| Trading Metrics calculated at close of trading on 17-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,366.00 |
2,333.75 |
-32.25 |
-1.4% |
2,378.00 |
| High |
2,372.75 |
2,346.00 |
-26.75 |
-1.1% |
2,415.25 |
| Low |
2,329.25 |
2,318.25 |
-11.00 |
-0.5% |
2,369.00 |
| Close |
2,334.50 |
2,337.25 |
2.75 |
0.1% |
2,370.00 |
| Range |
43.50 |
27.75 |
-15.75 |
-36.2% |
46.25 |
| ATR |
34.06 |
33.61 |
-0.45 |
-1.3% |
0.00 |
| Volume |
405,609 |
338,037 |
-67,572 |
-16.7% |
1,444,061 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,417.00 |
2,405.00 |
2,352.50 |
|
| R3 |
2,389.25 |
2,377.25 |
2,345.00 |
|
| R2 |
2,361.50 |
2,361.50 |
2,342.25 |
|
| R1 |
2,349.50 |
2,349.50 |
2,339.75 |
2,355.50 |
| PP |
2,333.75 |
2,333.75 |
2,333.75 |
2,337.00 |
| S1 |
2,321.75 |
2,321.75 |
2,334.75 |
2,327.75 |
| S2 |
2,306.00 |
2,306.00 |
2,332.25 |
|
| S3 |
2,278.25 |
2,294.00 |
2,329.50 |
|
| S4 |
2,250.50 |
2,266.25 |
2,322.00 |
|
|
| 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 |
2,318.25 |
97.00 |
4.2% |
39.50 |
1.7% |
20% |
False |
True |
326,020 |
| 10 |
2,415.25 |
2,318.25 |
97.00 |
4.2% |
35.50 |
1.5% |
20% |
False |
True |
324,074 |
| 20 |
2,428.00 |
2,277.75 |
150.25 |
6.4% |
31.75 |
1.4% |
40% |
False |
False |
283,330 |
| 40 |
2,428.00 |
2,232.00 |
196.00 |
8.4% |
31.50 |
1.3% |
54% |
False |
False |
266,741 |
| 60 |
2,428.00 |
2,185.75 |
242.25 |
10.4% |
37.25 |
1.6% |
63% |
False |
False |
228,719 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.4% |
34.25 |
1.5% |
63% |
False |
False |
171,585 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.4% |
32.50 |
1.4% |
63% |
False |
False |
137,294 |
| 120 |
2,428.00 |
2,118.75 |
309.25 |
13.2% |
28.25 |
1.2% |
71% |
False |
False |
114,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,464.00 |
|
2.618 |
2,418.75 |
|
1.618 |
2,391.00 |
|
1.000 |
2,373.75 |
|
0.618 |
2,363.25 |
|
HIGH |
2,346.00 |
|
0.618 |
2,335.50 |
|
0.500 |
2,332.00 |
|
0.382 |
2,328.75 |
|
LOW |
2,318.25 |
|
0.618 |
2,301.00 |
|
1.000 |
2,290.50 |
|
1.618 |
2,273.25 |
|
2.618 |
2,245.50 |
|
4.250 |
2,200.25 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,335.50 |
2,366.25 |
| PP |
2,333.75 |
2,356.50 |
| S1 |
2,332.00 |
2,347.00 |
|