| Trading Metrics calculated at close of trading on 20-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1,501.0 |
1,498.0 |
-3.0 |
-0.2% |
1,497.0 |
| High |
1,502.7 |
1,519.3 |
16.6 |
1.1% |
1,519.3 |
| Low |
1,489.5 |
1,492.0 |
2.5 |
0.2% |
1,475.0 |
| Close |
1,496.0 |
1,512.5 |
16.5 |
1.1% |
1,512.5 |
| Range |
13.2 |
27.3 |
14.1 |
106.8% |
44.3 |
| ATR |
23.8 |
24.0 |
0.3 |
1.1% |
0.0 |
| Volume |
3,522 |
6,046 |
2,524 |
71.7% |
25,292 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,589.8 |
1,578.5 |
1,527.5 |
|
| R3 |
1,562.5 |
1,551.2 |
1,520.0 |
|
| R2 |
1,535.2 |
1,535.2 |
1,517.5 |
|
| R1 |
1,523.9 |
1,523.9 |
1,515.0 |
1,529.6 |
| PP |
1,507.9 |
1,507.9 |
1,507.9 |
1,510.8 |
| S1 |
1,496.6 |
1,496.6 |
1,510.0 |
1,502.3 |
| S2 |
1,480.6 |
1,480.6 |
1,507.5 |
|
| S3 |
1,453.3 |
1,469.3 |
1,505.0 |
|
| S4 |
1,426.0 |
1,442.0 |
1,497.5 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,635.2 |
1,618.1 |
1,536.9 |
|
| R3 |
1,590.9 |
1,573.8 |
1,524.7 |
|
| R2 |
1,546.6 |
1,546.6 |
1,520.6 |
|
| R1 |
1,529.5 |
1,529.5 |
1,516.6 |
1,538.1 |
| PP |
1,502.3 |
1,502.3 |
1,502.3 |
1,506.5 |
| S1 |
1,485.2 |
1,485.2 |
1,508.4 |
1,493.8 |
| S2 |
1,458.0 |
1,458.0 |
1,504.4 |
|
| S3 |
1,413.7 |
1,440.9 |
1,500.3 |
|
| S4 |
1,369.4 |
1,396.6 |
1,488.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,519.3 |
1,475.0 |
44.3 |
2.9% |
19.3 |
1.3% |
85% |
True |
False |
5,058 |
| 10 |
1,530.0 |
1,475.0 |
55.0 |
3.6% |
22.6 |
1.5% |
68% |
False |
False |
5,523 |
| 20 |
1,579.5 |
1,465.9 |
113.6 |
7.5% |
26.0 |
1.7% |
41% |
False |
False |
4,306 |
| 40 |
1,579.5 |
1,416.8 |
162.7 |
10.8% |
20.9 |
1.4% |
59% |
False |
False |
3,174 |
| 60 |
1,579.5 |
1,387.1 |
192.4 |
12.7% |
19.7 |
1.3% |
65% |
False |
False |
2,519 |
| 80 |
1,579.5 |
1,317.4 |
262.1 |
17.3% |
19.2 |
1.3% |
74% |
False |
False |
2,209 |
| 100 |
1,579.5 |
1,317.4 |
262.1 |
17.3% |
18.7 |
1.2% |
74% |
False |
False |
2,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,635.3 |
|
2.618 |
1,590.8 |
|
1.618 |
1,563.5 |
|
1.000 |
1,546.6 |
|
0.618 |
1,536.2 |
|
HIGH |
1,519.3 |
|
0.618 |
1,508.9 |
|
0.500 |
1,505.7 |
|
0.382 |
1,502.4 |
|
LOW |
1,492.0 |
|
0.618 |
1,475.1 |
|
1.000 |
1,464.7 |
|
1.618 |
1,447.8 |
|
2.618 |
1,420.5 |
|
4.250 |
1,376.0 |
|
|
| Fisher Pivots for day following 20-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,510.2 |
1,509.8 |
| PP |
1,507.9 |
1,507.1 |
| S1 |
1,505.7 |
1,504.4 |
|