| 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 |
12,629.96 |
12,695.65 |
65.69 |
0.5% |
12,637.83 |
| High |
12,718.58 |
12,714.50 |
-4.08 |
0.0% |
12,781.06 |
| Low |
12,537.17 |
12,543.19 |
6.02 |
0.0% |
12,537.17 |
| Close |
12,695.92 |
12,595.75 |
-100.17 |
-0.8% |
12,595.75 |
| Range |
181.41 |
171.31 |
-10.10 |
-5.6% |
243.89 |
| ATR |
130.17 |
133.11 |
2.94 |
2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,131.74 |
13,035.06 |
12,689.97 |
|
| R3 |
12,960.43 |
12,863.75 |
12,642.86 |
|
| R2 |
12,789.12 |
12,789.12 |
12,627.16 |
|
| R1 |
12,692.44 |
12,692.44 |
12,611.45 |
12,655.13 |
| PP |
12,617.81 |
12,617.81 |
12,617.81 |
12,599.16 |
| S1 |
12,521.13 |
12,521.13 |
12,580.05 |
12,483.82 |
| S2 |
12,446.50 |
12,446.50 |
12,564.34 |
|
| S3 |
12,275.19 |
12,349.82 |
12,548.64 |
|
| S4 |
12,103.88 |
12,178.51 |
12,501.53 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,369.66 |
13,226.60 |
12,729.89 |
|
| R3 |
13,125.77 |
12,982.71 |
12,662.82 |
|
| R2 |
12,881.88 |
12,881.88 |
12,640.46 |
|
| R1 |
12,738.82 |
12,738.82 |
12,618.11 |
12,688.41 |
| PP |
12,637.99 |
12,637.99 |
12,637.99 |
12,612.79 |
| S1 |
12,494.93 |
12,494.93 |
12,573.39 |
12,444.52 |
| S2 |
12,394.10 |
12,394.10 |
12,551.04 |
|
| S3 |
12,150.21 |
12,251.04 |
12,528.68 |
|
| S4 |
11,906.32 |
12,007.15 |
12,461.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,781.06 |
12,537.17 |
243.89 |
1.9% |
145.00 |
1.2% |
24% |
False |
False |
|
| 10 |
12,876.00 |
12,521.28 |
354.72 |
2.8% |
142.33 |
1.1% |
21% |
False |
False |
|
| 20 |
12,876.00 |
12,093.89 |
782.11 |
6.2% |
130.50 |
1.0% |
64% |
False |
False |
|
| 40 |
12,876.00 |
11,777.23 |
1,098.77 |
8.7% |
118.37 |
0.9% |
74% |
False |
False |
|
| 60 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
135.29 |
1.1% |
79% |
False |
False |
|
| 80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
123.67 |
1.0% |
79% |
False |
False |
|
| 100 |
12,876.00 |
11,478.29 |
1,397.71 |
11.1% |
113.68 |
0.9% |
80% |
False |
False |
|
| 120 |
12,876.00 |
10,929.28 |
1,946.72 |
15.5% |
112.54 |
0.9% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,442.57 |
|
2.618 |
13,162.99 |
|
1.618 |
12,991.68 |
|
1.000 |
12,885.81 |
|
0.618 |
12,820.37 |
|
HIGH |
12,714.50 |
|
0.618 |
12,649.06 |
|
0.500 |
12,628.85 |
|
0.382 |
12,608.63 |
|
LOW |
12,543.19 |
|
0.618 |
12,437.32 |
|
1.000 |
12,371.88 |
|
1.618 |
12,266.01 |
|
2.618 |
12,094.70 |
|
4.250 |
11,815.12 |
|
|
| Fisher Pivots for day following 13-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,628.85 |
12,642.69 |
| PP |
12,617.81 |
12,627.04 |
| S1 |
12,606.78 |
12,611.40 |
|