| 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 |
1,334.25 |
1,337.25 |
3.00 |
0.2% |
1,363.25 |
| High |
1,351.75 |
1,346.25 |
-5.50 |
-0.4% |
1,373.50 |
| Low |
1,331.75 |
1,334.50 |
2.75 |
0.2% |
1,325.25 |
| Close |
1,334.50 |
1,342.75 |
8.25 |
0.6% |
1,334.50 |
| Range |
20.00 |
11.75 |
-8.25 |
-41.3% |
48.25 |
| ATR |
16.24 |
15.92 |
-0.32 |
-2.0% |
0.00 |
| Volume |
2,671,717 |
1,665,449 |
-1,006,268 |
-37.7% |
11,343,490 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,376.50 |
1,371.25 |
1,349.25 |
|
| R3 |
1,364.75 |
1,359.50 |
1,346.00 |
|
| R2 |
1,353.00 |
1,353.00 |
1,345.00 |
|
| R1 |
1,347.75 |
1,347.75 |
1,343.75 |
1,350.50 |
| PP |
1,341.25 |
1,341.25 |
1,341.25 |
1,342.50 |
| S1 |
1,336.00 |
1,336.00 |
1,341.75 |
1,338.50 |
| S2 |
1,329.50 |
1,329.50 |
1,340.50 |
|
| S3 |
1,317.75 |
1,324.25 |
1,339.50 |
|
| S4 |
1,306.00 |
1,312.50 |
1,336.25 |
|
|
| 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 |
1,358.50 |
1,325.25 |
33.25 |
2.5% |
17.00 |
1.3% |
53% |
False |
False |
2,260,379 |
| 10 |
1,373.50 |
1,325.25 |
48.25 |
3.6% |
16.00 |
1.2% |
36% |
False |
False |
1,875,254 |
| 20 |
1,373.50 |
1,290.50 |
83.00 |
6.2% |
15.75 |
1.2% |
63% |
False |
False |
1,805,439 |
| 40 |
1,373.50 |
1,241.25 |
132.25 |
9.8% |
16.75 |
1.3% |
77% |
False |
False |
1,910,958 |
| 60 |
1,373.50 |
1,241.25 |
132.25 |
9.8% |
17.50 |
1.3% |
77% |
False |
False |
1,351,135 |
| 80 |
1,373.50 |
1,241.25 |
132.25 |
9.8% |
16.50 |
1.2% |
77% |
False |
False |
1,013,694 |
| 100 |
1,373.50 |
1,224.00 |
149.50 |
11.1% |
15.25 |
1.1% |
79% |
False |
False |
811,074 |
| 120 |
1,373.50 |
1,161.50 |
212.00 |
15.8% |
15.00 |
1.1% |
85% |
False |
False |
675,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,396.25 |
|
2.618 |
1,377.00 |
|
1.618 |
1,365.25 |
|
1.000 |
1,358.00 |
|
0.618 |
1,353.50 |
|
HIGH |
1,346.25 |
|
0.618 |
1,341.75 |
|
0.500 |
1,340.50 |
|
0.382 |
1,339.00 |
|
LOW |
1,334.50 |
|
0.618 |
1,327.25 |
|
1.000 |
1,322.75 |
|
1.618 |
1,315.50 |
|
2.618 |
1,303.75 |
|
4.250 |
1,284.50 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,342.00 |
1,341.25 |
| PP |
1,341.25 |
1,340.00 |
| S1 |
1,340.50 |
1,338.50 |
|