| Trading Metrics calculated at close of trading on 11-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1,514.7 |
1,522.2 |
7.5 |
0.5% |
1,573.0 |
| High |
1,523.0 |
1,530.0 |
7.0 |
0.5% |
1,579.5 |
| Low |
1,510.0 |
1,499.6 |
-10.4 |
-0.7% |
1,465.9 |
| Close |
1,520.8 |
1,505.3 |
-15.5 |
-1.0% |
1,495.1 |
| Range |
13.0 |
30.4 |
17.4 |
133.8% |
113.6 |
| ATR |
24.2 |
24.7 |
0.4 |
1.8% |
0.0 |
| Volume |
3,950 |
6,888 |
2,938 |
74.4% |
22,131 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,602.8 |
1,584.5 |
1,522.0 |
|
| R3 |
1,572.4 |
1,554.1 |
1,513.7 |
|
| R2 |
1,542.0 |
1,542.0 |
1,510.9 |
|
| R1 |
1,523.7 |
1,523.7 |
1,508.1 |
1,517.7 |
| PP |
1,511.6 |
1,511.6 |
1,511.6 |
1,508.6 |
| S1 |
1,493.3 |
1,493.3 |
1,502.5 |
1,487.3 |
| S2 |
1,481.2 |
1,481.2 |
1,499.7 |
|
| S3 |
1,450.8 |
1,462.9 |
1,496.9 |
|
| S4 |
1,420.4 |
1,432.5 |
1,488.6 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,854.3 |
1,788.3 |
1,557.6 |
|
| R3 |
1,740.7 |
1,674.7 |
1,526.3 |
|
| R2 |
1,627.1 |
1,627.1 |
1,515.9 |
|
| R1 |
1,561.1 |
1,561.1 |
1,505.5 |
1,537.3 |
| PP |
1,513.5 |
1,513.5 |
1,513.5 |
1,501.6 |
| S1 |
1,447.5 |
1,447.5 |
1,484.7 |
1,423.7 |
| S2 |
1,399.9 |
1,399.9 |
1,474.3 |
|
| S3 |
1,286.3 |
1,333.9 |
1,463.9 |
|
| S4 |
1,172.7 |
1,220.3 |
1,432.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,530.0 |
1,465.9 |
64.1 |
4.3% |
30.5 |
2.0% |
61% |
True |
False |
7,387 |
| 10 |
1,579.5 |
1,465.9 |
113.6 |
7.5% |
30.5 |
2.0% |
35% |
False |
False |
4,860 |
| 20 |
1,579.5 |
1,456.0 |
123.5 |
8.2% |
23.0 |
1.5% |
40% |
False |
False |
3,504 |
| 40 |
1,579.5 |
1,392.3 |
187.2 |
12.4% |
19.7 |
1.3% |
60% |
False |
False |
2,577 |
| 60 |
1,579.5 |
1,368.0 |
211.5 |
14.1% |
18.9 |
1.3% |
65% |
False |
False |
2,153 |
| 80 |
1,579.5 |
1,317.4 |
262.1 |
17.4% |
18.6 |
1.2% |
72% |
False |
False |
1,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,659.2 |
|
2.618 |
1,609.6 |
|
1.618 |
1,579.2 |
|
1.000 |
1,560.4 |
|
0.618 |
1,548.8 |
|
HIGH |
1,530.0 |
|
0.618 |
1,518.4 |
|
0.500 |
1,514.8 |
|
0.382 |
1,511.2 |
|
LOW |
1,499.6 |
|
0.618 |
1,480.8 |
|
1.000 |
1,469.2 |
|
1.618 |
1,450.4 |
|
2.618 |
1,420.0 |
|
4.250 |
1,370.4 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,514.8 |
1,512.0 |
| PP |
1,511.6 |
1,509.8 |
| S1 |
1,508.5 |
1,507.5 |
|