| 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 |
2,847.0 |
2,859.0 |
12.0 |
0.4% |
2,898.0 |
| High |
2,865.0 |
2,885.0 |
20.0 |
0.7% |
2,933.0 |
| Low |
2,831.0 |
2,844.0 |
13.0 |
0.5% |
2,847.0 |
| Close |
2,846.0 |
2,865.0 |
19.0 |
0.7% |
2,868.0 |
| Range |
34.0 |
41.0 |
7.0 |
20.6% |
86.0 |
| ATR |
44.8 |
44.5 |
-0.3 |
-0.6% |
0.0 |
| Volume |
342 |
447 |
105 |
30.7% |
15,923 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,987.7 |
2,967.3 |
2,887.6 |
|
| R3 |
2,946.7 |
2,926.3 |
2,876.3 |
|
| R2 |
2,905.7 |
2,905.7 |
2,872.5 |
|
| R1 |
2,885.3 |
2,885.3 |
2,868.8 |
2,895.5 |
| PP |
2,864.7 |
2,864.7 |
2,864.7 |
2,869.8 |
| S1 |
2,844.3 |
2,844.3 |
2,861.2 |
2,854.5 |
| S2 |
2,823.7 |
2,823.7 |
2,857.5 |
|
| S3 |
2,782.7 |
2,803.3 |
2,853.7 |
|
| S4 |
2,741.7 |
2,762.3 |
2,842.5 |
|
|
| 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 |
2,910.0 |
2,825.0 |
85.0 |
3.0% |
42.2 |
1.5% |
47% |
False |
False |
16,461 |
| 10 |
2,933.0 |
2,825.0 |
108.0 |
3.8% |
45.9 |
1.6% |
37% |
False |
False |
9,834 |
| 20 |
2,975.0 |
2,800.0 |
175.0 |
6.1% |
42.1 |
1.5% |
37% |
False |
False |
20,782 |
| 40 |
2,975.0 |
2,757.0 |
218.0 |
7.6% |
38.0 |
1.3% |
50% |
False |
False |
21,015 |
| 60 |
2,975.0 |
2,591.0 |
384.0 |
13.4% |
43.1 |
1.5% |
71% |
False |
False |
19,074 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
14.2% |
40.2 |
1.4% |
67% |
False |
False |
14,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,059.3 |
|
2.618 |
2,992.3 |
|
1.618 |
2,951.3 |
|
1.000 |
2,926.0 |
|
0.618 |
2,910.3 |
|
HIGH |
2,885.0 |
|
0.618 |
2,869.3 |
|
0.500 |
2,864.5 |
|
0.382 |
2,859.7 |
|
LOW |
2,844.0 |
|
0.618 |
2,818.7 |
|
1.000 |
2,803.0 |
|
1.618 |
2,777.7 |
|
2.618 |
2,736.7 |
|
4.250 |
2,669.8 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,864.8 |
2,861.7 |
| PP |
2,864.7 |
2,858.3 |
| S1 |
2,864.5 |
2,855.0 |
|