| Trading Metrics calculated at close of trading on 18-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,846.0 |
2,847.0 |
1.0 |
0.0% |
2,898.0 |
| High |
2,868.0 |
2,865.0 |
-3.0 |
-0.1% |
2,933.0 |
| Low |
2,825.0 |
2,831.0 |
6.0 |
0.2% |
2,847.0 |
| Close |
2,834.0 |
2,846.0 |
12.0 |
0.4% |
2,868.0 |
| Range |
43.0 |
34.0 |
-9.0 |
-20.9% |
86.0 |
| ATR |
45.6 |
44.8 |
-0.8 |
-1.8% |
0.0 |
| Volume |
81,095 |
342 |
-80,753 |
-99.6% |
15,923 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,949.3 |
2,931.7 |
2,864.7 |
|
| R3 |
2,915.3 |
2,897.7 |
2,855.4 |
|
| R2 |
2,881.3 |
2,881.3 |
2,852.2 |
|
| R1 |
2,863.7 |
2,863.7 |
2,849.1 |
2,855.5 |
| PP |
2,847.3 |
2,847.3 |
2,847.3 |
2,843.3 |
| S1 |
2,829.7 |
2,829.7 |
2,842.9 |
2,821.5 |
| S2 |
2,813.3 |
2,813.3 |
2,839.8 |
|
| S3 |
2,779.3 |
2,795.7 |
2,836.7 |
|
| S4 |
2,745.3 |
2,761.7 |
2,827.3 |
|
|
| 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 |
2,910.0 |
2,825.0 |
85.0 |
3.0% |
43.2 |
1.5% |
25% |
False |
False |
19,269 |
| 10 |
2,933.0 |
2,825.0 |
108.0 |
3.8% |
46.5 |
1.6% |
19% |
False |
False |
13,805 |
| 20 |
2,975.0 |
2,779.0 |
196.0 |
6.9% |
40.9 |
1.4% |
34% |
False |
False |
20,777 |
| 40 |
2,975.0 |
2,757.0 |
218.0 |
7.7% |
38.0 |
1.3% |
41% |
False |
False |
21,014 |
| 60 |
2,975.0 |
2,591.0 |
384.0 |
13.5% |
42.9 |
1.5% |
66% |
False |
False |
19,070 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
14.3% |
40.2 |
1.4% |
63% |
False |
False |
14,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,009.5 |
|
2.618 |
2,954.0 |
|
1.618 |
2,920.0 |
|
1.000 |
2,899.0 |
|
0.618 |
2,886.0 |
|
HIGH |
2,865.0 |
|
0.618 |
2,852.0 |
|
0.500 |
2,848.0 |
|
0.382 |
2,844.0 |
|
LOW |
2,831.0 |
|
0.618 |
2,810.0 |
|
1.000 |
2,797.0 |
|
1.618 |
2,776.0 |
|
2.618 |
2,742.0 |
|
4.250 |
2,686.5 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,848.0 |
2,846.5 |
| PP |
2,847.3 |
2,846.3 |
| S1 |
2,846.7 |
2,846.2 |
|