| 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 |
2,886.0 |
2,898.0 |
12.0 |
0.4% |
2,975.0 |
| High |
2,921.0 |
2,911.0 |
-10.0 |
-0.3% |
2,975.0 |
| Low |
2,869.0 |
2,864.0 |
-5.0 |
-0.2% |
2,863.0 |
| Close |
2,917.0 |
2,871.0 |
-46.0 |
-1.6% |
2,917.0 |
| Range |
52.0 |
47.0 |
-5.0 |
-9.6% |
112.0 |
| ATR |
43.1 |
43.8 |
0.7 |
1.6% |
0.0 |
| Volume |
349 |
116 |
-233 |
-66.8% |
305,883 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,023.0 |
2,994.0 |
2,896.9 |
|
| R3 |
2,976.0 |
2,947.0 |
2,883.9 |
|
| R2 |
2,929.0 |
2,929.0 |
2,879.6 |
|
| R1 |
2,900.0 |
2,900.0 |
2,875.3 |
2,891.0 |
| PP |
2,882.0 |
2,882.0 |
2,882.0 |
2,877.5 |
| S1 |
2,853.0 |
2,853.0 |
2,866.7 |
2,844.0 |
| S2 |
2,835.0 |
2,835.0 |
2,862.4 |
|
| S3 |
2,788.0 |
2,806.0 |
2,858.1 |
|
| S4 |
2,741.0 |
2,759.0 |
2,845.2 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,254.3 |
3,197.7 |
2,978.6 |
|
| R3 |
3,142.3 |
3,085.7 |
2,947.8 |
|
| R2 |
3,030.3 |
3,030.3 |
2,937.5 |
|
| R1 |
2,973.7 |
2,973.7 |
2,927.3 |
2,946.0 |
| PP |
2,918.3 |
2,918.3 |
2,918.3 |
2,904.5 |
| S1 |
2,861.7 |
2,861.7 |
2,906.7 |
2,834.0 |
| S2 |
2,806.3 |
2,806.3 |
2,896.5 |
|
| S3 |
2,694.3 |
2,749.7 |
2,886.2 |
|
| S4 |
2,582.3 |
2,637.7 |
2,855.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,958.0 |
2,863.0 |
95.0 |
3.3% |
46.8 |
1.6% |
8% |
False |
False |
60,049 |
| 10 |
2,975.0 |
2,856.0 |
119.0 |
4.1% |
40.5 |
1.4% |
13% |
False |
False |
31,293 |
| 20 |
2,975.0 |
2,758.0 |
217.0 |
7.6% |
38.0 |
1.3% |
52% |
False |
False |
36,995 |
| 40 |
2,975.0 |
2,591.0 |
384.0 |
13.4% |
42.0 |
1.5% |
73% |
False |
False |
25,207 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
14.2% |
41.2 |
1.4% |
69% |
False |
False |
17,472 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
14.2% |
38.9 |
1.4% |
69% |
False |
False |
13,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,110.8 |
|
2.618 |
3,034.0 |
|
1.618 |
2,987.0 |
|
1.000 |
2,958.0 |
|
0.618 |
2,940.0 |
|
HIGH |
2,911.0 |
|
0.618 |
2,893.0 |
|
0.500 |
2,887.5 |
|
0.382 |
2,882.0 |
|
LOW |
2,864.0 |
|
0.618 |
2,835.0 |
|
1.000 |
2,817.0 |
|
1.618 |
2,788.0 |
|
2.618 |
2,741.0 |
|
4.250 |
2,664.3 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,887.5 |
2,892.0 |
| PP |
2,882.0 |
2,885.0 |
| S1 |
2,876.5 |
2,878.0 |
|