| 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 |
1,339.25 |
1,347.25 |
8.00 |
0.6% |
1,337.25 |
| High |
1,348.75 |
1,352.50 |
3.75 |
0.3% |
1,358.25 |
| Low |
1,328.75 |
1,330.50 |
1.75 |
0.1% |
1,328.75 |
| Close |
1,347.50 |
1,334.00 |
-13.50 |
-1.0% |
1,334.00 |
| Range |
20.00 |
22.00 |
2.00 |
10.0% |
29.50 |
| ATR |
16.93 |
17.29 |
0.36 |
2.1% |
0.00 |
| Volume |
2,253,407 |
2,233,850 |
-19,557 |
-0.9% |
9,914,828 |
|
| Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,405.00 |
1,391.50 |
1,346.00 |
|
| R3 |
1,383.00 |
1,369.50 |
1,340.00 |
|
| R2 |
1,361.00 |
1,361.00 |
1,338.00 |
|
| R1 |
1,347.50 |
1,347.50 |
1,336.00 |
1,343.25 |
| PP |
1,339.00 |
1,339.00 |
1,339.00 |
1,337.00 |
| S1 |
1,325.50 |
1,325.50 |
1,332.00 |
1,321.25 |
| S2 |
1,317.00 |
1,317.00 |
1,330.00 |
|
| S3 |
1,295.00 |
1,303.50 |
1,328.00 |
|
| S4 |
1,273.00 |
1,281.50 |
1,322.00 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,428.75 |
1,411.00 |
1,350.25 |
|
| R3 |
1,399.25 |
1,381.50 |
1,342.00 |
|
| R2 |
1,369.75 |
1,369.75 |
1,339.50 |
|
| R1 |
1,352.00 |
1,352.00 |
1,336.75 |
1,346.00 |
| PP |
1,340.25 |
1,340.25 |
1,340.25 |
1,337.50 |
| S1 |
1,322.50 |
1,322.50 |
1,331.25 |
1,316.50 |
| S2 |
1,310.75 |
1,310.75 |
1,328.50 |
|
| S3 |
1,281.25 |
1,293.00 |
1,326.00 |
|
| S4 |
1,251.75 |
1,263.50 |
1,317.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,358.25 |
1,328.75 |
29.50 |
2.2% |
19.25 |
1.4% |
18% |
False |
False |
1,982,965 |
| 10 |
1,373.50 |
1,325.25 |
48.25 |
3.6% |
19.00 |
1.4% |
18% |
False |
False |
2,125,831 |
| 20 |
1,373.50 |
1,290.50 |
83.00 |
6.2% |
17.00 |
1.3% |
52% |
False |
False |
1,841,794 |
| 40 |
1,373.50 |
1,261.50 |
112.00 |
8.4% |
15.50 |
1.2% |
65% |
False |
False |
1,774,090 |
| 60 |
1,373.50 |
1,241.25 |
132.25 |
9.9% |
18.25 |
1.4% |
70% |
False |
False |
1,488,519 |
| 80 |
1,373.50 |
1,241.25 |
132.25 |
9.9% |
17.00 |
1.3% |
70% |
False |
False |
1,116,709 |
| 100 |
1,373.50 |
1,236.50 |
137.00 |
10.3% |
15.75 |
1.2% |
71% |
False |
False |
893,546 |
| 120 |
1,373.50 |
1,163.00 |
210.50 |
15.8% |
15.25 |
1.1% |
81% |
False |
False |
744,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,446.00 |
|
2.618 |
1,410.00 |
|
1.618 |
1,388.00 |
|
1.000 |
1,374.50 |
|
0.618 |
1,366.00 |
|
HIGH |
1,352.50 |
|
0.618 |
1,344.00 |
|
0.500 |
1,341.50 |
|
0.382 |
1,339.00 |
|
LOW |
1,330.50 |
|
0.618 |
1,317.00 |
|
1.000 |
1,308.50 |
|
1.618 |
1,295.00 |
|
2.618 |
1,273.00 |
|
4.250 |
1,237.00 |
|
|
| Fisher Pivots for day following 13-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,341.50 |
1,343.50 |
| PP |
1,339.00 |
1,340.25 |
| S1 |
1,336.50 |
1,337.25 |
|