| Trading Metrics calculated at close of trading on 10-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1,498.1 |
1,514.7 |
16.6 |
1.1% |
1,573.0 |
| High |
1,517.8 |
1,523.0 |
5.2 |
0.3% |
1,579.5 |
| Low |
1,494.0 |
1,510.0 |
16.0 |
1.1% |
1,465.9 |
| Close |
1,507.0 |
1,520.8 |
13.8 |
0.9% |
1,495.1 |
| Range |
23.8 |
13.0 |
-10.8 |
-45.4% |
113.6 |
| ATR |
24.9 |
24.2 |
-0.6 |
-2.5% |
0.0 |
| Volume |
12,673 |
3,950 |
-8,723 |
-68.8% |
22,131 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,556.9 |
1,551.9 |
1,528.0 |
|
| R3 |
1,543.9 |
1,538.9 |
1,524.4 |
|
| R2 |
1,530.9 |
1,530.9 |
1,523.2 |
|
| R1 |
1,525.9 |
1,525.9 |
1,522.0 |
1,528.4 |
| PP |
1,517.9 |
1,517.9 |
1,517.9 |
1,519.2 |
| S1 |
1,512.9 |
1,512.9 |
1,519.6 |
1,515.4 |
| S2 |
1,504.9 |
1,504.9 |
1,518.4 |
|
| S3 |
1,491.9 |
1,499.9 |
1,517.2 |
|
| S4 |
1,478.9 |
1,486.9 |
1,513.7 |
|
|
| 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 |
1,546.8 |
1,465.9 |
80.9 |
5.3% |
31.8 |
2.1% |
68% |
False |
False |
6,593 |
| 10 |
1,579.5 |
1,465.9 |
113.6 |
7.5% |
30.1 |
2.0% |
48% |
False |
False |
4,479 |
| 20 |
1,579.5 |
1,450.0 |
129.5 |
8.5% |
22.5 |
1.5% |
55% |
False |
False |
3,278 |
| 40 |
1,579.5 |
1,387.1 |
192.4 |
12.7% |
19.9 |
1.3% |
69% |
False |
False |
2,417 |
| 60 |
1,579.5 |
1,363.1 |
216.4 |
14.2% |
18.5 |
1.2% |
73% |
False |
False |
2,054 |
| 80 |
1,579.5 |
1,317.4 |
262.1 |
17.2% |
18.5 |
1.2% |
78% |
False |
False |
1,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,578.3 |
|
2.618 |
1,557.0 |
|
1.618 |
1,544.0 |
|
1.000 |
1,536.0 |
|
0.618 |
1,531.0 |
|
HIGH |
1,523.0 |
|
0.618 |
1,518.0 |
|
0.500 |
1,516.5 |
|
0.382 |
1,515.0 |
|
LOW |
1,510.0 |
|
0.618 |
1,502.0 |
|
1.000 |
1,497.0 |
|
1.618 |
1,489.0 |
|
2.618 |
1,476.0 |
|
4.250 |
1,454.8 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,519.4 |
1,513.5 |
| PP |
1,517.9 |
1,506.2 |
| S1 |
1,516.5 |
1,498.9 |
|