| 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 |
1,513.8 |
1,518.1 |
4.3 |
0.3% |
1,565.6 |
| High |
1,521.0 |
1,527.9 |
6.9 |
0.5% |
1,577.7 |
| Low |
1,507.1 |
1,497.1 |
-10.0 |
-0.7% |
1,464.1 |
| Close |
1,518.2 |
1,502.7 |
-15.5 |
-1.0% |
1,492.9 |
| Range |
13.9 |
30.8 |
16.9 |
121.6% |
113.6 |
| ATR |
24.4 |
24.9 |
0.5 |
1.9% |
0.0 |
| Volume |
14,078 |
10,430 |
-3,648 |
-25.9% |
54,012 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,601.6 |
1,583.0 |
1,519.6 |
|
| R3 |
1,570.8 |
1,552.2 |
1,511.2 |
|
| R2 |
1,540.0 |
1,540.0 |
1,508.3 |
|
| R1 |
1,521.4 |
1,521.4 |
1,505.5 |
1,515.3 |
| PP |
1,509.2 |
1,509.2 |
1,509.2 |
1,506.2 |
| S1 |
1,490.6 |
1,490.6 |
1,499.9 |
1,484.5 |
| S2 |
1,478.4 |
1,478.4 |
1,497.1 |
|
| S3 |
1,447.6 |
1,459.8 |
1,494.2 |
|
| S4 |
1,416.8 |
1,429.0 |
1,485.8 |
|
|
| 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 |
1,527.9 |
1,464.1 |
63.8 |
4.2% |
30.6 |
2.0% |
61% |
True |
False |
15,002 |
| 10 |
1,577.7 |
1,464.1 |
113.6 |
7.6% |
31.1 |
2.1% |
34% |
False |
False |
10,813 |
| 20 |
1,577.7 |
1,453.5 |
124.2 |
8.3% |
23.5 |
1.6% |
40% |
False |
False |
8,284 |
| 40 |
1,577.7 |
1,389.8 |
187.9 |
12.5% |
19.7 |
1.3% |
60% |
False |
False |
5,651 |
| 60 |
1,577.7 |
1,368.8 |
208.9 |
13.9% |
18.3 |
1.2% |
64% |
False |
False |
4,253 |
| 80 |
1,577.7 |
1,314.2 |
263.5 |
17.5% |
18.0 |
1.2% |
72% |
False |
False |
3,527 |
| 100 |
1,577.7 |
1,314.2 |
263.5 |
17.5% |
16.8 |
1.1% |
72% |
False |
False |
2,915 |
| 120 |
1,577.7 |
1,314.2 |
263.5 |
17.5% |
16.6 |
1.1% |
72% |
False |
False |
2,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,658.8 |
|
2.618 |
1,608.5 |
|
1.618 |
1,577.7 |
|
1.000 |
1,558.7 |
|
0.618 |
1,546.9 |
|
HIGH |
1,527.9 |
|
0.618 |
1,516.1 |
|
0.500 |
1,512.5 |
|
0.382 |
1,508.9 |
|
LOW |
1,497.1 |
|
0.618 |
1,478.1 |
|
1.000 |
1,466.3 |
|
1.618 |
1,447.3 |
|
2.618 |
1,416.5 |
|
4.250 |
1,366.2 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,512.5 |
1,510.1 |
| PP |
1,509.2 |
1,507.6 |
| S1 |
1,506.0 |
1,505.2 |
|