| Trading Metrics calculated at close of trading on 06-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1,343.25 |
1,334.25 |
-9.00 |
-0.7% |
1,363.25 |
| High |
1,348.75 |
1,351.75 |
3.00 |
0.2% |
1,373.50 |
| Low |
1,325.25 |
1,331.75 |
6.50 |
0.5% |
1,325.25 |
| Close |
1,335.00 |
1,334.50 |
-0.50 |
0.0% |
1,334.50 |
| Range |
23.50 |
20.00 |
-3.50 |
-14.9% |
48.25 |
| ATR |
15.95 |
16.24 |
0.29 |
1.8% |
0.00 |
| Volume |
2,913,889 |
2,671,717 |
-242,172 |
-8.3% |
11,343,490 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,399.25 |
1,387.00 |
1,345.50 |
|
| R3 |
1,379.25 |
1,367.00 |
1,340.00 |
|
| R2 |
1,359.25 |
1,359.25 |
1,338.25 |
|
| R1 |
1,347.00 |
1,347.00 |
1,336.25 |
1,353.00 |
| PP |
1,339.25 |
1,339.25 |
1,339.25 |
1,342.50 |
| S1 |
1,327.00 |
1,327.00 |
1,332.75 |
1,333.00 |
| S2 |
1,319.25 |
1,319.25 |
1,330.75 |
|
| S3 |
1,299.25 |
1,307.00 |
1,329.00 |
|
| S4 |
1,279.25 |
1,287.00 |
1,323.50 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,489.25 |
1,460.00 |
1,361.00 |
|
| R3 |
1,441.00 |
1,411.75 |
1,347.75 |
|
| R2 |
1,392.75 |
1,392.75 |
1,343.25 |
|
| R1 |
1,363.50 |
1,363.50 |
1,339.00 |
1,354.00 |
| PP |
1,344.50 |
1,344.50 |
1,344.50 |
1,339.50 |
| S1 |
1,315.25 |
1,315.25 |
1,330.00 |
1,305.75 |
| S2 |
1,296.25 |
1,296.25 |
1,325.75 |
|
| S3 |
1,248.00 |
1,267.00 |
1,321.25 |
|
| S4 |
1,199.75 |
1,218.75 |
1,308.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,373.50 |
1,325.25 |
48.25 |
3.6% |
18.50 |
1.4% |
19% |
False |
False |
2,268,698 |
| 10 |
1,373.50 |
1,325.25 |
48.25 |
3.6% |
15.50 |
1.2% |
19% |
False |
False |
1,836,316 |
| 20 |
1,373.50 |
1,290.50 |
83.00 |
6.2% |
16.00 |
1.2% |
53% |
False |
False |
1,815,035 |
| 40 |
1,373.50 |
1,241.25 |
132.25 |
9.9% |
17.25 |
1.3% |
71% |
False |
False |
1,923,964 |
| 60 |
1,373.50 |
1,241.25 |
132.25 |
9.9% |
17.50 |
1.3% |
71% |
False |
False |
1,323,389 |
| 80 |
1,373.50 |
1,241.25 |
132.25 |
9.9% |
16.50 |
1.2% |
71% |
False |
False |
992,893 |
| 100 |
1,373.50 |
1,224.00 |
149.50 |
11.2% |
15.00 |
1.1% |
74% |
False |
False |
794,425 |
| 120 |
1,373.50 |
1,161.50 |
212.00 |
15.9% |
15.00 |
1.1% |
82% |
False |
False |
662,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,436.75 |
|
2.618 |
1,404.00 |
|
1.618 |
1,384.00 |
|
1.000 |
1,371.75 |
|
0.618 |
1,364.00 |
|
HIGH |
1,351.75 |
|
0.618 |
1,344.00 |
|
0.500 |
1,341.75 |
|
0.382 |
1,339.50 |
|
LOW |
1,331.75 |
|
0.618 |
1,319.50 |
|
1.000 |
1,311.75 |
|
1.618 |
1,299.50 |
|
2.618 |
1,279.50 |
|
4.250 |
1,246.75 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,341.75 |
1,340.00 |
| PP |
1,339.25 |
1,338.25 |
| S1 |
1,337.00 |
1,336.50 |
|