| 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 |
2,901.0 |
2,849.0 |
-52.0 |
-1.8% |
2,898.0 |
| High |
2,910.0 |
2,865.0 |
-45.0 |
-1.5% |
2,933.0 |
| Low |
2,847.0 |
2,835.0 |
-12.0 |
-0.4% |
2,847.0 |
| Close |
2,868.0 |
2,857.0 |
-11.0 |
-0.4% |
2,868.0 |
| Range |
63.0 |
30.0 |
-33.0 |
-52.4% |
86.0 |
| ATR |
46.8 |
45.8 |
-1.0 |
-2.1% |
0.0 |
| Volume |
233 |
192 |
-41 |
-17.6% |
15,923 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,942.3 |
2,929.7 |
2,873.5 |
|
| R3 |
2,912.3 |
2,899.7 |
2,865.3 |
|
| R2 |
2,882.3 |
2,882.3 |
2,862.5 |
|
| R1 |
2,869.7 |
2,869.7 |
2,859.8 |
2,876.0 |
| PP |
2,852.3 |
2,852.3 |
2,852.3 |
2,855.5 |
| S1 |
2,839.7 |
2,839.7 |
2,854.3 |
2,846.0 |
| S2 |
2,822.3 |
2,822.3 |
2,851.5 |
|
| S3 |
2,792.3 |
2,809.7 |
2,848.8 |
|
| S4 |
2,762.3 |
2,779.7 |
2,840.5 |
|
|
| 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 |
2,835.0 |
98.0 |
3.4% |
48.4 |
1.7% |
22% |
False |
True |
3,199 |
| 10 |
2,958.0 |
2,835.0 |
123.0 |
4.3% |
47.6 |
1.7% |
18% |
False |
True |
31,624 |
| 20 |
2,975.0 |
2,758.0 |
217.0 |
7.6% |
42.5 |
1.5% |
46% |
False |
False |
37,652 |
| 40 |
2,975.0 |
2,700.0 |
275.0 |
9.6% |
38.8 |
1.4% |
57% |
False |
False |
19,596 |
| 60 |
2,992.0 |
2,591.0 |
401.0 |
14.0% |
42.9 |
1.5% |
66% |
False |
False |
17,728 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
14.3% |
40.4 |
1.4% |
65% |
False |
False |
13,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,992.5 |
|
2.618 |
2,943.5 |
|
1.618 |
2,913.5 |
|
1.000 |
2,895.0 |
|
0.618 |
2,883.5 |
|
HIGH |
2,865.0 |
|
0.618 |
2,853.5 |
|
0.500 |
2,850.0 |
|
0.382 |
2,846.5 |
|
LOW |
2,835.0 |
|
0.618 |
2,816.5 |
|
1.000 |
2,805.0 |
|
1.618 |
2,786.5 |
|
2.618 |
2,756.5 |
|
4.250 |
2,707.5 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,854.7 |
2,872.5 |
| PP |
2,852.3 |
2,867.3 |
| S1 |
2,850.0 |
2,862.2 |
|