| 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 |
2,386.25 |
2,407.50 |
21.25 |
0.9% |
2,408.00 |
| High |
2,412.00 |
2,415.25 |
3.25 |
0.1% |
2,428.00 |
| Low |
2,382.75 |
2,374.00 |
-8.75 |
-0.4% |
2,363.50 |
| Close |
2,409.25 |
2,393.50 |
-15.75 |
-0.7% |
2,373.50 |
| Range |
29.25 |
41.25 |
12.00 |
41.0% |
64.50 |
| ATR |
31.09 |
31.82 |
0.73 |
2.3% |
0.00 |
| Volume |
291,892 |
297,110 |
5,218 |
1.8% |
1,626,840 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,518.00 |
2,497.00 |
2,416.25 |
|
| R3 |
2,476.75 |
2,455.75 |
2,404.75 |
|
| R2 |
2,435.50 |
2,435.50 |
2,401.00 |
|
| R1 |
2,414.50 |
2,414.50 |
2,397.25 |
2,404.50 |
| PP |
2,394.25 |
2,394.25 |
2,394.25 |
2,389.25 |
| S1 |
2,373.25 |
2,373.25 |
2,389.75 |
2,363.00 |
| S2 |
2,353.00 |
2,353.00 |
2,386.00 |
|
| S3 |
2,311.75 |
2,332.00 |
2,382.25 |
|
| S4 |
2,270.50 |
2,290.75 |
2,370.75 |
|
|
| 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 |
2,415.25 |
2,363.50 |
51.75 |
2.2% |
33.50 |
1.4% |
58% |
True |
False |
321,398 |
| 10 |
2,428.00 |
2,363.50 |
64.50 |
2.7% |
29.75 |
1.2% |
47% |
False |
False |
287,498 |
| 20 |
2,428.00 |
2,250.25 |
177.75 |
7.4% |
30.75 |
1.3% |
81% |
False |
False |
276,150 |
| 40 |
2,428.00 |
2,185.75 |
242.25 |
10.1% |
33.25 |
1.4% |
86% |
False |
False |
273,541 |
| 60 |
2,428.00 |
2,185.75 |
242.25 |
10.1% |
35.75 |
1.5% |
86% |
False |
False |
206,512 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.1% |
34.50 |
1.4% |
86% |
False |
False |
154,928 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.1% |
31.75 |
1.3% |
86% |
False |
False |
123,967 |
| 120 |
2,428.00 |
2,114.00 |
314.00 |
13.1% |
27.00 |
1.1% |
89% |
False |
False |
103,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,590.50 |
|
2.618 |
2,523.25 |
|
1.618 |
2,482.00 |
|
1.000 |
2,456.50 |
|
0.618 |
2,440.75 |
|
HIGH |
2,415.25 |
|
0.618 |
2,399.50 |
|
0.500 |
2,394.50 |
|
0.382 |
2,389.75 |
|
LOW |
2,374.00 |
|
0.618 |
2,348.50 |
|
1.000 |
2,332.75 |
|
1.618 |
2,307.25 |
|
2.618 |
2,266.00 |
|
4.250 |
2,198.75 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,394.50 |
2,394.50 |
| PP |
2,394.25 |
2,394.25 |
| S1 |
2,394.00 |
2,394.00 |
|