| Trading Metrics calculated at close of trading on 17-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1,325.00 |
1,319.00 |
-6.00 |
-0.5% |
1,335.00 |
| High |
1,335.50 |
1,326.25 |
-9.25 |
-0.7% |
1,352.75 |
| Low |
1,319.50 |
1,311.00 |
-8.50 |
-0.6% |
1,323.75 |
| Close |
1,320.25 |
1,320.00 |
-0.25 |
0.0% |
1,328.50 |
| Range |
16.00 |
15.25 |
-0.75 |
-4.7% |
29.00 |
| ATR |
16.63 |
16.53 |
-0.10 |
-0.6% |
0.00 |
| Volume |
770 |
10,483 |
9,713 |
1,261.4% |
8,852 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,364.75 |
1,357.75 |
1,328.50 |
|
| R3 |
1,349.50 |
1,342.50 |
1,324.25 |
|
| R2 |
1,334.25 |
1,334.25 |
1,322.75 |
|
| R1 |
1,327.25 |
1,327.25 |
1,321.50 |
1,330.75 |
| PP |
1,319.00 |
1,319.00 |
1,319.00 |
1,321.00 |
| S1 |
1,312.00 |
1,312.00 |
1,318.50 |
1,315.50 |
| S2 |
1,303.75 |
1,303.75 |
1,317.25 |
|
| S3 |
1,288.50 |
1,296.75 |
1,315.75 |
|
| S4 |
1,273.25 |
1,281.50 |
1,311.50 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,422.00 |
1,404.25 |
1,344.50 |
|
| R3 |
1,393.00 |
1,375.25 |
1,336.50 |
|
| R2 |
1,364.00 |
1,364.00 |
1,333.75 |
|
| R1 |
1,346.25 |
1,346.25 |
1,331.25 |
1,340.50 |
| PP |
1,335.00 |
1,335.00 |
1,335.00 |
1,332.25 |
| S1 |
1,317.25 |
1,317.25 |
1,325.75 |
1,311.50 |
| S2 |
1,306.00 |
1,306.00 |
1,323.25 |
|
| S3 |
1,277.00 |
1,288.25 |
1,320.50 |
|
| S4 |
1,248.00 |
1,259.25 |
1,312.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,352.75 |
1,311.00 |
41.75 |
3.2% |
19.25 |
1.5% |
22% |
False |
True |
2,785 |
| 10 |
1,352.75 |
1,311.00 |
41.75 |
3.2% |
18.50 |
1.4% |
22% |
False |
True |
2,542 |
| 20 |
1,367.50 |
1,289.00 |
78.50 |
5.9% |
16.00 |
1.2% |
39% |
False |
False |
2,080 |
| 40 |
1,367.50 |
1,274.25 |
93.25 |
7.1% |
14.50 |
1.1% |
49% |
False |
False |
1,728 |
| 60 |
1,367.50 |
1,237.25 |
130.25 |
9.9% |
17.50 |
1.3% |
64% |
False |
False |
1,208 |
| 80 |
1,367.50 |
1,237.25 |
130.25 |
9.9% |
16.00 |
1.2% |
64% |
False |
False |
909 |
| 100 |
1,367.50 |
1,236.50 |
131.00 |
9.9% |
14.75 |
1.1% |
64% |
False |
False |
743 |
| 120 |
1,367.50 |
1,168.25 |
199.25 |
15.1% |
12.50 |
1.0% |
76% |
False |
False |
620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,391.00 |
|
2.618 |
1,366.25 |
|
1.618 |
1,351.00 |
|
1.000 |
1,341.50 |
|
0.618 |
1,335.75 |
|
HIGH |
1,326.25 |
|
0.618 |
1,320.50 |
|
0.500 |
1,318.50 |
|
0.382 |
1,316.75 |
|
LOW |
1,311.00 |
|
0.618 |
1,301.50 |
|
1.000 |
1,295.75 |
|
1.618 |
1,286.25 |
|
2.618 |
1,271.00 |
|
4.250 |
1,246.25 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,319.50 |
1,329.00 |
| PP |
1,319.00 |
1,326.00 |
| S1 |
1,318.50 |
1,323.00 |
|