| Trading Metrics calculated at close of trading on 19-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1,490.6 |
1,501.0 |
10.4 |
0.7% |
1,498.1 |
| High |
1,503.0 |
1,502.7 |
-0.3 |
0.0% |
1,530.0 |
| Low |
1,489.5 |
1,489.5 |
0.0 |
0.0% |
1,482.4 |
| Close |
1,499.6 |
1,496.0 |
-3.6 |
-0.2% |
1,497.2 |
| Range |
13.5 |
13.2 |
-0.3 |
-2.2% |
47.6 |
| ATR |
24.6 |
23.8 |
-0.8 |
-3.3% |
0.0 |
| Volume |
3,441 |
3,522 |
81 |
2.4% |
29,941 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,535.7 |
1,529.0 |
1,503.3 |
|
| R3 |
1,522.5 |
1,515.8 |
1,499.6 |
|
| R2 |
1,509.3 |
1,509.3 |
1,498.4 |
|
| R1 |
1,502.6 |
1,502.6 |
1,497.2 |
1,499.4 |
| PP |
1,496.1 |
1,496.1 |
1,496.1 |
1,494.4 |
| S1 |
1,489.4 |
1,489.4 |
1,494.8 |
1,486.2 |
| S2 |
1,482.9 |
1,482.9 |
1,493.6 |
|
| S3 |
1,469.7 |
1,476.2 |
1,492.4 |
|
| S4 |
1,456.5 |
1,463.0 |
1,488.7 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,646.0 |
1,619.2 |
1,523.4 |
|
| R3 |
1,598.4 |
1,571.6 |
1,510.3 |
|
| R2 |
1,550.8 |
1,550.8 |
1,505.9 |
|
| R1 |
1,524.0 |
1,524.0 |
1,501.6 |
1,513.6 |
| PP |
1,503.2 |
1,503.2 |
1,503.2 |
1,498.0 |
| S1 |
1,476.4 |
1,476.4 |
1,492.8 |
1,466.0 |
| S2 |
1,455.6 |
1,455.6 |
1,488.5 |
|
| S3 |
1,408.0 |
1,428.8 |
1,484.1 |
|
| S4 |
1,360.4 |
1,381.2 |
1,471.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,520.0 |
1,475.0 |
45.0 |
3.0% |
20.4 |
1.4% |
47% |
False |
False |
4,396 |
| 10 |
1,530.0 |
1,474.7 |
55.3 |
3.7% |
22.5 |
1.5% |
39% |
False |
False |
5,828 |
| 20 |
1,579.5 |
1,465.9 |
113.6 |
7.6% |
25.0 |
1.7% |
26% |
False |
False |
4,060 |
| 40 |
1,579.5 |
1,416.8 |
162.7 |
10.9% |
20.8 |
1.4% |
49% |
False |
False |
3,060 |
| 60 |
1,579.5 |
1,387.1 |
192.4 |
12.9% |
19.6 |
1.3% |
57% |
False |
False |
2,445 |
| 80 |
1,579.5 |
1,317.4 |
262.1 |
17.5% |
19.1 |
1.3% |
68% |
False |
False |
2,142 |
| 100 |
1,579.5 |
1,317.4 |
262.1 |
17.5% |
18.6 |
1.2% |
68% |
False |
False |
2,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,558.8 |
|
2.618 |
1,537.3 |
|
1.618 |
1,524.1 |
|
1.000 |
1,515.9 |
|
0.618 |
1,510.9 |
|
HIGH |
1,502.7 |
|
0.618 |
1,497.7 |
|
0.500 |
1,496.1 |
|
0.382 |
1,494.5 |
|
LOW |
1,489.5 |
|
0.618 |
1,481.3 |
|
1.000 |
1,476.3 |
|
1.618 |
1,468.1 |
|
2.618 |
1,454.9 |
|
4.250 |
1,433.4 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,496.1 |
1,493.7 |
| PP |
1,496.1 |
1,491.3 |
| S1 |
1,496.0 |
1,489.0 |
|