| Trading Metrics calculated at close of trading on 10-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1,496.6 |
1,512.5 |
15.9 |
1.1% |
1,566.8 |
| High |
1,513.9 |
1,520.0 |
6.1 |
0.4% |
1,577.4 |
| Low |
1,489.0 |
1,505.2 |
16.2 |
1.1% |
1,462.5 |
| Close |
1,503.2 |
1,516.9 |
13.7 |
0.9% |
1,491.6 |
| Range |
24.9 |
14.8 |
-10.1 |
-40.6% |
114.9 |
| ATR |
26.1 |
25.4 |
-0.7 |
-2.5% |
0.0 |
| Volume |
146,213 |
134,201 |
-12,012 |
-8.2% |
1,188,831 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,558.4 |
1,552.5 |
1,525.0 |
|
| R3 |
1,543.6 |
1,537.7 |
1,521.0 |
|
| R2 |
1,528.8 |
1,528.8 |
1,519.6 |
|
| R1 |
1,522.9 |
1,522.9 |
1,518.3 |
1,525.9 |
| PP |
1,514.0 |
1,514.0 |
1,514.0 |
1,515.5 |
| S1 |
1,508.1 |
1,508.1 |
1,515.5 |
1,511.1 |
| S2 |
1,499.2 |
1,499.2 |
1,514.2 |
|
| S3 |
1,484.4 |
1,493.3 |
1,512.8 |
|
| S4 |
1,469.6 |
1,478.5 |
1,508.8 |
|
|
| 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 |
1,543.5 |
1,462.5 |
81.0 |
5.3% |
32.9 |
2.2% |
67% |
False |
False |
213,517 |
| 10 |
1,577.4 |
1,462.5 |
114.9 |
7.6% |
31.7 |
2.1% |
47% |
False |
False |
194,768 |
| 20 |
1,577.4 |
1,445.0 |
132.4 |
8.7% |
24.0 |
1.6% |
54% |
False |
False |
166,693 |
| 40 |
1,577.4 |
1,382.4 |
195.0 |
12.9% |
21.4 |
1.4% |
69% |
False |
False |
122,647 |
| 60 |
1,577.4 |
1,356.0 |
221.4 |
14.6% |
20.0 |
1.3% |
73% |
False |
False |
85,219 |
| 80 |
1,577.4 |
1,310.9 |
266.5 |
17.6% |
19.9 |
1.3% |
77% |
False |
False |
65,027 |
| 100 |
1,577.4 |
1,310.9 |
266.5 |
17.6% |
19.2 |
1.3% |
77% |
False |
False |
52,482 |
| 120 |
1,577.4 |
1,310.9 |
266.5 |
17.6% |
19.3 |
1.3% |
77% |
False |
False |
44,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,582.9 |
|
2.618 |
1,558.7 |
|
1.618 |
1,543.9 |
|
1.000 |
1,534.8 |
|
0.618 |
1,529.1 |
|
HIGH |
1,520.0 |
|
0.618 |
1,514.3 |
|
0.500 |
1,512.6 |
|
0.382 |
1,510.9 |
|
LOW |
1,505.2 |
|
0.618 |
1,496.1 |
|
1.000 |
1,490.4 |
|
1.618 |
1,481.3 |
|
2.618 |
1,466.5 |
|
4.250 |
1,442.3 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,515.5 |
1,509.8 |
| PP |
1,514.0 |
1,502.7 |
| S1 |
1,512.6 |
1,495.6 |
|