| Trading Metrics calculated at close of trading on 10-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,898.0 |
2,866.0 |
-32.0 |
-1.1% |
2,975.0 |
| High |
2,911.0 |
2,920.0 |
9.0 |
0.3% |
2,975.0 |
| Low |
2,864.0 |
2,866.0 |
2.0 |
0.1% |
2,863.0 |
| Close |
2,871.0 |
2,906.0 |
35.0 |
1.2% |
2,917.0 |
| Range |
47.0 |
54.0 |
7.0 |
14.9% |
112.0 |
| ATR |
43.8 |
44.5 |
0.7 |
1.7% |
0.0 |
| Volume |
116 |
664 |
548 |
472.4% |
305,883 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,059.3 |
3,036.7 |
2,935.7 |
|
| R3 |
3,005.3 |
2,982.7 |
2,920.9 |
|
| R2 |
2,951.3 |
2,951.3 |
2,915.9 |
|
| R1 |
2,928.7 |
2,928.7 |
2,911.0 |
2,940.0 |
| PP |
2,897.3 |
2,897.3 |
2,897.3 |
2,903.0 |
| S1 |
2,874.7 |
2,874.7 |
2,901.1 |
2,886.0 |
| S2 |
2,843.3 |
2,843.3 |
2,896.1 |
|
| S3 |
2,789.3 |
2,820.7 |
2,891.2 |
|
| S4 |
2,735.3 |
2,766.7 |
2,876.3 |
|
|
| 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% |
52.8 |
1.8% |
45% |
False |
False |
26,214 |
| 10 |
2,975.0 |
2,863.0 |
112.0 |
3.9% |
42.3 |
1.5% |
38% |
False |
False |
31,239 |
| 20 |
2,975.0 |
2,758.0 |
217.0 |
7.5% |
39.5 |
1.4% |
68% |
False |
False |
36,934 |
| 40 |
2,975.0 |
2,591.0 |
384.0 |
13.2% |
42.7 |
1.5% |
82% |
False |
False |
25,040 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
14.0% |
41.2 |
1.4% |
77% |
False |
False |
17,482 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
14.0% |
39.0 |
1.3% |
77% |
False |
False |
13,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,149.5 |
|
2.618 |
3,061.4 |
|
1.618 |
3,007.4 |
|
1.000 |
2,974.0 |
|
0.618 |
2,953.4 |
|
HIGH |
2,920.0 |
|
0.618 |
2,899.4 |
|
0.500 |
2,893.0 |
|
0.382 |
2,886.6 |
|
LOW |
2,866.0 |
|
0.618 |
2,832.6 |
|
1.000 |
2,812.0 |
|
1.618 |
2,778.6 |
|
2.618 |
2,724.6 |
|
4.250 |
2,636.5 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,901.7 |
2,901.5 |
| PP |
2,897.3 |
2,897.0 |
| S1 |
2,893.0 |
2,892.5 |
|