| Trading Metrics calculated at close of trading on 06-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1,520.6 |
1,477.0 |
-43.6 |
-2.9% |
1,573.0 |
| High |
1,524.7 |
1,501.1 |
-23.6 |
-1.5% |
1,579.5 |
| Low |
1,465.9 |
1,474.7 |
8.8 |
0.6% |
1,465.9 |
| Close |
1,484.9 |
1,495.1 |
10.2 |
0.7% |
1,495.1 |
| Range |
58.8 |
26.4 |
-32.4 |
-55.1% |
113.6 |
| ATR |
24.8 |
25.0 |
0.1 |
0.4% |
0.0 |
| Volume |
4,330 |
9,095 |
4,765 |
110.0% |
22,131 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,569.5 |
1,558.7 |
1,509.6 |
|
| R3 |
1,543.1 |
1,532.3 |
1,502.4 |
|
| R2 |
1,516.7 |
1,516.7 |
1,499.9 |
|
| R1 |
1,505.9 |
1,505.9 |
1,497.5 |
1,511.3 |
| PP |
1,490.3 |
1,490.3 |
1,490.3 |
1,493.0 |
| S1 |
1,479.5 |
1,479.5 |
1,492.7 |
1,484.9 |
| S2 |
1,463.9 |
1,463.9 |
1,490.3 |
|
| S3 |
1,437.5 |
1,453.1 |
1,487.8 |
|
| S4 |
1,411.1 |
1,426.7 |
1,480.6 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,854.3 |
1,788.3 |
1,557.6 |
|
| R3 |
1,740.7 |
1,674.7 |
1,526.3 |
|
| R2 |
1,627.1 |
1,627.1 |
1,515.9 |
|
| R1 |
1,561.1 |
1,561.1 |
1,505.5 |
1,537.3 |
| PP |
1,513.5 |
1,513.5 |
1,513.5 |
1,501.6 |
| S1 |
1,447.5 |
1,447.5 |
1,484.7 |
1,423.7 |
| S2 |
1,399.9 |
1,399.9 |
1,474.3 |
|
| S3 |
1,286.3 |
1,333.9 |
1,463.9 |
|
| S4 |
1,172.7 |
1,220.3 |
1,432.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,579.5 |
1,465.9 |
113.6 |
7.6% |
37.6 |
2.5% |
26% |
False |
False |
4,426 |
| 10 |
1,579.5 |
1,465.9 |
113.6 |
7.6% |
29.4 |
2.0% |
26% |
False |
False |
3,089 |
| 20 |
1,579.5 |
1,450.0 |
129.5 |
8.7% |
22.5 |
1.5% |
35% |
False |
False |
2,671 |
| 40 |
1,579.5 |
1,387.1 |
192.4 |
12.9% |
19.7 |
1.3% |
56% |
False |
False |
2,057 |
| 60 |
1,579.5 |
1,359.0 |
220.5 |
14.7% |
18.4 |
1.2% |
62% |
False |
False |
1,802 |
| 80 |
1,579.5 |
1,317.4 |
262.1 |
17.5% |
18.5 |
1.2% |
68% |
False |
False |
1,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,613.3 |
|
2.618 |
1,570.2 |
|
1.618 |
1,543.8 |
|
1.000 |
1,527.5 |
|
0.618 |
1,517.4 |
|
HIGH |
1,501.1 |
|
0.618 |
1,491.0 |
|
0.500 |
1,487.9 |
|
0.382 |
1,484.8 |
|
LOW |
1,474.7 |
|
0.618 |
1,458.4 |
|
1.000 |
1,448.3 |
|
1.618 |
1,432.0 |
|
2.618 |
1,405.6 |
|
4.250 |
1,362.5 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,492.7 |
1,506.4 |
| PP |
1,490.3 |
1,502.6 |
| S1 |
1,487.9 |
1,498.9 |
|