| Trading Metrics calculated at close of trading on 13-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1,506.2 |
1,510.2 |
4.0 |
0.3% |
1,498.1 |
| High |
1,511.9 |
1,520.0 |
8.1 |
0.5% |
1,530.0 |
| Low |
1,482.4 |
1,487.2 |
4.8 |
0.3% |
1,482.4 |
| Close |
1,510.7 |
1,497.2 |
-13.5 |
-0.9% |
1,497.2 |
| Range |
29.5 |
32.8 |
3.3 |
11.2% |
47.6 |
| ATR |
25.0 |
25.6 |
0.6 |
2.2% |
0.0 |
| Volume |
3,696 |
2,734 |
-962 |
-26.0% |
29,941 |
|
| Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,599.9 |
1,581.3 |
1,515.2 |
|
| R3 |
1,567.1 |
1,548.5 |
1,506.2 |
|
| R2 |
1,534.3 |
1,534.3 |
1,503.2 |
|
| R1 |
1,515.7 |
1,515.7 |
1,500.2 |
1,508.6 |
| PP |
1,501.5 |
1,501.5 |
1,501.5 |
1,497.9 |
| S1 |
1,482.9 |
1,482.9 |
1,494.2 |
1,475.8 |
| S2 |
1,468.7 |
1,468.7 |
1,491.2 |
|
| S3 |
1,435.9 |
1,450.1 |
1,488.2 |
|
| S4 |
1,403.1 |
1,417.3 |
1,479.2 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,646.0 |
1,619.2 |
1,523.4 |
|
| R3 |
1,598.4 |
1,571.6 |
1,510.3 |
|
| R2 |
1,550.8 |
1,550.8 |
1,505.9 |
|
| R1 |
1,524.0 |
1,524.0 |
1,501.6 |
1,513.6 |
| PP |
1,503.2 |
1,503.2 |
1,503.2 |
1,498.0 |
| S1 |
1,476.4 |
1,476.4 |
1,492.8 |
1,466.0 |
| S2 |
1,455.6 |
1,455.6 |
1,488.5 |
|
| S3 |
1,408.0 |
1,428.8 |
1,484.1 |
|
| S4 |
1,360.4 |
1,381.2 |
1,471.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,530.0 |
1,482.4 |
47.6 |
3.2% |
25.9 |
1.7% |
31% |
False |
False |
5,988 |
| 10 |
1,579.5 |
1,465.9 |
113.6 |
7.6% |
31.8 |
2.1% |
28% |
False |
False |
5,207 |
| 20 |
1,579.5 |
1,465.9 |
113.6 |
7.6% |
24.5 |
1.6% |
28% |
False |
False |
3,489 |
| 40 |
1,579.5 |
1,409.5 |
170.0 |
11.4% |
20.4 |
1.4% |
52% |
False |
False |
2,673 |
| 60 |
1,579.5 |
1,381.3 |
198.2 |
13.2% |
19.5 |
1.3% |
58% |
False |
False |
2,199 |
| 80 |
1,579.5 |
1,317.4 |
262.1 |
17.5% |
19.1 |
1.3% |
69% |
False |
False |
1,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,659.4 |
|
2.618 |
1,605.9 |
|
1.618 |
1,573.1 |
|
1.000 |
1,552.8 |
|
0.618 |
1,540.3 |
|
HIGH |
1,520.0 |
|
0.618 |
1,507.5 |
|
0.500 |
1,503.6 |
|
0.382 |
1,499.7 |
|
LOW |
1,487.2 |
|
0.618 |
1,466.9 |
|
1.000 |
1,454.4 |
|
1.618 |
1,434.1 |
|
2.618 |
1,401.3 |
|
4.250 |
1,347.8 |
|
|
| Fisher Pivots for day following 13-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,503.6 |
1,506.2 |
| PP |
1,501.5 |
1,503.2 |
| S1 |
1,499.3 |
1,500.2 |
|