| Trading Metrics calculated at close of trading on 20-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,362.00 |
2,368.50 |
6.50 |
0.3% |
2,366.00 |
| High |
2,373.25 |
2,372.75 |
-0.50 |
0.0% |
2,373.25 |
| Low |
2,353.50 |
2,342.25 |
-11.25 |
-0.5% |
2,318.25 |
| Close |
2,369.00 |
2,343.50 |
-25.50 |
-1.1% |
2,343.50 |
| Range |
19.75 |
30.50 |
10.75 |
54.4% |
55.00 |
| ATR |
32.48 |
32.34 |
-0.14 |
-0.4% |
0.00 |
| Volume |
228,801 |
257,419 |
28,618 |
12.5% |
1,462,166 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,444.25 |
2,424.50 |
2,360.25 |
|
| R3 |
2,413.75 |
2,394.00 |
2,352.00 |
|
| R2 |
2,383.25 |
2,383.25 |
2,349.00 |
|
| R1 |
2,363.50 |
2,363.50 |
2,346.25 |
2,358.00 |
| PP |
2,352.75 |
2,352.75 |
2,352.75 |
2,350.25 |
| S1 |
2,333.00 |
2,333.00 |
2,340.75 |
2,327.50 |
| S2 |
2,322.25 |
2,322.25 |
2,338.00 |
|
| S3 |
2,291.75 |
2,302.50 |
2,335.00 |
|
| S4 |
2,261.25 |
2,272.00 |
2,326.75 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,510.00 |
2,481.75 |
2,373.75 |
|
| R3 |
2,455.00 |
2,426.75 |
2,358.50 |
|
| R2 |
2,400.00 |
2,400.00 |
2,353.50 |
|
| R1 |
2,371.75 |
2,371.75 |
2,348.50 |
2,358.50 |
| PP |
2,345.00 |
2,345.00 |
2,345.00 |
2,338.25 |
| S1 |
2,316.75 |
2,316.75 |
2,338.50 |
2,303.50 |
| S2 |
2,290.00 |
2,290.00 |
2,333.50 |
|
| S3 |
2,235.00 |
2,261.75 |
2,328.50 |
|
| S4 |
2,180.00 |
2,206.75 |
2,313.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,373.25 |
2,318.25 |
55.00 |
2.3% |
30.50 |
1.3% |
46% |
False |
False |
292,433 |
| 10 |
2,415.25 |
2,318.25 |
97.00 |
4.1% |
33.25 |
1.4% |
26% |
False |
False |
290,622 |
| 20 |
2,428.00 |
2,318.25 |
109.75 |
4.7% |
30.00 |
1.3% |
23% |
False |
False |
280,433 |
| 40 |
2,428.00 |
2,250.25 |
177.75 |
7.6% |
30.75 |
1.3% |
52% |
False |
False |
265,183 |
| 60 |
2,428.00 |
2,185.75 |
242.25 |
10.3% |
35.75 |
1.5% |
65% |
False |
False |
240,667 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.3% |
34.25 |
1.5% |
65% |
False |
False |
180,563 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.3% |
32.75 |
1.4% |
65% |
False |
False |
144,477 |
| 120 |
2,428.00 |
2,118.75 |
309.25 |
13.2% |
28.75 |
1.2% |
73% |
False |
False |
120,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,502.50 |
|
2.618 |
2,452.50 |
|
1.618 |
2,422.00 |
|
1.000 |
2,403.25 |
|
0.618 |
2,391.50 |
|
HIGH |
2,372.75 |
|
0.618 |
2,361.00 |
|
0.500 |
2,357.50 |
|
0.382 |
2,354.00 |
|
LOW |
2,342.25 |
|
0.618 |
2,323.50 |
|
1.000 |
2,311.75 |
|
1.618 |
2,293.00 |
|
2.618 |
2,262.50 |
|
4.250 |
2,212.50 |
|
|
| Fisher Pivots for day following 20-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,357.50 |
2,353.50 |
| PP |
2,352.75 |
2,350.00 |
| S1 |
2,348.25 |
2,346.75 |
|