| 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 |
1,348.00 |
1,334.00 |
-14.00 |
-1.0% |
1,359.00 |
| High |
1,352.75 |
1,343.00 |
-9.75 |
-0.7% |
1,367.50 |
| Low |
1,328.00 |
1,323.75 |
-4.25 |
-0.3% |
1,319.75 |
| Close |
1,333.25 |
1,342.00 |
8.75 |
0.7% |
1,329.25 |
| Range |
24.75 |
19.25 |
-5.50 |
-22.2% |
47.75 |
| ATR |
16.08 |
16.31 |
0.23 |
1.4% |
0.00 |
| Volume |
842 |
987 |
145 |
17.2% |
7,908 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,394.00 |
1,387.25 |
1,352.50 |
|
| R3 |
1,374.75 |
1,368.00 |
1,347.25 |
|
| R2 |
1,355.50 |
1,355.50 |
1,345.50 |
|
| R1 |
1,348.75 |
1,348.75 |
1,343.75 |
1,352.00 |
| PP |
1,336.25 |
1,336.25 |
1,336.25 |
1,338.00 |
| S1 |
1,329.50 |
1,329.50 |
1,340.25 |
1,333.00 |
| S2 |
1,317.00 |
1,317.00 |
1,338.50 |
|
| S3 |
1,297.75 |
1,310.25 |
1,336.75 |
|
| S4 |
1,278.50 |
1,291.00 |
1,331.50 |
|
|
| 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 |
1,323.75 |
29.00 |
2.2% |
18.25 |
1.4% |
63% |
False |
True |
2,183 |
| 10 |
1,367.50 |
1,319.75 |
47.75 |
3.6% |
17.25 |
1.3% |
47% |
False |
False |
1,689 |
| 20 |
1,367.50 |
1,285.25 |
82.25 |
6.1% |
16.00 |
1.2% |
69% |
False |
False |
1,827 |
| 40 |
1,367.50 |
1,237.25 |
130.25 |
9.7% |
15.25 |
1.1% |
80% |
False |
False |
1,472 |
| 60 |
1,367.50 |
1,237.25 |
130.25 |
9.7% |
17.00 |
1.3% |
80% |
False |
False |
1,007 |
| 80 |
1,367.50 |
1,237.25 |
130.25 |
9.7% |
16.00 |
1.2% |
80% |
False |
False |
757 |
| 100 |
1,367.50 |
1,226.00 |
141.50 |
10.5% |
14.25 |
1.1% |
82% |
False |
False |
622 |
| 120 |
1,367.50 |
1,168.25 |
199.25 |
14.8% |
12.25 |
0.9% |
87% |
False |
False |
519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,424.75 |
|
2.618 |
1,393.50 |
|
1.618 |
1,374.25 |
|
1.000 |
1,362.25 |
|
0.618 |
1,355.00 |
|
HIGH |
1,343.00 |
|
0.618 |
1,335.75 |
|
0.500 |
1,333.50 |
|
0.382 |
1,331.00 |
|
LOW |
1,323.75 |
|
0.618 |
1,311.75 |
|
1.000 |
1,304.50 |
|
1.618 |
1,292.50 |
|
2.618 |
1,273.25 |
|
4.250 |
1,242.00 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,339.00 |
1,340.75 |
| PP |
1,336.25 |
1,339.50 |
| S1 |
1,333.50 |
1,338.25 |
|