| Trading Metrics calculated at close of trading on 12-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,919.0 |
2,887.0 |
-32.0 |
-1.1% |
2,972.0 |
| High |
2,934.0 |
2,904.0 |
-30.0 |
-1.0% |
2,980.0 |
| Low |
2,882.0 |
2,858.0 |
-24.0 |
-0.8% |
2,859.0 |
| Close |
2,913.0 |
2,884.0 |
-29.0 |
-1.0% |
2,917.0 |
| Range |
52.0 |
46.0 |
-6.0 |
-11.5% |
121.0 |
| ATR |
48.0 |
48.5 |
0.5 |
1.0% |
0.0 |
| Volume |
1,109,742 |
1,499,550 |
389,808 |
35.1% |
6,111,483 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,020.0 |
2,998.0 |
2,909.3 |
|
| R3 |
2,974.0 |
2,952.0 |
2,896.7 |
|
| R2 |
2,928.0 |
2,928.0 |
2,892.4 |
|
| R1 |
2,906.0 |
2,906.0 |
2,888.2 |
2,894.0 |
| PP |
2,882.0 |
2,882.0 |
2,882.0 |
2,876.0 |
| S1 |
2,860.0 |
2,860.0 |
2,879.8 |
2,848.0 |
| S2 |
2,836.0 |
2,836.0 |
2,875.6 |
|
| S3 |
2,790.0 |
2,814.0 |
2,871.4 |
|
| S4 |
2,744.0 |
2,768.0 |
2,858.7 |
|
|
| 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 |
2,858.0 |
76.0 |
2.6% |
53.0 |
1.8% |
34% |
False |
True |
1,319,687 |
| 10 |
2,980.0 |
2,858.0 |
122.0 |
4.2% |
47.5 |
1.6% |
21% |
False |
True |
1,181,378 |
| 20 |
2,980.0 |
2,759.0 |
221.0 |
7.7% |
44.3 |
1.5% |
57% |
False |
False |
997,012 |
| 40 |
2,980.0 |
2,590.0 |
390.0 |
13.5% |
45.1 |
1.6% |
75% |
False |
False |
1,085,301 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.1% |
46.4 |
1.6% |
72% |
False |
False |
767,440 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.1% |
44.9 |
1.6% |
72% |
False |
False |
576,266 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.1% |
43.6 |
1.5% |
72% |
False |
False |
461,244 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.2% |
43.5 |
1.5% |
74% |
False |
False |
385,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,099.5 |
|
2.618 |
3,024.4 |
|
1.618 |
2,978.4 |
|
1.000 |
2,950.0 |
|
0.618 |
2,932.4 |
|
HIGH |
2,904.0 |
|
0.618 |
2,886.4 |
|
0.500 |
2,881.0 |
|
0.382 |
2,875.6 |
|
LOW |
2,858.0 |
|
0.618 |
2,829.6 |
|
1.000 |
2,812.0 |
|
1.618 |
2,783.6 |
|
2.618 |
2,737.6 |
|
4.250 |
2,662.5 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,883.0 |
2,896.0 |
| PP |
2,882.0 |
2,892.0 |
| S1 |
2,881.0 |
2,888.0 |
|