| 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 |
12,723.65 |
12,580.76 |
-142.89 |
-1.1% |
12,810.16 |
| High |
12,724.56 |
12,759.23 |
34.67 |
0.3% |
12,876.00 |
| Low |
12,521.28 |
12,579.93 |
58.65 |
0.5% |
12,521.28 |
| Close |
12,584.17 |
12,638.74 |
54.57 |
0.4% |
12,638.74 |
| Range |
203.28 |
179.30 |
-23.98 |
-11.8% |
354.72 |
| ATR |
121.09 |
125.25 |
4.16 |
3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,197.20 |
13,097.27 |
12,737.36 |
|
| R3 |
13,017.90 |
12,917.97 |
12,688.05 |
|
| R2 |
12,838.60 |
12,838.60 |
12,671.61 |
|
| R1 |
12,738.67 |
12,738.67 |
12,655.18 |
12,788.64 |
| PP |
12,659.30 |
12,659.30 |
12,659.30 |
12,684.28 |
| S1 |
12,559.37 |
12,559.37 |
12,622.30 |
12,609.34 |
| S2 |
12,480.00 |
12,480.00 |
12,605.87 |
|
| S3 |
12,300.70 |
12,380.07 |
12,589.43 |
|
| S4 |
12,121.40 |
12,200.77 |
12,540.13 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,742.83 |
13,545.51 |
12,833.84 |
|
| R3 |
13,388.11 |
13,190.79 |
12,736.29 |
|
| R2 |
13,033.39 |
13,033.39 |
12,703.77 |
|
| R1 |
12,836.07 |
12,836.07 |
12,671.26 |
12,757.37 |
| PP |
12,678.67 |
12,678.67 |
12,678.67 |
12,639.33 |
| S1 |
12,481.35 |
12,481.35 |
12,606.22 |
12,402.65 |
| S2 |
12,323.95 |
12,323.95 |
12,573.71 |
|
| S3 |
11,969.23 |
12,126.63 |
12,541.19 |
|
| S4 |
11,614.51 |
11,771.91 |
12,443.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,876.00 |
12,521.28 |
354.72 |
2.8% |
139.66 |
1.1% |
33% |
False |
False |
|
| 10 |
12,876.00 |
12,446.05 |
429.95 |
3.4% |
119.68 |
0.9% |
45% |
False |
False |
|
| 20 |
12,876.00 |
12,093.89 |
782.11 |
6.2% |
125.31 |
1.0% |
70% |
False |
False |
|
| 40 |
12,876.00 |
11,555.48 |
1,320.52 |
10.4% |
127.12 |
1.0% |
82% |
False |
False |
|
| 60 |
12,876.00 |
11,555.48 |
1,320.52 |
10.4% |
129.64 |
1.0% |
82% |
False |
False |
|
| 80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.4% |
119.66 |
0.9% |
82% |
False |
False |
|
| 100 |
12,876.00 |
11,421.30 |
1,454.70 |
11.5% |
110.21 |
0.9% |
84% |
False |
False |
|
| 120 |
12,876.00 |
10,929.28 |
1,946.72 |
15.4% |
111.79 |
0.9% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,521.26 |
|
2.618 |
13,228.64 |
|
1.618 |
13,049.34 |
|
1.000 |
12,938.53 |
|
0.618 |
12,870.04 |
|
HIGH |
12,759.23 |
|
0.618 |
12,690.74 |
|
0.500 |
12,669.58 |
|
0.382 |
12,648.42 |
|
LOW |
12,579.93 |
|
0.618 |
12,469.12 |
|
1.000 |
12,400.63 |
|
1.618 |
12,289.82 |
|
2.618 |
12,110.52 |
|
4.250 |
11,817.91 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,669.58 |
12,663.98 |
| PP |
12,659.30 |
12,655.57 |
| S1 |
12,649.02 |
12,647.15 |
|