| 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 |
1,332.00 |
1,325.25 |
-6.75 |
-0.5% |
1,337.25 |
| High |
1,341.25 |
1,332.00 |
-9.25 |
-0.7% |
1,358.25 |
| Low |
1,324.75 |
1,316.25 |
-8.50 |
-0.6% |
1,328.75 |
| Close |
1,325.50 |
1,325.50 |
0.00 |
0.0% |
1,334.00 |
| Range |
16.50 |
15.75 |
-0.75 |
-4.5% |
29.50 |
| ATR |
17.23 |
17.13 |
-0.11 |
-0.6% |
0.00 |
| Volume |
2,176,346 |
2,289,944 |
113,598 |
5.2% |
9,914,828 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,371.75 |
1,364.50 |
1,334.25 |
|
| R3 |
1,356.00 |
1,348.75 |
1,329.75 |
|
| R2 |
1,340.25 |
1,340.25 |
1,328.50 |
|
| R1 |
1,333.00 |
1,333.00 |
1,327.00 |
1,336.50 |
| PP |
1,324.50 |
1,324.50 |
1,324.50 |
1,326.50 |
| S1 |
1,317.25 |
1,317.25 |
1,324.00 |
1,321.00 |
| S2 |
1,308.75 |
1,308.75 |
1,322.50 |
|
| S3 |
1,293.00 |
1,301.50 |
1,321.25 |
|
| S4 |
1,277.25 |
1,285.75 |
1,316.75 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,428.75 |
1,411.00 |
1,350.25 |
|
| R3 |
1,399.25 |
1,381.50 |
1,342.00 |
|
| R2 |
1,369.75 |
1,369.75 |
1,339.50 |
|
| R1 |
1,352.00 |
1,352.00 |
1,336.75 |
1,346.00 |
| PP |
1,340.25 |
1,340.25 |
1,340.25 |
1,337.50 |
| S1 |
1,322.50 |
1,322.50 |
1,331.25 |
1,316.50 |
| S2 |
1,310.75 |
1,310.75 |
1,328.50 |
|
| S3 |
1,281.25 |
1,293.00 |
1,326.00 |
|
| S4 |
1,251.75 |
1,263.50 |
1,317.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,358.25 |
1,316.25 |
42.00 |
3.2% |
20.00 |
1.5% |
22% |
False |
True |
2,228,890 |
| 10 |
1,358.25 |
1,316.25 |
42.00 |
3.2% |
19.00 |
1.4% |
22% |
False |
True |
2,234,350 |
| 20 |
1,373.50 |
1,294.00 |
79.50 |
6.0% |
16.50 |
1.3% |
40% |
False |
False |
1,870,672 |
| 40 |
1,373.50 |
1,279.00 |
94.50 |
7.1% |
15.25 |
1.1% |
49% |
False |
False |
1,790,155 |
| 60 |
1,373.50 |
1,241.25 |
132.25 |
10.0% |
18.50 |
1.4% |
64% |
False |
False |
1,562,866 |
| 80 |
1,373.50 |
1,241.25 |
132.25 |
10.0% |
17.00 |
1.3% |
64% |
False |
False |
1,172,529 |
| 100 |
1,373.50 |
1,241.00 |
132.50 |
10.0% |
15.75 |
1.2% |
64% |
False |
False |
938,195 |
| 120 |
1,373.50 |
1,163.00 |
210.50 |
15.9% |
15.25 |
1.2% |
77% |
False |
False |
781,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,399.00 |
|
2.618 |
1,373.25 |
|
1.618 |
1,357.50 |
|
1.000 |
1,347.75 |
|
0.618 |
1,341.75 |
|
HIGH |
1,332.00 |
|
0.618 |
1,326.00 |
|
0.500 |
1,324.00 |
|
0.382 |
1,322.25 |
|
LOW |
1,316.25 |
|
0.618 |
1,306.50 |
|
1.000 |
1,300.50 |
|
1.618 |
1,290.75 |
|
2.618 |
1,275.00 |
|
4.250 |
1,249.25 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,325.00 |
1,334.50 |
| PP |
1,324.50 |
1,331.50 |
| S1 |
1,324.00 |
1,328.50 |
|