| Trading Metrics calculated at close of trading on 11-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1,512.5 |
1,515.9 |
3.4 |
0.2% |
1,566.8 |
| High |
1,520.0 |
1,526.8 |
6.8 |
0.4% |
1,577.4 |
| Low |
1,505.2 |
1,495.4 |
-9.8 |
-0.7% |
1,462.5 |
| Close |
1,516.9 |
1,501.4 |
-15.5 |
-1.0% |
1,491.6 |
| Range |
14.8 |
31.4 |
16.6 |
112.2% |
114.9 |
| ATR |
25.4 |
25.8 |
0.4 |
1.7% |
0.0 |
| Volume |
134,201 |
189,114 |
54,913 |
40.9% |
1,188,831 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,602.1 |
1,583.1 |
1,518.7 |
|
| R3 |
1,570.7 |
1,551.7 |
1,510.0 |
|
| R2 |
1,539.3 |
1,539.3 |
1,507.2 |
|
| R1 |
1,520.3 |
1,520.3 |
1,504.3 |
1,514.1 |
| PP |
1,507.9 |
1,507.9 |
1,507.9 |
1,504.8 |
| S1 |
1,488.9 |
1,488.9 |
1,498.5 |
1,482.7 |
| S2 |
1,476.5 |
1,476.5 |
1,495.6 |
|
| S3 |
1,445.1 |
1,457.5 |
1,492.8 |
|
| S4 |
1,413.7 |
1,426.1 |
1,484.1 |
|
|
| 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 |
1,526.8 |
1,462.5 |
64.3 |
4.3% |
31.6 |
2.1% |
60% |
True |
False |
205,670 |
| 10 |
1,577.4 |
1,462.5 |
114.9 |
7.7% |
32.1 |
2.1% |
34% |
False |
False |
197,642 |
| 20 |
1,577.4 |
1,452.0 |
125.4 |
8.4% |
24.4 |
1.6% |
39% |
False |
False |
167,513 |
| 40 |
1,577.4 |
1,388.4 |
189.0 |
12.6% |
21.1 |
1.4% |
60% |
False |
False |
126,734 |
| 60 |
1,577.4 |
1,363.1 |
214.3 |
14.3% |
20.3 |
1.4% |
65% |
False |
False |
88,310 |
| 80 |
1,577.4 |
1,310.9 |
266.5 |
17.8% |
20.0 |
1.3% |
71% |
False |
False |
67,323 |
| 100 |
1,577.4 |
1,310.9 |
266.5 |
17.8% |
19.2 |
1.3% |
71% |
False |
False |
54,329 |
| 120 |
1,577.4 |
1,310.9 |
266.5 |
17.8% |
19.4 |
1.3% |
71% |
False |
False |
45,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,660.3 |
|
2.618 |
1,609.0 |
|
1.618 |
1,577.6 |
|
1.000 |
1,558.2 |
|
0.618 |
1,546.2 |
|
HIGH |
1,526.8 |
|
0.618 |
1,514.8 |
|
0.500 |
1,511.1 |
|
0.382 |
1,507.4 |
|
LOW |
1,495.4 |
|
0.618 |
1,476.0 |
|
1.000 |
1,464.0 |
|
1.618 |
1,444.6 |
|
2.618 |
1,413.2 |
|
4.250 |
1,362.0 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,511.1 |
1,507.9 |
| PP |
1,507.9 |
1,505.7 |
| S1 |
1,504.6 |
1,503.6 |
|