| Trading Metrics calculated at close of trading on 12-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,918.0 |
2,886.0 |
-32.0 |
-1.1% |
2,975.0 |
| High |
2,933.0 |
2,904.0 |
-29.0 |
-1.0% |
2,975.0 |
| Low |
2,884.0 |
2,858.0 |
-26.0 |
-0.9% |
2,863.0 |
| Close |
2,913.0 |
2,884.0 |
-29.0 |
-1.0% |
2,917.0 |
| Range |
49.0 |
46.0 |
-3.0 |
-6.1% |
112.0 |
| ATR |
44.8 |
45.6 |
0.7 |
1.6% |
0.0 |
| Volume |
426 |
14,484 |
14,058 |
3,300.0% |
305,883 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,020.0 |
2,998.0 |
2,909.3 |
|
| R3 |
2,974.0 |
2,952.0 |
2,896.7 |
|
| R2 |
2,928.0 |
2,928.0 |
2,892.4 |
|
| R1 |
2,906.0 |
2,906.0 |
2,888.2 |
2,894.0 |
| PP |
2,882.0 |
2,882.0 |
2,882.0 |
2,876.0 |
| S1 |
2,860.0 |
2,860.0 |
2,879.8 |
2,848.0 |
| S2 |
2,836.0 |
2,836.0 |
2,875.6 |
|
| S3 |
2,790.0 |
2,814.0 |
2,871.4 |
|
| S4 |
2,744.0 |
2,768.0 |
2,858.7 |
|
|
| 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 |
2,858.0 |
75.0 |
2.6% |
49.6 |
1.7% |
35% |
False |
True |
3,207 |
| 10 |
2,975.0 |
2,858.0 |
117.0 |
4.1% |
43.6 |
1.5% |
22% |
False |
True |
32,247 |
| 20 |
2,975.0 |
2,758.0 |
217.0 |
7.5% |
41.5 |
1.4% |
58% |
False |
False |
37,656 |
| 40 |
2,975.0 |
2,591.0 |
384.0 |
13.3% |
41.8 |
1.4% |
76% |
False |
False |
22,773 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
14.1% |
42.3 |
1.5% |
72% |
False |
False |
17,729 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
14.1% |
39.8 |
1.4% |
72% |
False |
False |
13,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,099.5 |
|
2.618 |
3,024.4 |
|
1.618 |
2,978.4 |
|
1.000 |
2,950.0 |
|
0.618 |
2,932.4 |
|
HIGH |
2,904.0 |
|
0.618 |
2,886.4 |
|
0.500 |
2,881.0 |
|
0.382 |
2,875.6 |
|
LOW |
2,858.0 |
|
0.618 |
2,829.6 |
|
1.000 |
2,812.0 |
|
1.618 |
2,783.6 |
|
2.618 |
2,737.6 |
|
4.250 |
2,662.5 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,883.0 |
2,895.5 |
| PP |
2,882.0 |
2,891.7 |
| S1 |
2,881.0 |
2,887.8 |
|