| 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 |
2,892.0 |
2,863.0 |
-29.0 |
-1.0% |
2,972.0 |
| High |
2,911.0 |
2,920.0 |
9.0 |
0.3% |
2,980.0 |
| Low |
2,860.0 |
2,862.0 |
2.0 |
0.1% |
2,859.0 |
| Close |
2,871.0 |
2,906.0 |
35.0 |
1.2% |
2,917.0 |
| Range |
51.0 |
58.0 |
7.0 |
13.7% |
121.0 |
| ATR |
46.9 |
47.7 |
0.8 |
1.7% |
0.0 |
| Volume |
1,359,455 |
1,228,194 |
-131,261 |
-9.7% |
6,111,483 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,070.0 |
3,046.0 |
2,937.9 |
|
| R3 |
3,012.0 |
2,988.0 |
2,922.0 |
|
| R2 |
2,954.0 |
2,954.0 |
2,916.6 |
|
| R1 |
2,930.0 |
2,930.0 |
2,911.3 |
2,942.0 |
| PP |
2,896.0 |
2,896.0 |
2,896.0 |
2,902.0 |
| S1 |
2,872.0 |
2,872.0 |
2,900.7 |
2,884.0 |
| S2 |
2,838.0 |
2,838.0 |
2,895.4 |
|
| S3 |
2,780.0 |
2,814.0 |
2,890.1 |
|
| S4 |
2,722.0 |
2,756.0 |
2,874.1 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,281.7 |
3,220.3 |
2,983.6 |
|
| R3 |
3,160.7 |
3,099.3 |
2,950.3 |
|
| R2 |
3,039.7 |
3,039.7 |
2,939.2 |
|
| R1 |
2,978.3 |
2,978.3 |
2,928.1 |
2,948.5 |
| PP |
2,918.7 |
2,918.7 |
2,918.7 |
2,903.8 |
| S1 |
2,857.3 |
2,857.3 |
2,905.9 |
2,827.5 |
| S2 |
2,797.7 |
2,797.7 |
2,894.8 |
|
| S3 |
2,676.7 |
2,736.3 |
2,883.7 |
|
| S4 |
2,555.7 |
2,615.3 |
2,850.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,958.0 |
2,859.0 |
99.0 |
3.4% |
57.4 |
2.0% |
47% |
False |
False |
1,409,540 |
| 10 |
2,980.0 |
2,859.0 |
121.0 |
4.2% |
46.1 |
1.6% |
39% |
False |
False |
1,110,754 |
| 20 |
2,980.0 |
2,759.0 |
221.0 |
7.6% |
42.5 |
1.5% |
67% |
False |
False |
974,008 |
| 40 |
2,980.0 |
2,590.0 |
390.0 |
13.4% |
46.0 |
1.6% |
81% |
False |
False |
1,067,949 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.0% |
45.8 |
1.6% |
77% |
False |
False |
723,999 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.0% |
44.3 |
1.5% |
77% |
False |
False |
543,656 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.0% |
43.3 |
1.5% |
77% |
False |
False |
435,513 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.0% |
43.1 |
1.5% |
79% |
False |
False |
363,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,166.5 |
|
2.618 |
3,071.8 |
|
1.618 |
3,013.8 |
|
1.000 |
2,978.0 |
|
0.618 |
2,955.8 |
|
HIGH |
2,920.0 |
|
0.618 |
2,897.8 |
|
0.500 |
2,891.0 |
|
0.382 |
2,884.2 |
|
LOW |
2,862.0 |
|
0.618 |
2,826.2 |
|
1.000 |
2,804.0 |
|
1.618 |
2,768.2 |
|
2.618 |
2,710.2 |
|
4.250 |
2,615.5 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,901.0 |
2,901.2 |
| PP |
2,896.0 |
2,896.3 |
| S1 |
2,891.0 |
2,891.5 |
|