| Trading Metrics calculated at close of trading on 10-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,378.00 |
2,386.25 |
8.25 |
0.3% |
2,408.00 |
| High |
2,398.00 |
2,412.00 |
14.00 |
0.6% |
2,428.00 |
| Low |
2,374.00 |
2,382.75 |
8.75 |
0.4% |
2,363.50 |
| Close |
2,386.50 |
2,409.25 |
22.75 |
1.0% |
2,373.50 |
| Range |
24.00 |
29.25 |
5.25 |
21.9% |
64.50 |
| ATR |
31.23 |
31.09 |
-0.14 |
-0.5% |
0.00 |
| Volume |
265,715 |
291,892 |
26,177 |
9.9% |
1,626,840 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,489.00 |
2,478.50 |
2,425.25 |
|
| R3 |
2,459.75 |
2,449.25 |
2,417.25 |
|
| R2 |
2,430.50 |
2,430.50 |
2,414.50 |
|
| R1 |
2,420.00 |
2,420.00 |
2,412.00 |
2,425.25 |
| PP |
2,401.25 |
2,401.25 |
2,401.25 |
2,404.00 |
| S1 |
2,390.75 |
2,390.75 |
2,406.50 |
2,396.00 |
| S2 |
2,372.00 |
2,372.00 |
2,404.00 |
|
| S3 |
2,342.75 |
2,361.50 |
2,401.25 |
|
| S4 |
2,313.50 |
2,332.25 |
2,393.25 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,581.75 |
2,542.25 |
2,409.00 |
|
| R3 |
2,517.25 |
2,477.75 |
2,391.25 |
|
| R2 |
2,452.75 |
2,452.75 |
2,385.25 |
|
| R1 |
2,413.25 |
2,413.25 |
2,379.50 |
2,400.75 |
| PP |
2,388.25 |
2,388.25 |
2,388.25 |
2,382.00 |
| S1 |
2,348.75 |
2,348.75 |
2,367.50 |
2,336.25 |
| S2 |
2,323.75 |
2,323.75 |
2,361.75 |
|
| S3 |
2,259.25 |
2,284.25 |
2,355.75 |
|
| S4 |
2,194.75 |
2,219.75 |
2,338.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,412.00 |
2,363.50 |
48.50 |
2.0% |
31.50 |
1.3% |
94% |
True |
False |
322,129 |
| 10 |
2,428.00 |
2,363.50 |
64.50 |
2.7% |
28.00 |
1.2% |
71% |
False |
False |
279,137 |
| 20 |
2,428.00 |
2,250.25 |
177.75 |
7.4% |
30.00 |
1.2% |
89% |
False |
False |
275,744 |
| 40 |
2,428.00 |
2,185.75 |
242.25 |
10.1% |
34.00 |
1.4% |
92% |
False |
False |
276,885 |
| 60 |
2,428.00 |
2,185.75 |
242.25 |
10.1% |
35.25 |
1.5% |
92% |
False |
False |
201,578 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.1% |
34.25 |
1.4% |
92% |
False |
False |
151,215 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.1% |
31.25 |
1.3% |
92% |
False |
False |
120,996 |
| 120 |
2,428.00 |
2,094.50 |
333.50 |
13.8% |
26.50 |
1.1% |
94% |
False |
False |
100,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,536.25 |
|
2.618 |
2,488.50 |
|
1.618 |
2,459.25 |
|
1.000 |
2,441.25 |
|
0.618 |
2,430.00 |
|
HIGH |
2,412.00 |
|
0.618 |
2,400.75 |
|
0.500 |
2,397.50 |
|
0.382 |
2,394.00 |
|
LOW |
2,382.75 |
|
0.618 |
2,364.75 |
|
1.000 |
2,353.50 |
|
1.618 |
2,335.50 |
|
2.618 |
2,306.25 |
|
4.250 |
2,258.50 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,405.25 |
2,403.50 |
| PP |
2,401.25 |
2,398.00 |
| S1 |
2,397.50 |
2,392.50 |
|