| 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 |
2,407.50 |
2,393.75 |
-13.75 |
-0.6% |
2,408.00 |
| High |
2,415.25 |
2,409.25 |
-6.00 |
-0.2% |
2,428.00 |
| Low |
2,374.00 |
2,369.00 |
-5.00 |
-0.2% |
2,363.50 |
| Close |
2,393.50 |
2,407.00 |
13.50 |
0.6% |
2,373.50 |
| Range |
41.25 |
40.25 |
-1.00 |
-2.4% |
64.50 |
| ATR |
31.82 |
32.42 |
0.60 |
1.9% |
0.00 |
| Volume |
297,110 |
288,507 |
-8,603 |
-2.9% |
1,626,840 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,515.75 |
2,501.75 |
2,429.25 |
|
| R3 |
2,475.50 |
2,461.50 |
2,418.00 |
|
| R2 |
2,435.25 |
2,435.25 |
2,414.50 |
|
| R1 |
2,421.25 |
2,421.25 |
2,410.75 |
2,428.25 |
| PP |
2,395.00 |
2,395.00 |
2,395.00 |
2,398.50 |
| S1 |
2,381.00 |
2,381.00 |
2,403.25 |
2,388.00 |
| S2 |
2,354.75 |
2,354.75 |
2,399.50 |
|
| S3 |
2,314.50 |
2,340.75 |
2,396.00 |
|
| S4 |
2,274.25 |
2,300.50 |
2,384.75 |
|
|
| 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 |
2,415.25 |
2,369.00 |
46.25 |
1.9% |
34.25 |
1.4% |
82% |
False |
True |
300,432 |
| 10 |
2,428.00 |
2,363.50 |
64.50 |
2.7% |
31.75 |
1.3% |
67% |
False |
False |
293,421 |
| 20 |
2,428.00 |
2,250.25 |
177.75 |
7.4% |
31.50 |
1.3% |
88% |
False |
False |
276,326 |
| 40 |
2,428.00 |
2,185.75 |
242.25 |
10.1% |
32.25 |
1.3% |
91% |
False |
False |
265,040 |
| 60 |
2,428.00 |
2,185.75 |
242.25 |
10.1% |
36.25 |
1.5% |
91% |
False |
False |
211,319 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.1% |
34.25 |
1.4% |
91% |
False |
False |
158,533 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.1% |
32.00 |
1.3% |
91% |
False |
False |
126,852 |
| 120 |
2,428.00 |
2,114.00 |
314.00 |
13.0% |
27.25 |
1.1% |
93% |
False |
False |
105,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,580.25 |
|
2.618 |
2,514.50 |
|
1.618 |
2,474.25 |
|
1.000 |
2,449.50 |
|
0.618 |
2,434.00 |
|
HIGH |
2,409.25 |
|
0.618 |
2,393.75 |
|
0.500 |
2,389.00 |
|
0.382 |
2,384.50 |
|
LOW |
2,369.00 |
|
0.618 |
2,344.25 |
|
1.000 |
2,328.75 |
|
1.618 |
2,304.00 |
|
2.618 |
2,263.75 |
|
4.250 |
2,198.00 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,401.00 |
2,402.00 |
| PP |
2,395.00 |
2,397.00 |
| S1 |
2,389.00 |
2,392.00 |
|