| 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 |
2,849.0 |
2,846.0 |
-3.0 |
-0.1% |
2,898.0 |
| High |
2,865.0 |
2,868.0 |
3.0 |
0.1% |
2,933.0 |
| Low |
2,835.0 |
2,825.0 |
-10.0 |
-0.4% |
2,847.0 |
| Close |
2,857.0 |
2,834.0 |
-23.0 |
-0.8% |
2,868.0 |
| Range |
30.0 |
43.0 |
13.0 |
43.3% |
86.0 |
| ATR |
45.8 |
45.6 |
-0.2 |
-0.4% |
0.0 |
| Volume |
192 |
81,095 |
80,903 |
42,137.0% |
15,923 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,971.3 |
2,945.7 |
2,857.7 |
|
| R3 |
2,928.3 |
2,902.7 |
2,845.8 |
|
| R2 |
2,885.3 |
2,885.3 |
2,841.9 |
|
| R1 |
2,859.7 |
2,859.7 |
2,837.9 |
2,851.0 |
| PP |
2,842.3 |
2,842.3 |
2,842.3 |
2,838.0 |
| S1 |
2,816.7 |
2,816.7 |
2,830.1 |
2,808.0 |
| S2 |
2,799.3 |
2,799.3 |
2,826.1 |
|
| S3 |
2,756.3 |
2,773.7 |
2,822.2 |
|
| S4 |
2,713.3 |
2,730.7 |
2,810.4 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,140.7 |
3,090.3 |
2,915.3 |
|
| R3 |
3,054.7 |
3,004.3 |
2,891.7 |
|
| R2 |
2,968.7 |
2,968.7 |
2,883.8 |
|
| R1 |
2,918.3 |
2,918.3 |
2,875.9 |
2,900.5 |
| PP |
2,882.7 |
2,882.7 |
2,882.7 |
2,873.8 |
| S1 |
2,832.3 |
2,832.3 |
2,860.1 |
2,814.5 |
| S2 |
2,796.7 |
2,796.7 |
2,852.2 |
|
| S3 |
2,710.7 |
2,746.3 |
2,844.4 |
|
| S4 |
2,624.7 |
2,660.3 |
2,820.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,933.0 |
2,825.0 |
108.0 |
3.8% |
46.2 |
1.6% |
8% |
False |
True |
19,286 |
| 10 |
2,958.0 |
2,825.0 |
133.0 |
4.7% |
49.5 |
1.7% |
7% |
False |
True |
22,750 |
| 20 |
2,975.0 |
2,758.0 |
217.0 |
7.7% |
43.5 |
1.5% |
35% |
False |
False |
41,691 |
| 40 |
2,975.0 |
2,736.0 |
239.0 |
8.4% |
38.5 |
1.4% |
41% |
False |
False |
21,011 |
| 60 |
2,984.0 |
2,591.0 |
393.0 |
13.9% |
43.2 |
1.5% |
62% |
False |
False |
19,077 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
14.4% |
40.2 |
1.4% |
60% |
False |
False |
14,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,050.8 |
|
2.618 |
2,980.6 |
|
1.618 |
2,937.6 |
|
1.000 |
2,911.0 |
|
0.618 |
2,894.6 |
|
HIGH |
2,868.0 |
|
0.618 |
2,851.6 |
|
0.500 |
2,846.5 |
|
0.382 |
2,841.4 |
|
LOW |
2,825.0 |
|
0.618 |
2,798.4 |
|
1.000 |
2,782.0 |
|
1.618 |
2,755.4 |
|
2.618 |
2,712.4 |
|
4.250 |
2,642.3 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,846.5 |
2,867.5 |
| PP |
2,842.3 |
2,856.3 |
| S1 |
2,838.2 |
2,845.2 |
|