| 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 |
2,393.75 |
2,408.00 |
14.25 |
0.6% |
2,378.00 |
| High |
2,409.25 |
2,414.25 |
5.00 |
0.2% |
2,415.25 |
| Low |
2,369.00 |
2,369.00 |
0.00 |
0.0% |
2,369.00 |
| Close |
2,407.00 |
2,370.00 |
-37.00 |
-1.5% |
2,370.00 |
| Range |
40.25 |
45.25 |
5.00 |
12.4% |
46.25 |
| ATR |
32.42 |
33.33 |
0.92 |
2.8% |
0.00 |
| Volume |
288,507 |
300,837 |
12,330 |
4.3% |
1,444,061 |
|
| Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,520.25 |
2,490.25 |
2,395.00 |
|
| R3 |
2,475.00 |
2,445.00 |
2,382.50 |
|
| R2 |
2,429.75 |
2,429.75 |
2,378.25 |
|
| R1 |
2,399.75 |
2,399.75 |
2,374.25 |
2,392.00 |
| PP |
2,384.50 |
2,384.50 |
2,384.50 |
2,380.50 |
| S1 |
2,354.50 |
2,354.50 |
2,365.75 |
2,347.00 |
| S2 |
2,339.25 |
2,339.25 |
2,361.75 |
|
| S3 |
2,294.00 |
2,309.25 |
2,357.50 |
|
| S4 |
2,248.75 |
2,264.00 |
2,345.00 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,523.50 |
2,493.00 |
2,395.50 |
|
| R3 |
2,477.25 |
2,446.75 |
2,382.75 |
|
| R2 |
2,431.00 |
2,431.00 |
2,378.50 |
|
| R1 |
2,400.50 |
2,400.50 |
2,374.25 |
2,392.50 |
| PP |
2,384.75 |
2,384.75 |
2,384.75 |
2,380.75 |
| S1 |
2,354.25 |
2,354.25 |
2,365.75 |
2,346.50 |
| S2 |
2,338.50 |
2,338.50 |
2,361.50 |
|
| S3 |
2,292.25 |
2,308.00 |
2,357.25 |
|
| S4 |
2,246.00 |
2,261.75 |
2,344.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,415.25 |
2,369.00 |
46.25 |
2.0% |
36.00 |
1.5% |
2% |
False |
True |
288,812 |
| 10 |
2,428.00 |
2,363.50 |
64.50 |
2.7% |
34.75 |
1.5% |
10% |
False |
False |
307,090 |
| 20 |
2,428.00 |
2,250.25 |
177.75 |
7.5% |
32.50 |
1.4% |
67% |
False |
False |
276,799 |
| 40 |
2,428.00 |
2,215.00 |
213.00 |
9.0% |
32.00 |
1.3% |
73% |
False |
False |
263,325 |
| 60 |
2,428.00 |
2,185.75 |
242.25 |
10.2% |
36.50 |
1.5% |
76% |
False |
False |
216,330 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.2% |
34.25 |
1.4% |
76% |
False |
False |
162,291 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.2% |
32.00 |
1.4% |
76% |
False |
False |
129,860 |
| 120 |
2,428.00 |
2,114.00 |
314.00 |
13.2% |
27.50 |
1.2% |
82% |
False |
False |
108,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,606.50 |
|
2.618 |
2,532.75 |
|
1.618 |
2,487.50 |
|
1.000 |
2,459.50 |
|
0.618 |
2,442.25 |
|
HIGH |
2,414.25 |
|
0.618 |
2,397.00 |
|
0.500 |
2,391.50 |
|
0.382 |
2,386.25 |
|
LOW |
2,369.00 |
|
0.618 |
2,341.00 |
|
1.000 |
2,323.75 |
|
1.618 |
2,295.75 |
|
2.618 |
2,250.50 |
|
4.250 |
2,176.75 |
|
|
| Fisher Pivots for day following 13-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,391.50 |
2,392.00 |
| PP |
2,384.50 |
2,384.75 |
| S1 |
2,377.25 |
2,377.50 |
|