| Trading Metrics calculated at close of trading on 09-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1,475.9 |
1,496.6 |
20.7 |
1.4% |
1,566.8 |
| High |
1,498.5 |
1,513.9 |
15.4 |
1.0% |
1,577.4 |
| Low |
1,471.1 |
1,489.0 |
17.9 |
1.2% |
1,462.5 |
| Close |
1,491.6 |
1,503.2 |
11.6 |
0.8% |
1,491.6 |
| Range |
27.4 |
24.9 |
-2.5 |
-9.1% |
114.9 |
| ATR |
26.2 |
26.1 |
-0.1 |
-0.3% |
0.0 |
| Volume |
248,768 |
146,213 |
-102,555 |
-41.2% |
1,188,831 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,576.7 |
1,564.9 |
1,516.9 |
|
| R3 |
1,551.8 |
1,540.0 |
1,510.0 |
|
| R2 |
1,526.9 |
1,526.9 |
1,507.8 |
|
| R1 |
1,515.1 |
1,515.1 |
1,505.5 |
1,521.0 |
| PP |
1,502.0 |
1,502.0 |
1,502.0 |
1,505.0 |
| S1 |
1,490.2 |
1,490.2 |
1,500.9 |
1,496.1 |
| S2 |
1,477.1 |
1,477.1 |
1,498.6 |
|
| S3 |
1,452.2 |
1,465.3 |
1,496.4 |
|
| S4 |
1,427.3 |
1,440.4 |
1,489.5 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,855.2 |
1,788.3 |
1,554.8 |
|
| R3 |
1,740.3 |
1,673.4 |
1,523.2 |
|
| R2 |
1,625.4 |
1,625.4 |
1,512.7 |
|
| R1 |
1,558.5 |
1,558.5 |
1,502.1 |
1,534.5 |
| PP |
1,510.5 |
1,510.5 |
1,510.5 |
1,498.5 |
| S1 |
1,443.6 |
1,443.6 |
1,481.1 |
1,419.6 |
| S2 |
1,395.6 |
1,395.6 |
1,470.5 |
|
| S3 |
1,280.7 |
1,328.7 |
1,460.0 |
|
| S4 |
1,165.8 |
1,213.8 |
1,428.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,551.4 |
1,462.5 |
88.9 |
5.9% |
37.0 |
2.5% |
46% |
False |
False |
226,624 |
| 10 |
1,577.4 |
1,462.5 |
114.9 |
7.6% |
31.9 |
2.1% |
35% |
False |
False |
194,837 |
| 20 |
1,577.4 |
1,445.0 |
132.4 |
8.8% |
24.2 |
1.6% |
44% |
False |
False |
165,210 |
| 40 |
1,577.4 |
1,382.4 |
195.0 |
13.0% |
21.4 |
1.4% |
62% |
False |
False |
119,676 |
| 60 |
1,577.4 |
1,355.9 |
221.5 |
14.7% |
20.0 |
1.3% |
67% |
False |
False |
83,011 |
| 80 |
1,577.4 |
1,310.9 |
266.5 |
17.7% |
20.0 |
1.3% |
72% |
False |
False |
63,397 |
| 100 |
1,577.4 |
1,310.9 |
266.5 |
17.7% |
19.2 |
1.3% |
72% |
False |
False |
51,156 |
| 120 |
1,577.4 |
1,310.9 |
266.5 |
17.7% |
19.4 |
1.3% |
72% |
False |
False |
43,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,619.7 |
|
2.618 |
1,579.1 |
|
1.618 |
1,554.2 |
|
1.000 |
1,538.8 |
|
0.618 |
1,529.3 |
|
HIGH |
1,513.9 |
|
0.618 |
1,504.4 |
|
0.500 |
1,501.5 |
|
0.382 |
1,498.5 |
|
LOW |
1,489.0 |
|
0.618 |
1,473.6 |
|
1.000 |
1,464.1 |
|
1.618 |
1,448.7 |
|
2.618 |
1,423.8 |
|
4.250 |
1,383.2 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,502.6 |
1,499.6 |
| PP |
1,502.0 |
1,495.9 |
| S1 |
1,501.5 |
1,492.3 |
|