| 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 |
2,859.0 |
2,880.0 |
21.0 |
0.7% |
2,849.0 |
| High |
2,885.0 |
2,893.0 |
8.0 |
0.3% |
2,893.0 |
| Low |
2,844.0 |
2,829.0 |
-15.0 |
-0.5% |
2,825.0 |
| Close |
2,865.0 |
2,836.0 |
-29.0 |
-1.0% |
2,836.0 |
| Range |
41.0 |
64.0 |
23.0 |
56.1% |
68.0 |
| ATR |
44.5 |
45.9 |
1.4 |
3.1% |
0.0 |
| Volume |
447 |
318 |
-129 |
-28.9% |
82,394 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,044.7 |
3,004.3 |
2,871.2 |
|
| R3 |
2,980.7 |
2,940.3 |
2,853.6 |
|
| R2 |
2,916.7 |
2,916.7 |
2,847.7 |
|
| R1 |
2,876.3 |
2,876.3 |
2,841.9 |
2,864.5 |
| PP |
2,852.7 |
2,852.7 |
2,852.7 |
2,846.8 |
| S1 |
2,812.3 |
2,812.3 |
2,830.1 |
2,800.5 |
| S2 |
2,788.7 |
2,788.7 |
2,824.3 |
|
| S3 |
2,724.7 |
2,748.3 |
2,818.4 |
|
| S4 |
2,660.7 |
2,684.3 |
2,800.8 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,055.3 |
3,013.7 |
2,873.4 |
|
| R3 |
2,987.3 |
2,945.7 |
2,854.7 |
|
| R2 |
2,919.3 |
2,919.3 |
2,848.5 |
|
| R1 |
2,877.7 |
2,877.7 |
2,842.2 |
2,864.5 |
| PP |
2,851.3 |
2,851.3 |
2,851.3 |
2,844.8 |
| S1 |
2,809.7 |
2,809.7 |
2,829.8 |
2,796.5 |
| S2 |
2,783.3 |
2,783.3 |
2,823.5 |
|
| S3 |
2,715.3 |
2,741.7 |
2,817.3 |
|
| S4 |
2,647.3 |
2,673.7 |
2,798.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,893.0 |
2,825.0 |
68.0 |
2.4% |
42.4 |
1.5% |
16% |
True |
False |
16,478 |
| 10 |
2,933.0 |
2,825.0 |
108.0 |
3.8% |
47.1 |
1.7% |
10% |
False |
False |
9,831 |
| 20 |
2,975.0 |
2,825.0 |
150.0 |
5.3% |
42.6 |
1.5% |
7% |
False |
False |
20,573 |
| 40 |
2,975.0 |
2,758.0 |
217.0 |
7.7% |
38.7 |
1.4% |
36% |
False |
False |
21,009 |
| 60 |
2,975.0 |
2,591.0 |
384.0 |
13.5% |
43.4 |
1.5% |
64% |
False |
False |
19,072 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
14.4% |
41.0 |
1.4% |
60% |
False |
False |
14,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,165.0 |
|
2.618 |
3,060.6 |
|
1.618 |
2,996.6 |
|
1.000 |
2,957.0 |
|
0.618 |
2,932.6 |
|
HIGH |
2,893.0 |
|
0.618 |
2,868.6 |
|
0.500 |
2,861.0 |
|
0.382 |
2,853.4 |
|
LOW |
2,829.0 |
|
0.618 |
2,789.4 |
|
1.000 |
2,765.0 |
|
1.618 |
2,725.4 |
|
2.618 |
2,661.4 |
|
4.250 |
2,557.0 |
|
|
| Fisher Pivots for day following 20-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,861.0 |
2,861.0 |
| PP |
2,852.7 |
2,852.7 |
| S1 |
2,844.3 |
2,844.3 |
|