| 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 |
1,347.25 |
1,332.00 |
-15.25 |
-1.1% |
1,337.25 |
| High |
1,352.50 |
1,341.25 |
-11.25 |
-0.8% |
1,358.25 |
| Low |
1,330.50 |
1,324.75 |
-5.75 |
-0.4% |
1,328.75 |
| Close |
1,334.00 |
1,325.50 |
-8.50 |
-0.6% |
1,334.00 |
| Range |
22.00 |
16.50 |
-5.50 |
-25.0% |
29.50 |
| ATR |
17.29 |
17.23 |
-0.06 |
-0.3% |
0.00 |
| Volume |
2,233,850 |
2,176,346 |
-57,504 |
-2.6% |
9,914,828 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,380.00 |
1,369.25 |
1,334.50 |
|
| R3 |
1,363.50 |
1,352.75 |
1,330.00 |
|
| R2 |
1,347.00 |
1,347.00 |
1,328.50 |
|
| R1 |
1,336.25 |
1,336.25 |
1,327.00 |
1,333.50 |
| PP |
1,330.50 |
1,330.50 |
1,330.50 |
1,329.00 |
| S1 |
1,319.75 |
1,319.75 |
1,324.00 |
1,317.00 |
| S2 |
1,314.00 |
1,314.00 |
1,322.50 |
|
| S3 |
1,297.50 |
1,303.25 |
1,321.00 |
|
| S4 |
1,281.00 |
1,286.75 |
1,316.50 |
|
|
| 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 |
1,324.75 |
33.50 |
2.5% |
20.25 |
1.5% |
2% |
False |
True |
2,085,145 |
| 10 |
1,358.50 |
1,324.75 |
33.75 |
2.5% |
18.75 |
1.4% |
2% |
False |
True |
2,172,762 |
| 20 |
1,373.50 |
1,290.50 |
83.00 |
6.3% |
17.25 |
1.3% |
42% |
False |
False |
1,868,942 |
| 40 |
1,373.50 |
1,274.75 |
98.75 |
7.5% |
15.25 |
1.2% |
51% |
False |
False |
1,770,092 |
| 60 |
1,373.50 |
1,241.25 |
132.25 |
10.0% |
18.25 |
1.4% |
64% |
False |
False |
1,524,770 |
| 80 |
1,373.50 |
1,241.25 |
132.25 |
10.0% |
17.00 |
1.3% |
64% |
False |
False |
1,143,908 |
| 100 |
1,373.50 |
1,241.00 |
132.50 |
10.0% |
15.75 |
1.2% |
64% |
False |
False |
915,301 |
| 120 |
1,373.50 |
1,163.00 |
210.50 |
15.9% |
15.25 |
1.2% |
77% |
False |
False |
762,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,411.50 |
|
2.618 |
1,384.50 |
|
1.618 |
1,368.00 |
|
1.000 |
1,357.75 |
|
0.618 |
1,351.50 |
|
HIGH |
1,341.25 |
|
0.618 |
1,335.00 |
|
0.500 |
1,333.00 |
|
0.382 |
1,331.00 |
|
LOW |
1,324.75 |
|
0.618 |
1,314.50 |
|
1.000 |
1,308.25 |
|
1.618 |
1,298.00 |
|
2.618 |
1,281.50 |
|
4.250 |
1,254.50 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,333.00 |
1,338.50 |
| PP |
1,330.50 |
1,334.25 |
| S1 |
1,328.00 |
1,330.00 |
|