| 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 |
2,856.0 |
2,859.0 |
3.0 |
0.1% |
2,892.0 |
| High |
2,863.0 |
2,889.0 |
26.0 |
0.9% |
2,934.0 |
| Low |
2,829.0 |
2,843.0 |
14.0 |
0.5% |
2,843.0 |
| Close |
2,846.0 |
2,865.0 |
19.0 |
0.7% |
2,868.0 |
| Range |
34.0 |
46.0 |
12.0 |
35.3% |
91.0 |
| ATR |
48.0 |
47.9 |
-0.1 |
-0.3% |
0.0 |
| Volume |
1,078,780 |
1,403,082 |
324,302 |
30.1% |
6,559,769 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,003.7 |
2,980.3 |
2,890.3 |
|
| R3 |
2,957.7 |
2,934.3 |
2,877.7 |
|
| R2 |
2,911.7 |
2,911.7 |
2,873.4 |
|
| R1 |
2,888.3 |
2,888.3 |
2,869.2 |
2,900.0 |
| PP |
2,865.7 |
2,865.7 |
2,865.7 |
2,871.5 |
| S1 |
2,842.3 |
2,842.3 |
2,860.8 |
2,854.0 |
| S2 |
2,819.7 |
2,819.7 |
2,856.6 |
|
| S3 |
2,773.7 |
2,796.3 |
2,852.4 |
|
| S4 |
2,727.7 |
2,750.3 |
2,839.7 |
|
|
| 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 |
2,915.0 |
2,823.0 |
92.0 |
3.2% |
47.2 |
1.6% |
46% |
False |
False |
1,023,323 |
| 10 |
2,934.0 |
2,823.0 |
111.0 |
3.9% |
50.1 |
1.7% |
38% |
False |
False |
1,171,505 |
| 20 |
2,980.0 |
2,811.0 |
169.0 |
5.9% |
45.2 |
1.6% |
32% |
False |
False |
1,083,867 |
| 40 |
2,980.0 |
2,757.0 |
223.0 |
7.8% |
41.6 |
1.5% |
48% |
False |
False |
1,019,863 |
| 60 |
2,980.0 |
2,590.0 |
390.0 |
13.6% |
46.9 |
1.6% |
71% |
False |
False |
852,577 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.2% |
45.0 |
1.6% |
67% |
False |
False |
640,062 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.2% |
44.4 |
1.6% |
67% |
False |
False |
512,288 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.3% |
44.0 |
1.5% |
70% |
False |
False |
427,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,084.5 |
|
2.618 |
3,009.4 |
|
1.618 |
2,963.4 |
|
1.000 |
2,935.0 |
|
0.618 |
2,917.4 |
|
HIGH |
2,889.0 |
|
0.618 |
2,871.4 |
|
0.500 |
2,866.0 |
|
0.382 |
2,860.6 |
|
LOW |
2,843.0 |
|
0.618 |
2,814.6 |
|
1.000 |
2,797.0 |
|
1.618 |
2,768.6 |
|
2.618 |
2,722.6 |
|
4.250 |
2,647.5 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,866.0 |
2,862.0 |
| PP |
2,865.7 |
2,859.0 |
| S1 |
2,865.3 |
2,856.0 |
|