| 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 |
1,475.4 |
1,495.5 |
20.1 |
1.4% |
1,565.6 |
| High |
1,499.5 |
1,515.2 |
15.7 |
1.0% |
1,577.7 |
| Low |
1,473.4 |
1,492.2 |
18.8 |
1.3% |
1,464.1 |
| Close |
1,492.9 |
1,504.5 |
11.6 |
0.8% |
1,492.9 |
| Range |
26.1 |
23.0 |
-3.1 |
-11.9% |
113.6 |
| ATR |
25.2 |
25.1 |
-0.2 |
-0.6% |
0.0 |
| Volume |
18,311 |
16,044 |
-2,267 |
-12.4% |
54,012 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,573.0 |
1,561.7 |
1,517.2 |
|
| R3 |
1,550.0 |
1,538.7 |
1,510.8 |
|
| R2 |
1,527.0 |
1,527.0 |
1,508.7 |
|
| R1 |
1,515.7 |
1,515.7 |
1,506.6 |
1,521.4 |
| PP |
1,504.0 |
1,504.0 |
1,504.0 |
1,506.8 |
| S1 |
1,492.7 |
1,492.7 |
1,502.4 |
1,498.4 |
| S2 |
1,481.0 |
1,481.0 |
1,500.3 |
|
| S3 |
1,458.0 |
1,469.7 |
1,498.2 |
|
| S4 |
1,435.0 |
1,446.7 |
1,491.9 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,852.4 |
1,786.2 |
1,555.4 |
|
| R3 |
1,738.8 |
1,672.6 |
1,524.1 |
|
| R2 |
1,625.2 |
1,625.2 |
1,513.7 |
|
| R1 |
1,559.0 |
1,559.0 |
1,503.3 |
1,535.3 |
| PP |
1,511.6 |
1,511.6 |
1,511.6 |
1,499.7 |
| S1 |
1,445.4 |
1,445.4 |
1,482.5 |
1,421.7 |
| S2 |
1,398.0 |
1,398.0 |
1,472.1 |
|
| S3 |
1,284.4 |
1,331.8 |
1,461.7 |
|
| S4 |
1,170.8 |
1,218.2 |
1,430.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,552.0 |
1,464.1 |
87.9 |
5.8% |
36.1 |
2.4% |
46% |
False |
False |
12,596 |
| 10 |
1,577.7 |
1,464.1 |
113.6 |
7.6% |
30.8 |
2.0% |
36% |
False |
False |
9,343 |
| 20 |
1,577.7 |
1,446.2 |
131.5 |
8.7% |
23.3 |
1.5% |
44% |
False |
False |
7,560 |
| 40 |
1,577.7 |
1,389.8 |
187.9 |
12.5% |
19.8 |
1.3% |
61% |
False |
False |
5,116 |
| 60 |
1,577.7 |
1,357.5 |
220.2 |
14.6% |
18.0 |
1.2% |
67% |
False |
False |
3,913 |
| 80 |
1,577.7 |
1,314.2 |
263.5 |
17.5% |
18.0 |
1.2% |
72% |
False |
False |
3,241 |
| 100 |
1,577.7 |
1,314.2 |
263.5 |
17.5% |
16.7 |
1.1% |
72% |
False |
False |
2,676 |
| 120 |
1,577.7 |
1,314.2 |
263.5 |
17.5% |
16.6 |
1.1% |
72% |
False |
False |
2,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,613.0 |
|
2.618 |
1,575.4 |
|
1.618 |
1,552.4 |
|
1.000 |
1,538.2 |
|
0.618 |
1,529.4 |
|
HIGH |
1,515.2 |
|
0.618 |
1,506.4 |
|
0.500 |
1,503.7 |
|
0.382 |
1,501.0 |
|
LOW |
1,492.2 |
|
0.618 |
1,478.0 |
|
1.000 |
1,469.2 |
|
1.618 |
1,455.0 |
|
2.618 |
1,432.0 |
|
4.250 |
1,394.5 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,504.2 |
1,500.9 |
| PP |
1,504.0 |
1,497.3 |
| S1 |
1,503.7 |
1,493.7 |
|