| 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 |
1,522.2 |
1,506.2 |
-16.0 |
-1.1% |
1,573.0 |
| High |
1,530.0 |
1,511.9 |
-18.1 |
-1.2% |
1,579.5 |
| Low |
1,499.6 |
1,482.4 |
-17.2 |
-1.1% |
1,465.9 |
| Close |
1,505.3 |
1,510.7 |
5.4 |
0.4% |
1,495.1 |
| Range |
30.4 |
29.5 |
-0.9 |
-3.0% |
113.6 |
| ATR |
24.7 |
25.0 |
0.3 |
1.4% |
0.0 |
| Volume |
6,888 |
3,696 |
-3,192 |
-46.3% |
22,131 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,590.2 |
1,579.9 |
1,526.9 |
|
| R3 |
1,560.7 |
1,550.4 |
1,518.8 |
|
| R2 |
1,531.2 |
1,531.2 |
1,516.1 |
|
| R1 |
1,520.9 |
1,520.9 |
1,513.4 |
1,526.1 |
| PP |
1,501.7 |
1,501.7 |
1,501.7 |
1,504.2 |
| S1 |
1,491.4 |
1,491.4 |
1,508.0 |
1,496.6 |
| S2 |
1,472.2 |
1,472.2 |
1,505.3 |
|
| S3 |
1,442.7 |
1,461.9 |
1,502.6 |
|
| S4 |
1,413.2 |
1,432.4 |
1,494.5 |
|
|
| 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 |
1,474.7 |
55.3 |
3.7% |
24.6 |
1.6% |
65% |
False |
False |
7,260 |
| 10 |
1,579.5 |
1,465.9 |
113.6 |
7.5% |
32.2 |
2.1% |
39% |
False |
False |
5,115 |
| 20 |
1,579.5 |
1,457.9 |
121.6 |
8.0% |
23.9 |
1.6% |
43% |
False |
False |
3,512 |
| 40 |
1,579.5 |
1,392.3 |
187.2 |
12.4% |
20.1 |
1.3% |
63% |
False |
False |
2,629 |
| 60 |
1,579.5 |
1,375.6 |
203.9 |
13.5% |
19.1 |
1.3% |
66% |
False |
False |
2,168 |
| 80 |
1,579.5 |
1,317.4 |
262.1 |
17.3% |
18.8 |
1.2% |
74% |
False |
False |
1,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,637.3 |
|
2.618 |
1,589.1 |
|
1.618 |
1,559.6 |
|
1.000 |
1,541.4 |
|
0.618 |
1,530.1 |
|
HIGH |
1,511.9 |
|
0.618 |
1,500.6 |
|
0.500 |
1,497.2 |
|
0.382 |
1,493.7 |
|
LOW |
1,482.4 |
|
0.618 |
1,464.2 |
|
1.000 |
1,452.9 |
|
1.618 |
1,434.7 |
|
2.618 |
1,405.2 |
|
4.250 |
1,357.0 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,506.2 |
1,509.2 |
| PP |
1,501.7 |
1,507.7 |
| S1 |
1,497.2 |
1,506.2 |
|