 |
1,078,780 |
1,078,780 |
|
6,559,769 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,948.0 |
2,931.0 |
2,864.7 |
|
| R3 |
2,914.0 |
2,897.0 |
2,855.4 |
|
| R2 |
2,880.0 |
2,880.0 |
2,852.2 |
|
| R1 |
2,863.0 |
2,863.0 |
2,849.1 |
2,854.5 |
| PP |
2,846.0 |
2,846.0 |
2,846.0 |
2,841.8 |
| S1 |
2,829.0 |
2,829.0 |
2,842.9 |
2,820.5 |
| S2 |
2,812.0 |
2,812.0 |
2,839.8 |
|
| S3 |
2,778.0 |
2,795.0 |
2,836.7 |
|
| S4 |
2,744.0 |
2,761.0 |
2,827.3 |
|
|
| 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 |
2,915.0 |
2,823.0 |
92.0 |
3.2% |
47.2 |
1.7% |
25% |
False |
False |
1,042,616 |
| 10 |
2,934.0 |
2,823.0 |
111.0 |
3.9% |
50.8 |
1.8% |
21% |
False |
False |
1,183,288 |
| 20 |
2,980.0 |
2,777.0 |
203.0 |
7.1% |
44.2 |
1.6% |
34% |
False |
False |
1,059,719 |
| 40 |
2,980.0 |
2,757.0 |
223.0 |
7.8% |
41.5 |
1.5% |
40% |
False |
False |
1,014,583 |
| 60 |
2,980.0 |
2,590.0 |
390.0 |
13.7% |
46.9 |
1.6% |
66% |
False |
False |
829,248 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.3% |
45.0 |
1.6% |
63% |
False |
False |
622,527 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.3% |
44.4 |
1.6% |
63% |
False |
False |
498,258 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.4% |
43.9 |
1.5% |
65% |
False |
False |
416,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,007.5 |
|
2.618 |
2,952.0 |
|
1.618 |
2,918.0 |
|
1.000 |
2,897.0 |
|
0.618 |
2,884.0 |
|
HIGH |
2,863.0 |
|
0.618 |
2,850.0 |
|
0.500 |
2,846.0 |
|
0.382 |
2,842.0 |
|
LOW |
2,829.0 |
|
0.618 |
2,808.0 |
|
1.000 |
2,795.0 |
|
1.618 |
2,774.0 |
|
2.618 |
2,740.0 |
|
4.250 |
2,684.5 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,846.0 |
2,846.5 |
| PP |
2,846.0 |
2,846.3 |
| S1 |
2,846.0 |
2,846.2 |
|