| Trading Metrics calculated at close of trading on 06-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,385.00 |
2,378.50 |
-6.50 |
-0.3% |
2,408.00 |
| High |
2,399.75 |
2,409.75 |
10.00 |
0.4% |
2,428.00 |
| Low |
2,363.50 |
2,372.75 |
9.25 |
0.4% |
2,363.50 |
| Close |
2,379.00 |
2,373.50 |
-5.50 |
-0.2% |
2,373.50 |
| Range |
36.25 |
37.00 |
0.75 |
2.1% |
64.50 |
| ATR |
31.35 |
31.75 |
0.40 |
1.3% |
0.00 |
| Volume |
393,338 |
358,939 |
-34,399 |
-8.7% |
1,626,840 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,496.25 |
2,472.00 |
2,393.75 |
|
| R3 |
2,459.25 |
2,435.00 |
2,383.75 |
|
| R2 |
2,422.25 |
2,422.25 |
2,380.25 |
|
| R1 |
2,398.00 |
2,398.00 |
2,377.00 |
2,391.50 |
| PP |
2,385.25 |
2,385.25 |
2,385.25 |
2,382.25 |
| S1 |
2,361.00 |
2,361.00 |
2,370.00 |
2,354.50 |
| S2 |
2,348.25 |
2,348.25 |
2,366.75 |
|
| S3 |
2,311.25 |
2,324.00 |
2,363.25 |
|
| S4 |
2,274.25 |
2,287.00 |
2,353.25 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,581.75 |
2,542.25 |
2,409.00 |
|
| R3 |
2,517.25 |
2,477.75 |
2,391.25 |
|
| R2 |
2,452.75 |
2,452.75 |
2,385.25 |
|
| R1 |
2,413.25 |
2,413.25 |
2,379.50 |
2,400.75 |
| PP |
2,388.25 |
2,388.25 |
2,388.25 |
2,382.00 |
| S1 |
2,348.75 |
2,348.75 |
2,367.50 |
2,336.25 |
| S2 |
2,323.75 |
2,323.75 |
2,361.75 |
|
| S3 |
2,259.25 |
2,284.25 |
2,355.75 |
|
| S4 |
2,194.75 |
2,219.75 |
2,338.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,428.00 |
2,363.50 |
64.50 |
2.7% |
33.50 |
1.4% |
16% |
False |
False |
325,368 |
| 10 |
2,428.00 |
2,363.50 |
64.50 |
2.7% |
26.75 |
1.1% |
16% |
False |
False |
270,243 |
| 20 |
2,428.00 |
2,250.25 |
177.75 |
7.5% |
30.75 |
1.3% |
69% |
False |
False |
270,616 |
| 40 |
2,428.00 |
2,185.75 |
242.25 |
10.2% |
34.50 |
1.5% |
78% |
False |
False |
281,468 |
| 60 |
2,428.00 |
2,185.75 |
242.25 |
10.2% |
35.25 |
1.5% |
78% |
False |
False |
192,290 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.2% |
34.00 |
1.4% |
78% |
False |
False |
144,250 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.2% |
31.00 |
1.3% |
78% |
False |
False |
115,420 |
| 120 |
2,428.00 |
2,092.50 |
335.50 |
14.1% |
26.00 |
1.1% |
84% |
False |
False |
96,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,567.00 |
|
2.618 |
2,506.50 |
|
1.618 |
2,469.50 |
|
1.000 |
2,446.75 |
|
0.618 |
2,432.50 |
|
HIGH |
2,409.75 |
|
0.618 |
2,395.50 |
|
0.500 |
2,391.25 |
|
0.382 |
2,387.00 |
|
LOW |
2,372.75 |
|
0.618 |
2,350.00 |
|
1.000 |
2,335.75 |
|
1.618 |
2,313.00 |
|
2.618 |
2,276.00 |
|
4.250 |
2,215.50 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,391.25 |
2,386.50 |
| PP |
2,385.25 |
2,382.25 |
| S1 |
2,379.50 |
2,378.00 |
|