| 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 |
2,341.25 |
2,362.00 |
20.75 |
0.9% |
2,378.00 |
| High |
2,365.00 |
2,373.25 |
8.25 |
0.3% |
2,415.25 |
| Low |
2,333.50 |
2,353.50 |
20.00 |
0.9% |
2,369.00 |
| Close |
2,361.50 |
2,369.00 |
7.50 |
0.3% |
2,370.00 |
| Range |
31.50 |
19.75 |
-11.75 |
-37.3% |
46.25 |
| ATR |
33.46 |
32.48 |
-0.98 |
-2.9% |
0.00 |
| Volume |
232,300 |
228,801 |
-3,499 |
-1.5% |
1,444,061 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,424.50 |
2,416.50 |
2,379.75 |
|
| R3 |
2,404.75 |
2,396.75 |
2,374.50 |
|
| R2 |
2,385.00 |
2,385.00 |
2,372.50 |
|
| R1 |
2,377.00 |
2,377.00 |
2,370.75 |
2,381.00 |
| PP |
2,365.25 |
2,365.25 |
2,365.25 |
2,367.25 |
| S1 |
2,357.25 |
2,357.25 |
2,367.25 |
2,361.25 |
| S2 |
2,345.50 |
2,345.50 |
2,365.50 |
|
| S3 |
2,325.75 |
2,337.50 |
2,363.50 |
|
| S4 |
2,306.00 |
2,317.75 |
2,358.25 |
|
|
| 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 |
2,414.25 |
2,318.25 |
96.00 |
4.1% |
33.50 |
1.4% |
53% |
False |
False |
301,116 |
| 10 |
2,415.25 |
2,318.25 |
97.00 |
4.1% |
34.00 |
1.4% |
52% |
False |
False |
300,774 |
| 20 |
2,428.00 |
2,318.25 |
109.75 |
4.6% |
29.75 |
1.3% |
46% |
False |
False |
279,672 |
| 40 |
2,428.00 |
2,250.25 |
177.75 |
7.5% |
31.25 |
1.3% |
67% |
False |
False |
265,982 |
| 60 |
2,428.00 |
2,185.75 |
242.25 |
10.2% |
36.00 |
1.5% |
76% |
False |
False |
236,389 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.2% |
34.25 |
1.4% |
76% |
False |
False |
177,346 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.2% |
32.75 |
1.4% |
76% |
False |
False |
141,903 |
| 120 |
2,428.00 |
2,118.75 |
309.25 |
13.1% |
28.50 |
1.2% |
81% |
False |
False |
118,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,457.25 |
|
2.618 |
2,425.00 |
|
1.618 |
2,405.25 |
|
1.000 |
2,393.00 |
|
0.618 |
2,385.50 |
|
HIGH |
2,373.25 |
|
0.618 |
2,365.75 |
|
0.500 |
2,363.50 |
|
0.382 |
2,361.00 |
|
LOW |
2,353.50 |
|
0.618 |
2,341.25 |
|
1.000 |
2,333.75 |
|
1.618 |
2,321.50 |
|
2.618 |
2,301.75 |
|
4.250 |
2,269.50 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,367.00 |
2,361.25 |
| PP |
2,365.25 |
2,353.50 |
| S1 |
2,363.50 |
2,345.75 |
|