| 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 |
2,863.0 |
2,919.0 |
56.0 |
2.0% |
2,972.0 |
| High |
2,920.0 |
2,934.0 |
14.0 |
0.5% |
2,980.0 |
| Low |
2,862.0 |
2,882.0 |
20.0 |
0.7% |
2,859.0 |
| Close |
2,906.0 |
2,913.0 |
7.0 |
0.2% |
2,917.0 |
| Range |
58.0 |
52.0 |
-6.0 |
-10.3% |
121.0 |
| ATR |
47.7 |
48.0 |
0.3 |
0.6% |
0.0 |
| Volume |
1,228,194 |
1,109,742 |
-118,452 |
-9.6% |
6,111,483 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,065.7 |
3,041.3 |
2,941.6 |
|
| R3 |
3,013.7 |
2,989.3 |
2,927.3 |
|
| R2 |
2,961.7 |
2,961.7 |
2,922.5 |
|
| R1 |
2,937.3 |
2,937.3 |
2,917.8 |
2,923.5 |
| PP |
2,909.7 |
2,909.7 |
2,909.7 |
2,902.8 |
| S1 |
2,885.3 |
2,885.3 |
2,908.2 |
2,871.5 |
| S2 |
2,857.7 |
2,857.7 |
2,903.5 |
|
| S3 |
2,805.7 |
2,833.3 |
2,898.7 |
|
| S4 |
2,753.7 |
2,781.3 |
2,884.4 |
|
|
| 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 |
2,934.0 |
2,859.0 |
75.0 |
2.6% |
54.4 |
1.9% |
72% |
True |
False |
1,323,960 |
| 10 |
2,980.0 |
2,859.0 |
121.0 |
4.2% |
45.8 |
1.6% |
45% |
False |
False |
1,130,056 |
| 20 |
2,980.0 |
2,759.0 |
221.0 |
7.6% |
44.0 |
1.5% |
70% |
False |
False |
990,600 |
| 40 |
2,980.0 |
2,590.0 |
390.0 |
13.4% |
46.0 |
1.6% |
83% |
False |
False |
1,081,290 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.0% |
46.0 |
1.6% |
79% |
False |
False |
742,490 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.0% |
44.7 |
1.5% |
79% |
False |
False |
557,526 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.0% |
43.5 |
1.5% |
79% |
False |
False |
446,321 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.0% |
43.3 |
1.5% |
81% |
False |
False |
372,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,155.0 |
|
2.618 |
3,070.1 |
|
1.618 |
3,018.1 |
|
1.000 |
2,986.0 |
|
0.618 |
2,966.1 |
|
HIGH |
2,934.0 |
|
0.618 |
2,914.1 |
|
0.500 |
2,908.0 |
|
0.382 |
2,901.9 |
|
LOW |
2,882.0 |
|
0.618 |
2,849.9 |
|
1.000 |
2,830.0 |
|
1.618 |
2,797.9 |
|
2.618 |
2,745.9 |
|
4.250 |
2,661.0 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,911.3 |
2,907.7 |
| PP |
2,909.7 |
2,902.3 |
| S1 |
2,908.0 |
2,897.0 |
|