| Trading Metrics calculated at close of trading on 13-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,886.0 |
2,901.0 |
15.0 |
0.5% |
2,898.0 |
| High |
2,904.0 |
2,910.0 |
6.0 |
0.2% |
2,933.0 |
| Low |
2,858.0 |
2,847.0 |
-11.0 |
-0.4% |
2,847.0 |
| Close |
2,884.0 |
2,868.0 |
-16.0 |
-0.6% |
2,868.0 |
| Range |
46.0 |
63.0 |
17.0 |
37.0% |
86.0 |
| ATR |
45.6 |
46.8 |
1.2 |
2.7% |
0.0 |
| Volume |
14,484 |
233 |
-14,251 |
-98.4% |
15,923 |
|
| Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,064.0 |
3,029.0 |
2,902.7 |
|
| R3 |
3,001.0 |
2,966.0 |
2,885.3 |
|
| R2 |
2,938.0 |
2,938.0 |
2,879.6 |
|
| R1 |
2,903.0 |
2,903.0 |
2,873.8 |
2,889.0 |
| PP |
2,875.0 |
2,875.0 |
2,875.0 |
2,868.0 |
| S1 |
2,840.0 |
2,840.0 |
2,862.2 |
2,826.0 |
| S2 |
2,812.0 |
2,812.0 |
2,856.5 |
|
| S3 |
2,749.0 |
2,777.0 |
2,850.7 |
|
| S4 |
2,686.0 |
2,714.0 |
2,833.4 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,140.7 |
3,090.3 |
2,915.3 |
|
| R3 |
3,054.7 |
3,004.3 |
2,891.7 |
|
| R2 |
2,968.7 |
2,968.7 |
2,883.8 |
|
| R1 |
2,918.3 |
2,918.3 |
2,875.9 |
2,900.5 |
| PP |
2,882.7 |
2,882.7 |
2,882.7 |
2,873.8 |
| S1 |
2,832.3 |
2,832.3 |
2,860.1 |
2,814.5 |
| S2 |
2,796.7 |
2,796.7 |
2,852.2 |
|
| S3 |
2,710.7 |
2,746.3 |
2,844.4 |
|
| S4 |
2,624.7 |
2,660.3 |
2,820.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,933.0 |
2,847.0 |
86.0 |
3.0% |
51.8 |
1.8% |
24% |
False |
True |
3,184 |
| 10 |
2,975.0 |
2,847.0 |
128.0 |
4.5% |
48.1 |
1.7% |
16% |
False |
True |
32,180 |
| 20 |
2,975.0 |
2,758.0 |
217.0 |
7.6% |
42.9 |
1.5% |
51% |
False |
False |
37,656 |
| 40 |
2,975.0 |
2,647.0 |
328.0 |
11.4% |
39.8 |
1.4% |
67% |
False |
False |
20,787 |
| 60 |
2,995.0 |
2,591.0 |
404.0 |
14.1% |
42.8 |
1.5% |
69% |
False |
False |
17,730 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
14.2% |
40.2 |
1.4% |
68% |
False |
False |
13,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,177.8 |
|
2.618 |
3,074.9 |
|
1.618 |
3,011.9 |
|
1.000 |
2,973.0 |
|
0.618 |
2,948.9 |
|
HIGH |
2,910.0 |
|
0.618 |
2,885.9 |
|
0.500 |
2,878.5 |
|
0.382 |
2,871.1 |
|
LOW |
2,847.0 |
|
0.618 |
2,808.1 |
|
1.000 |
2,784.0 |
|
1.618 |
2,745.1 |
|
2.618 |
2,682.1 |
|
4.250 |
2,579.3 |
|
|
| Fisher Pivots for day following 13-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,878.5 |
2,890.0 |
| PP |
2,875.0 |
2,882.7 |
| S1 |
2,871.5 |
2,875.3 |
|