| 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 |
1,330.25 |
1,335.00 |
4.75 |
0.4% |
1,359.00 |
| High |
1,346.00 |
1,340.75 |
-5.25 |
-0.4% |
1,367.50 |
| Low |
1,326.50 |
1,329.50 |
3.00 |
0.2% |
1,319.75 |
| Close |
1,329.25 |
1,337.25 |
8.00 |
0.6% |
1,329.25 |
| Range |
19.50 |
11.25 |
-8.25 |
-42.3% |
47.75 |
| ATR |
15.61 |
15.32 |
-0.29 |
-1.9% |
0.00 |
| Volume |
2,911 |
3,938 |
1,027 |
35.3% |
7,908 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,369.50 |
1,364.75 |
1,343.50 |
|
| R3 |
1,358.25 |
1,353.50 |
1,340.25 |
|
| R2 |
1,347.00 |
1,347.00 |
1,339.25 |
|
| R1 |
1,342.25 |
1,342.25 |
1,338.25 |
1,344.50 |
| PP |
1,335.75 |
1,335.75 |
1,335.75 |
1,337.00 |
| S1 |
1,331.00 |
1,331.00 |
1,336.25 |
1,333.50 |
| S2 |
1,324.50 |
1,324.50 |
1,335.25 |
|
| S3 |
1,313.25 |
1,319.75 |
1,334.25 |
|
| S4 |
1,302.00 |
1,308.50 |
1,331.00 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,482.00 |
1,453.50 |
1,355.50 |
|
| R3 |
1,434.25 |
1,405.75 |
1,342.50 |
|
| R2 |
1,386.50 |
1,386.50 |
1,338.00 |
|
| R1 |
1,358.00 |
1,358.00 |
1,333.75 |
1,348.50 |
| PP |
1,338.75 |
1,338.75 |
1,338.75 |
1,334.00 |
| S1 |
1,310.25 |
1,310.25 |
1,324.75 |
1,300.50 |
| S2 |
1,291.00 |
1,291.00 |
1,320.50 |
|
| S3 |
1,243.25 |
1,262.50 |
1,316.00 |
|
| S4 |
1,195.50 |
1,214.75 |
1,303.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,352.75 |
1,319.75 |
33.00 |
2.5% |
16.50 |
1.2% |
53% |
False |
False |
2,207 |
| 10 |
1,367.50 |
1,319.75 |
47.75 |
3.6% |
15.25 |
1.1% |
37% |
False |
False |
1,663 |
| 20 |
1,367.50 |
1,285.25 |
82.25 |
6.2% |
15.00 |
1.1% |
63% |
False |
False |
1,903 |
| 40 |
1,367.50 |
1,237.25 |
130.25 |
9.7% |
16.00 |
1.2% |
77% |
False |
False |
1,377 |
| 60 |
1,367.50 |
1,237.25 |
130.25 |
9.7% |
16.50 |
1.2% |
77% |
False |
False |
940 |
| 80 |
1,367.50 |
1,237.25 |
130.25 |
9.7% |
15.50 |
1.2% |
77% |
False |
False |
708 |
| 100 |
1,367.50 |
1,225.00 |
142.50 |
10.7% |
13.75 |
1.0% |
79% |
False |
False |
582 |
| 120 |
1,367.50 |
1,162.75 |
204.75 |
15.3% |
11.75 |
0.9% |
85% |
False |
False |
485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,388.50 |
|
2.618 |
1,370.25 |
|
1.618 |
1,359.00 |
|
1.000 |
1,352.00 |
|
0.618 |
1,347.75 |
|
HIGH |
1,340.75 |
|
0.618 |
1,336.50 |
|
0.500 |
1,335.00 |
|
0.382 |
1,333.75 |
|
LOW |
1,329.50 |
|
0.618 |
1,322.50 |
|
1.000 |
1,318.25 |
|
1.618 |
1,311.25 |
|
2.618 |
1,300.00 |
|
4.250 |
1,281.75 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,336.50 |
1,335.75 |
| PP |
1,335.75 |
1,334.25 |
| S1 |
1,335.00 |
1,333.00 |
|