| Trading Metrics calculated at close of trading on 09-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1,477.0 |
1,498.1 |
21.1 |
1.4% |
1,573.0 |
| High |
1,501.1 |
1,517.8 |
16.7 |
1.1% |
1,579.5 |
| Low |
1,474.7 |
1,494.0 |
19.3 |
1.3% |
1,465.9 |
| Close |
1,495.1 |
1,507.0 |
11.9 |
0.8% |
1,495.1 |
| Range |
26.4 |
23.8 |
-2.6 |
-9.8% |
113.6 |
| ATR |
25.0 |
24.9 |
-0.1 |
-0.3% |
0.0 |
| Volume |
9,095 |
12,673 |
3,578 |
39.3% |
22,131 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,577.7 |
1,566.1 |
1,520.1 |
|
| R3 |
1,553.9 |
1,542.3 |
1,513.5 |
|
| R2 |
1,530.1 |
1,530.1 |
1,511.4 |
|
| R1 |
1,518.5 |
1,518.5 |
1,509.2 |
1,524.3 |
| PP |
1,506.3 |
1,506.3 |
1,506.3 |
1,509.2 |
| S1 |
1,494.7 |
1,494.7 |
1,504.8 |
1,500.5 |
| S2 |
1,482.5 |
1,482.5 |
1,502.6 |
|
| S3 |
1,458.7 |
1,470.9 |
1,500.5 |
|
| S4 |
1,434.9 |
1,447.1 |
1,493.9 |
|
|
| 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 |
1,554.5 |
1,465.9 |
88.6 |
5.9% |
35.4 |
2.3% |
46% |
False |
False |
6,422 |
| 10 |
1,579.5 |
1,465.9 |
113.6 |
7.5% |
30.2 |
2.0% |
36% |
False |
False |
4,241 |
| 20 |
1,579.5 |
1,450.0 |
129.5 |
8.6% |
22.8 |
1.5% |
44% |
False |
False |
3,195 |
| 40 |
1,579.5 |
1,387.1 |
192.4 |
12.8% |
19.8 |
1.3% |
62% |
False |
False |
2,343 |
| 60 |
1,579.5 |
1,361.8 |
217.7 |
14.4% |
18.5 |
1.2% |
67% |
False |
False |
1,999 |
| 80 |
1,579.5 |
1,317.4 |
262.1 |
17.4% |
18.7 |
1.2% |
72% |
False |
False |
1,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,619.0 |
|
2.618 |
1,580.1 |
|
1.618 |
1,556.3 |
|
1.000 |
1,541.6 |
|
0.618 |
1,532.5 |
|
HIGH |
1,517.8 |
|
0.618 |
1,508.7 |
|
0.500 |
1,505.9 |
|
0.382 |
1,503.1 |
|
LOW |
1,494.0 |
|
0.618 |
1,479.3 |
|
1.000 |
1,470.2 |
|
1.618 |
1,455.5 |
|
2.618 |
1,431.7 |
|
4.250 |
1,392.9 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,506.6 |
1,503.1 |
| PP |
1,506.3 |
1,499.2 |
| S1 |
1,505.9 |
1,495.3 |
|