| 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 |
1,499.2 |
1,506.5 |
7.3 |
0.5% |
1,496.6 |
| High |
1,509.7 |
1,516.4 |
6.7 |
0.4% |
1,526.8 |
| Low |
1,477.6 |
1,482.0 |
4.4 |
0.3% |
1,477.6 |
| Close |
1,506.8 |
1,493.6 |
-13.2 |
-0.9% |
1,493.6 |
| Range |
32.1 |
34.4 |
2.3 |
7.2% |
49.2 |
| ATR |
26.3 |
26.9 |
0.6 |
2.2% |
0.0 |
| Volume |
195,518 |
177,140 |
-18,378 |
-9.4% |
842,186 |
|
| Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,600.5 |
1,581.5 |
1,512.5 |
|
| R3 |
1,566.1 |
1,547.1 |
1,503.1 |
|
| R2 |
1,531.7 |
1,531.7 |
1,499.9 |
|
| R1 |
1,512.7 |
1,512.7 |
1,496.8 |
1,505.0 |
| PP |
1,497.3 |
1,497.3 |
1,497.3 |
1,493.5 |
| S1 |
1,478.3 |
1,478.3 |
1,490.4 |
1,470.6 |
| S2 |
1,462.9 |
1,462.9 |
1,487.3 |
|
| S3 |
1,428.5 |
1,443.9 |
1,484.1 |
|
| S4 |
1,394.1 |
1,409.5 |
1,474.7 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,646.9 |
1,619.5 |
1,520.7 |
|
| R3 |
1,597.7 |
1,570.3 |
1,507.1 |
|
| R2 |
1,548.5 |
1,548.5 |
1,502.6 |
|
| R1 |
1,521.1 |
1,521.1 |
1,498.1 |
1,510.2 |
| PP |
1,499.3 |
1,499.3 |
1,499.3 |
1,493.9 |
| S1 |
1,471.9 |
1,471.9 |
1,489.1 |
1,461.0 |
| S2 |
1,450.1 |
1,450.1 |
1,484.6 |
|
| S3 |
1,400.9 |
1,422.7 |
1,480.1 |
|
| S4 |
1,351.7 |
1,373.5 |
1,466.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,526.8 |
1,477.6 |
49.2 |
3.3% |
27.5 |
1.8% |
33% |
False |
False |
168,437 |
| 10 |
1,577.4 |
1,462.5 |
114.9 |
7.7% |
33.5 |
2.2% |
27% |
False |
False |
203,101 |
| 20 |
1,577.4 |
1,462.5 |
114.9 |
7.7% |
26.0 |
1.7% |
27% |
False |
False |
173,330 |
| 40 |
1,577.4 |
1,403.8 |
173.6 |
11.6% |
21.9 |
1.5% |
52% |
False |
False |
135,592 |
| 60 |
1,577.4 |
1,376.2 |
201.2 |
13.5% |
21.0 |
1.4% |
58% |
False |
False |
94,453 |
| 80 |
1,577.4 |
1,310.9 |
266.5 |
17.8% |
20.5 |
1.4% |
69% |
False |
False |
71,889 |
| 100 |
1,577.4 |
1,310.9 |
266.5 |
17.8% |
19.7 |
1.3% |
69% |
False |
False |
58,022 |
| 120 |
1,577.4 |
1,310.9 |
266.5 |
17.8% |
19.7 |
1.3% |
69% |
False |
False |
48,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,662.6 |
|
2.618 |
1,606.5 |
|
1.618 |
1,572.1 |
|
1.000 |
1,550.8 |
|
0.618 |
1,537.7 |
|
HIGH |
1,516.4 |
|
0.618 |
1,503.3 |
|
0.500 |
1,499.2 |
|
0.382 |
1,495.1 |
|
LOW |
1,482.0 |
|
0.618 |
1,460.7 |
|
1.000 |
1,447.6 |
|
1.618 |
1,426.3 |
|
2.618 |
1,391.9 |
|
4.250 |
1,335.8 |
|
|
| Fisher Pivots for day following 13-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,499.2 |
1,502.2 |
| PP |
1,497.3 |
1,499.3 |
| S1 |
1,495.5 |
1,496.5 |
|