| 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 |
1,319.75 |
1,333.25 |
13.50 |
1.0% |
1,335.00 |
| High |
1,334.75 |
1,339.75 |
5.00 |
0.4% |
1,352.75 |
| Low |
1,319.25 |
1,329.25 |
10.00 |
0.8% |
1,323.75 |
| Close |
1,333.25 |
1,336.25 |
3.00 |
0.2% |
1,328.50 |
| Range |
15.50 |
10.50 |
-5.00 |
-32.3% |
29.00 |
| ATR |
16.46 |
16.03 |
-0.43 |
-2.6% |
0.00 |
| Volume |
3,724 |
4,397 |
673 |
18.1% |
8,852 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,366.50 |
1,362.00 |
1,342.00 |
|
| R3 |
1,356.00 |
1,351.50 |
1,339.25 |
|
| R2 |
1,345.50 |
1,345.50 |
1,338.25 |
|
| R1 |
1,341.00 |
1,341.00 |
1,337.25 |
1,343.25 |
| PP |
1,335.00 |
1,335.00 |
1,335.00 |
1,336.25 |
| S1 |
1,330.50 |
1,330.50 |
1,335.25 |
1,332.75 |
| S2 |
1,324.50 |
1,324.50 |
1,334.25 |
|
| S3 |
1,314.00 |
1,320.00 |
1,333.25 |
|
| S4 |
1,303.50 |
1,309.50 |
1,330.50 |
|
|
| 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 |
1,347.00 |
1,311.00 |
36.00 |
2.7% |
15.75 |
1.2% |
70% |
False |
False |
4,044 |
| 10 |
1,352.75 |
1,311.00 |
41.75 |
3.1% |
17.00 |
1.3% |
60% |
False |
False |
3,113 |
| 20 |
1,367.50 |
1,311.00 |
56.50 |
4.2% |
15.50 |
1.2% |
45% |
False |
False |
2,303 |
| 40 |
1,367.50 |
1,284.25 |
83.25 |
6.2% |
14.50 |
1.1% |
62% |
False |
False |
1,899 |
| 60 |
1,367.50 |
1,237.25 |
130.25 |
9.7% |
17.25 |
1.3% |
76% |
False |
False |
1,343 |
| 80 |
1,367.50 |
1,237.25 |
130.25 |
9.7% |
16.00 |
1.2% |
76% |
False |
False |
1,010 |
| 100 |
1,367.50 |
1,237.25 |
130.25 |
9.7% |
15.00 |
1.1% |
76% |
False |
False |
823 |
| 120 |
1,367.50 |
1,168.25 |
199.25 |
14.9% |
12.75 |
1.0% |
84% |
False |
False |
687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,384.50 |
|
2.618 |
1,367.25 |
|
1.618 |
1,356.75 |
|
1.000 |
1,350.25 |
|
0.618 |
1,346.25 |
|
HIGH |
1,339.75 |
|
0.618 |
1,335.75 |
|
0.500 |
1,334.50 |
|
0.382 |
1,333.25 |
|
LOW |
1,329.25 |
|
0.618 |
1,322.75 |
|
1.000 |
1,318.75 |
|
1.618 |
1,312.25 |
|
2.618 |
1,301.75 |
|
4.250 |
1,284.50 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,335.75 |
1,332.50 |
| PP |
1,335.00 |
1,329.00 |
| S1 |
1,334.50 |
1,325.50 |
|