| Trading Metrics calculated at close of trading on 18-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,333.75 |
2,341.25 |
7.50 |
0.3% |
2,378.00 |
| High |
2,346.00 |
2,365.00 |
19.00 |
0.8% |
2,415.25 |
| Low |
2,318.25 |
2,333.50 |
15.25 |
0.7% |
2,369.00 |
| Close |
2,337.25 |
2,361.50 |
24.25 |
1.0% |
2,370.00 |
| Range |
27.75 |
31.50 |
3.75 |
13.5% |
46.25 |
| ATR |
33.61 |
33.46 |
-0.15 |
-0.4% |
0.00 |
| Volume |
338,037 |
232,300 |
-105,737 |
-31.3% |
1,444,061 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,447.75 |
2,436.25 |
2,378.75 |
|
| R3 |
2,416.25 |
2,404.75 |
2,370.25 |
|
| R2 |
2,384.75 |
2,384.75 |
2,367.25 |
|
| R1 |
2,373.25 |
2,373.25 |
2,364.50 |
2,379.00 |
| PP |
2,353.25 |
2,353.25 |
2,353.25 |
2,356.25 |
| S1 |
2,341.75 |
2,341.75 |
2,358.50 |
2,347.50 |
| S2 |
2,321.75 |
2,321.75 |
2,355.75 |
|
| S3 |
2,290.25 |
2,310.25 |
2,352.75 |
|
| S4 |
2,258.75 |
2,278.75 |
2,344.25 |
|
|
| 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 |
2,414.25 |
2,318.25 |
96.00 |
4.1% |
37.75 |
1.6% |
45% |
False |
False |
313,058 |
| 10 |
2,415.25 |
2,318.25 |
97.00 |
4.1% |
35.50 |
1.5% |
45% |
False |
False |
317,228 |
| 20 |
2,428.00 |
2,313.00 |
115.00 |
4.9% |
31.50 |
1.3% |
42% |
False |
False |
283,600 |
| 40 |
2,428.00 |
2,232.00 |
196.00 |
8.3% |
31.75 |
1.3% |
66% |
False |
False |
267,191 |
| 60 |
2,428.00 |
2,185.75 |
242.25 |
10.3% |
36.50 |
1.5% |
73% |
False |
False |
232,588 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.3% |
34.25 |
1.5% |
73% |
False |
False |
174,487 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.3% |
32.75 |
1.4% |
73% |
False |
False |
139,615 |
| 120 |
2,428.00 |
2,118.75 |
309.25 |
13.1% |
28.50 |
1.2% |
78% |
False |
False |
116,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,499.00 |
|
2.618 |
2,447.50 |
|
1.618 |
2,416.00 |
|
1.000 |
2,396.50 |
|
0.618 |
2,384.50 |
|
HIGH |
2,365.00 |
|
0.618 |
2,353.00 |
|
0.500 |
2,349.25 |
|
0.382 |
2,345.50 |
|
LOW |
2,333.50 |
|
0.618 |
2,314.00 |
|
1.000 |
2,302.00 |
|
1.618 |
2,282.50 |
|
2.618 |
2,251.00 |
|
4.250 |
2,199.50 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,357.50 |
2,356.25 |
| PP |
2,353.25 |
2,350.75 |
| S1 |
2,349.25 |
2,345.50 |
|