| 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 |
2,866.0 |
2,918.0 |
52.0 |
1.8% |
2,975.0 |
| High |
2,920.0 |
2,933.0 |
13.0 |
0.4% |
2,975.0 |
| Low |
2,866.0 |
2,884.0 |
18.0 |
0.6% |
2,863.0 |
| Close |
2,906.0 |
2,913.0 |
7.0 |
0.2% |
2,917.0 |
| Range |
54.0 |
49.0 |
-5.0 |
-9.3% |
112.0 |
| ATR |
44.5 |
44.8 |
0.3 |
0.7% |
0.0 |
| Volume |
664 |
426 |
-238 |
-35.8% |
305,883 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,057.0 |
3,034.0 |
2,940.0 |
|
| R3 |
3,008.0 |
2,985.0 |
2,926.5 |
|
| R2 |
2,959.0 |
2,959.0 |
2,922.0 |
|
| R1 |
2,936.0 |
2,936.0 |
2,917.5 |
2,923.0 |
| PP |
2,910.0 |
2,910.0 |
2,910.0 |
2,903.5 |
| S1 |
2,887.0 |
2,887.0 |
2,908.5 |
2,874.0 |
| S2 |
2,861.0 |
2,861.0 |
2,904.0 |
|
| S3 |
2,812.0 |
2,838.0 |
2,899.5 |
|
| S4 |
2,763.0 |
2,789.0 |
2,886.1 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,254.3 |
3,197.7 |
2,978.6 |
|
| R3 |
3,142.3 |
3,085.7 |
2,947.8 |
|
| R2 |
3,030.3 |
3,030.3 |
2,937.5 |
|
| R1 |
2,973.7 |
2,973.7 |
2,927.3 |
2,946.0 |
| PP |
2,918.3 |
2,918.3 |
2,918.3 |
2,904.5 |
| S1 |
2,861.7 |
2,861.7 |
2,906.7 |
2,834.0 |
| S2 |
2,806.3 |
2,806.3 |
2,896.5 |
|
| S3 |
2,694.3 |
2,749.7 |
2,886.2 |
|
| S4 |
2,582.3 |
2,637.7 |
2,855.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,933.0 |
2,863.0 |
70.0 |
2.4% |
49.8 |
1.7% |
71% |
True |
False |
8,340 |
| 10 |
2,975.0 |
2,863.0 |
112.0 |
3.8% |
41.9 |
1.4% |
45% |
False |
False |
30,869 |
| 20 |
2,975.0 |
2,758.0 |
217.0 |
7.4% |
41.0 |
1.4% |
71% |
False |
False |
36,954 |
| 40 |
2,975.0 |
2,591.0 |
384.0 |
13.2% |
42.6 |
1.5% |
84% |
False |
False |
24,159 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
14.0% |
41.5 |
1.4% |
79% |
False |
False |
17,488 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
14.0% |
39.4 |
1.4% |
79% |
False |
False |
13,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,141.3 |
|
2.618 |
3,061.3 |
|
1.618 |
3,012.3 |
|
1.000 |
2,982.0 |
|
0.618 |
2,963.3 |
|
HIGH |
2,933.0 |
|
0.618 |
2,914.3 |
|
0.500 |
2,908.5 |
|
0.382 |
2,902.7 |
|
LOW |
2,884.0 |
|
0.618 |
2,853.7 |
|
1.000 |
2,835.0 |
|
1.618 |
2,804.7 |
|
2.618 |
2,755.7 |
|
4.250 |
2,675.8 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,911.5 |
2,908.2 |
| PP |
2,910.0 |
2,903.3 |
| S1 |
2,908.5 |
2,898.5 |
|