| 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 |
2,408.00 |
2,366.00 |
-42.00 |
-1.7% |
2,378.00 |
| High |
2,414.25 |
2,372.75 |
-41.50 |
-1.7% |
2,415.25 |
| Low |
2,369.00 |
2,329.25 |
-39.75 |
-1.7% |
2,369.00 |
| Close |
2,370.00 |
2,334.50 |
-35.50 |
-1.5% |
2,370.00 |
| Range |
45.25 |
43.50 |
-1.75 |
-3.9% |
46.25 |
| ATR |
33.33 |
34.06 |
0.73 |
2.2% |
0.00 |
| Volume |
300,837 |
405,609 |
104,772 |
34.8% |
1,444,061 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,476.00 |
2,448.75 |
2,358.50 |
|
| R3 |
2,432.50 |
2,405.25 |
2,346.50 |
|
| R2 |
2,389.00 |
2,389.00 |
2,342.50 |
|
| R1 |
2,361.75 |
2,361.75 |
2,338.50 |
2,353.50 |
| PP |
2,345.50 |
2,345.50 |
2,345.50 |
2,341.50 |
| S1 |
2,318.25 |
2,318.25 |
2,330.50 |
2,310.00 |
| S2 |
2,302.00 |
2,302.00 |
2,326.50 |
|
| S3 |
2,258.50 |
2,274.75 |
2,322.50 |
|
| S4 |
2,215.00 |
2,231.25 |
2,310.50 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,523.50 |
2,493.00 |
2,395.50 |
|
| R3 |
2,477.25 |
2,446.75 |
2,382.75 |
|
| R2 |
2,431.00 |
2,431.00 |
2,378.50 |
|
| R1 |
2,400.50 |
2,400.50 |
2,374.25 |
2,392.50 |
| PP |
2,384.75 |
2,384.75 |
2,384.75 |
2,380.75 |
| S1 |
2,354.25 |
2,354.25 |
2,365.75 |
2,346.50 |
| S2 |
2,338.50 |
2,338.50 |
2,361.50 |
|
| S3 |
2,292.25 |
2,308.00 |
2,357.25 |
|
| S4 |
2,246.00 |
2,261.75 |
2,344.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,415.25 |
2,329.25 |
86.00 |
3.7% |
40.00 |
1.7% |
6% |
False |
True |
316,791 |
| 10 |
2,415.25 |
2,329.25 |
86.00 |
3.7% |
35.75 |
1.5% |
6% |
False |
True |
318,995 |
| 20 |
2,428.00 |
2,250.25 |
177.75 |
7.6% |
33.50 |
1.4% |
47% |
False |
False |
285,230 |
| 40 |
2,428.00 |
2,219.00 |
209.00 |
9.0% |
32.00 |
1.4% |
55% |
False |
False |
264,552 |
| 60 |
2,428.00 |
2,185.75 |
242.25 |
10.4% |
37.00 |
1.6% |
61% |
False |
False |
223,087 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.4% |
34.25 |
1.5% |
61% |
False |
False |
167,361 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.4% |
32.25 |
1.4% |
61% |
False |
False |
133,914 |
| 120 |
2,428.00 |
2,114.00 |
314.00 |
13.5% |
28.00 |
1.2% |
70% |
False |
False |
111,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,557.50 |
|
2.618 |
2,486.75 |
|
1.618 |
2,443.25 |
|
1.000 |
2,416.25 |
|
0.618 |
2,399.75 |
|
HIGH |
2,372.75 |
|
0.618 |
2,356.25 |
|
0.500 |
2,351.00 |
|
0.382 |
2,345.75 |
|
LOW |
2,329.25 |
|
0.618 |
2,302.25 |
|
1.000 |
2,285.75 |
|
1.618 |
2,258.75 |
|
2.618 |
2,215.25 |
|
4.250 |
2,144.50 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,351.00 |
2,371.75 |
| PP |
2,345.50 |
2,359.25 |
| S1 |
2,340.00 |
2,347.00 |
|