| Trading Metrics calculated at close of trading on 09-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,378.50 |
2,378.00 |
-0.50 |
0.0% |
2,408.00 |
| High |
2,409.75 |
2,398.00 |
-11.75 |
-0.5% |
2,428.00 |
| Low |
2,372.75 |
2,374.00 |
1.25 |
0.1% |
2,363.50 |
| Close |
2,373.50 |
2,386.50 |
13.00 |
0.5% |
2,373.50 |
| Range |
37.00 |
24.00 |
-13.00 |
-35.1% |
64.50 |
| ATR |
31.75 |
31.23 |
-0.52 |
-1.6% |
0.00 |
| Volume |
358,939 |
265,715 |
-93,224 |
-26.0% |
1,626,840 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,458.25 |
2,446.25 |
2,399.75 |
|
| R3 |
2,434.25 |
2,422.25 |
2,393.00 |
|
| R2 |
2,410.25 |
2,410.25 |
2,391.00 |
|
| R1 |
2,398.25 |
2,398.25 |
2,388.75 |
2,404.25 |
| PP |
2,386.25 |
2,386.25 |
2,386.25 |
2,389.00 |
| S1 |
2,374.25 |
2,374.25 |
2,384.25 |
2,380.25 |
| S2 |
2,362.25 |
2,362.25 |
2,382.00 |
|
| S3 |
2,338.25 |
2,350.25 |
2,380.00 |
|
| S4 |
2,314.25 |
2,326.25 |
2,373.25 |
|
|
| 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 |
2,409.75 |
2,363.50 |
46.25 |
1.9% |
31.50 |
1.3% |
50% |
False |
False |
321,200 |
| 10 |
2,428.00 |
2,363.50 |
64.50 |
2.7% |
28.00 |
1.2% |
36% |
False |
False |
272,593 |
| 20 |
2,428.00 |
2,250.25 |
177.75 |
7.4% |
30.25 |
1.3% |
77% |
False |
False |
272,349 |
| 40 |
2,428.00 |
2,185.75 |
242.25 |
10.2% |
34.00 |
1.4% |
83% |
False |
False |
280,103 |
| 60 |
2,428.00 |
2,185.75 |
242.25 |
10.2% |
35.25 |
1.5% |
83% |
False |
False |
196,714 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.2% |
34.00 |
1.4% |
83% |
False |
False |
147,569 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.2% |
31.00 |
1.3% |
83% |
False |
False |
118,077 |
| 120 |
2,428.00 |
2,092.50 |
335.50 |
14.1% |
26.25 |
1.1% |
88% |
False |
False |
98,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,500.00 |
|
2.618 |
2,460.75 |
|
1.618 |
2,436.75 |
|
1.000 |
2,422.00 |
|
0.618 |
2,412.75 |
|
HIGH |
2,398.00 |
|
0.618 |
2,388.75 |
|
0.500 |
2,386.00 |
|
0.382 |
2,383.25 |
|
LOW |
2,374.00 |
|
0.618 |
2,359.25 |
|
1.000 |
2,350.00 |
|
1.618 |
2,335.25 |
|
2.618 |
2,311.25 |
|
4.250 |
2,272.00 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,386.25 |
2,386.50 |
| PP |
2,386.25 |
2,386.50 |
| S1 |
2,386.00 |
2,386.50 |
|