| 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 |
2,883.0 |
2,892.0 |
9.0 |
0.3% |
2,972.0 |
| High |
2,923.0 |
2,911.0 |
-12.0 |
-0.4% |
2,980.0 |
| Low |
2,865.0 |
2,860.0 |
-5.0 |
-0.2% |
2,859.0 |
| Close |
2,917.0 |
2,871.0 |
-46.0 |
-1.6% |
2,917.0 |
| Range |
58.0 |
51.0 |
-7.0 |
-12.1% |
121.0 |
| ATR |
46.1 |
46.9 |
0.8 |
1.7% |
0.0 |
| Volume |
1,401,498 |
1,359,455 |
-42,043 |
-3.0% |
6,111,483 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,033.7 |
3,003.3 |
2,899.1 |
|
| R3 |
2,982.7 |
2,952.3 |
2,885.0 |
|
| R2 |
2,931.7 |
2,931.7 |
2,880.4 |
|
| R1 |
2,901.3 |
2,901.3 |
2,875.7 |
2,891.0 |
| PP |
2,880.7 |
2,880.7 |
2,880.7 |
2,875.5 |
| S1 |
2,850.3 |
2,850.3 |
2,866.3 |
2,840.0 |
| S2 |
2,829.7 |
2,829.7 |
2,861.7 |
|
| S3 |
2,778.7 |
2,799.3 |
2,857.0 |
|
| S4 |
2,727.7 |
2,748.3 |
2,843.0 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,281.7 |
3,220.3 |
2,983.6 |
|
| R3 |
3,160.7 |
3,099.3 |
2,950.3 |
|
| R2 |
3,039.7 |
3,039.7 |
2,939.2 |
|
| R1 |
2,978.3 |
2,978.3 |
2,928.1 |
2,948.5 |
| PP |
2,918.7 |
2,918.7 |
2,918.7 |
2,903.8 |
| S1 |
2,857.3 |
2,857.3 |
2,905.9 |
2,827.5 |
| S2 |
2,797.7 |
2,797.7 |
2,894.8 |
|
| S3 |
2,676.7 |
2,736.3 |
2,883.7 |
|
| S4 |
2,555.7 |
2,615.3 |
2,850.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,958.0 |
2,859.0 |
99.0 |
3.4% |
51.2 |
1.8% |
12% |
False |
False |
1,376,361 |
| 10 |
2,980.0 |
2,857.0 |
123.0 |
4.3% |
44.2 |
1.5% |
11% |
False |
False |
1,048,455 |
| 20 |
2,980.0 |
2,759.0 |
221.0 |
7.7% |
41.1 |
1.4% |
51% |
False |
False |
961,169 |
| 40 |
2,980.0 |
2,590.0 |
390.0 |
13.6% |
45.3 |
1.6% |
72% |
False |
False |
1,044,506 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.2% |
45.7 |
1.6% |
69% |
False |
False |
703,599 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.2% |
44.2 |
1.5% |
69% |
False |
False |
528,308 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.2% |
42.9 |
1.5% |
69% |
False |
False |
423,349 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.2% |
42.9 |
1.5% |
71% |
False |
False |
353,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,127.8 |
|
2.618 |
3,044.5 |
|
1.618 |
2,993.5 |
|
1.000 |
2,962.0 |
|
0.618 |
2,942.5 |
|
HIGH |
2,911.0 |
|
0.618 |
2,891.5 |
|
0.500 |
2,885.5 |
|
0.382 |
2,879.5 |
|
LOW |
2,860.0 |
|
0.618 |
2,828.5 |
|
1.000 |
2,809.0 |
|
1.618 |
2,777.5 |
|
2.618 |
2,726.5 |
|
4.250 |
2,643.3 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,885.5 |
2,891.0 |
| PP |
2,880.7 |
2,884.3 |
| S1 |
2,875.8 |
2,877.7 |
|