| 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 |
12,630 |
12,704 |
74 |
0.6% |
12,787 |
| High |
12,736 |
12,740 |
4 |
0.0% |
12,873 |
| Low |
12,601 |
12,542 |
-59 |
-0.5% |
12,467 |
| Close |
12,700 |
12,597 |
-103 |
-0.8% |
12,569 |
| Range |
135 |
198 |
63 |
46.7% |
406 |
| ATR |
142 |
146 |
4 |
2.8% |
0 |
| Volume |
83,459 |
124,193 |
40,734 |
48.8% |
677,398 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,220 |
13,107 |
12,706 |
|
| R3 |
13,022 |
12,909 |
12,652 |
|
| R2 |
12,824 |
12,824 |
12,633 |
|
| R1 |
12,711 |
12,711 |
12,615 |
12,669 |
| PP |
12,626 |
12,626 |
12,626 |
12,605 |
| S1 |
12,513 |
12,513 |
12,579 |
12,471 |
| S2 |
12,428 |
12,428 |
12,561 |
|
| S3 |
12,230 |
12,315 |
12,543 |
|
| S4 |
12,032 |
12,117 |
12,488 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,854 |
13,618 |
12,792 |
|
| R3 |
13,448 |
13,212 |
12,681 |
|
| R2 |
13,042 |
13,042 |
12,644 |
|
| R1 |
12,806 |
12,806 |
12,606 |
12,721 |
| PP |
12,636 |
12,636 |
12,636 |
12,594 |
| S1 |
12,400 |
12,400 |
12,532 |
12,315 |
| S2 |
12,230 |
12,230 |
12,495 |
|
| S3 |
11,824 |
11,994 |
12,457 |
|
| S4 |
11,418 |
11,588 |
12,346 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,740 |
12,467 |
273 |
2.2% |
172 |
1.4% |
48% |
True |
False |
127,704 |
| 10 |
12,873 |
12,467 |
406 |
3.2% |
147 |
1.2% |
32% |
False |
False |
116,618 |
| 20 |
12,873 |
12,036 |
837 |
6.6% |
149 |
1.2% |
67% |
False |
False |
107,089 |
| 40 |
12,873 |
11,451 |
1,422 |
11.3% |
142 |
1.1% |
81% |
False |
False |
104,324 |
| 60 |
12,873 |
11,451 |
1,422 |
11.3% |
151 |
1.2% |
81% |
False |
False |
78,520 |
| 80 |
12,873 |
11,451 |
1,422 |
11.3% |
138 |
1.1% |
81% |
False |
False |
58,901 |
| 100 |
12,873 |
11,336 |
1,537 |
12.2% |
123 |
1.0% |
82% |
False |
False |
47,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,582 |
|
2.618 |
13,258 |
|
1.618 |
13,060 |
|
1.000 |
12,938 |
|
0.618 |
12,862 |
|
HIGH |
12,740 |
|
0.618 |
12,664 |
|
0.500 |
12,641 |
|
0.382 |
12,618 |
|
LOW |
12,542 |
|
0.618 |
12,420 |
|
1.000 |
12,344 |
|
1.618 |
12,222 |
|
2.618 |
12,024 |
|
4.250 |
11,701 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,641 |
12,641 |
| PP |
12,626 |
12,626 |
| S1 |
12,612 |
12,612 |
|