| Trading Metrics calculated at close of trading on 02-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1,537.8 |
1,565.6 |
27.8 |
1.8% |
1,510.7 |
| High |
1,570.0 |
1,577.7 |
7.7 |
0.5% |
1,570.0 |
| Low |
1,533.8 |
1,542.4 |
8.6 |
0.6% |
1,494.5 |
| Close |
1,557.7 |
1,558.4 |
0.7 |
0.0% |
1,557.7 |
| Range |
36.2 |
35.3 |
-0.9 |
-2.5% |
75.5 |
| ATR |
18.7 |
19.8 |
1.2 |
6.4% |
0.0 |
| Volume |
5,894 |
7,076 |
1,182 |
20.1% |
34,527 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,665.4 |
1,647.2 |
1,577.8 |
|
| R3 |
1,630.1 |
1,611.9 |
1,568.1 |
|
| R2 |
1,594.8 |
1,594.8 |
1,564.9 |
|
| R1 |
1,576.6 |
1,576.6 |
1,561.6 |
1,568.1 |
| PP |
1,559.5 |
1,559.5 |
1,559.5 |
1,555.2 |
| S1 |
1,541.3 |
1,541.3 |
1,555.2 |
1,532.8 |
| S2 |
1,524.2 |
1,524.2 |
1,551.9 |
|
| S3 |
1,488.9 |
1,506.0 |
1,548.7 |
|
| S4 |
1,453.6 |
1,470.7 |
1,539.0 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,767.2 |
1,738.0 |
1,599.2 |
|
| R3 |
1,691.7 |
1,662.5 |
1,578.5 |
|
| R2 |
1,616.2 |
1,616.2 |
1,571.5 |
|
| R1 |
1,587.0 |
1,587.0 |
1,564.6 |
1,601.6 |
| PP |
1,540.7 |
1,540.7 |
1,540.7 |
1,548.1 |
| S1 |
1,511.5 |
1,511.5 |
1,550.8 |
1,526.1 |
| S2 |
1,465.2 |
1,465.2 |
1,543.9 |
|
| S3 |
1,389.7 |
1,436.0 |
1,536.9 |
|
| S4 |
1,314.2 |
1,360.5 |
1,516.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,577.7 |
1,494.5 |
83.2 |
5.3% |
25.4 |
1.6% |
77% |
True |
False |
6,090 |
| 10 |
1,577.7 |
1,479.0 |
98.7 |
6.3% |
19.5 |
1.3% |
80% |
True |
False |
6,066 |
| 20 |
1,577.7 |
1,431.4 |
146.3 |
9.4% |
17.9 |
1.2% |
87% |
True |
False |
5,622 |
| 40 |
1,577.7 |
1,389.8 |
187.9 |
12.1% |
17.3 |
1.1% |
90% |
True |
False |
3,828 |
| 60 |
1,577.7 |
1,347.4 |
230.3 |
14.8% |
15.9 |
1.0% |
92% |
True |
False |
3,042 |
| 80 |
1,577.7 |
1,314.2 |
263.5 |
16.9% |
16.4 |
1.1% |
93% |
True |
False |
2,499 |
| 100 |
1,577.7 |
1,314.2 |
263.5 |
16.9% |
15.6 |
1.0% |
93% |
True |
False |
2,063 |
| 120 |
1,577.7 |
1,314.2 |
263.5 |
16.9% |
15.9 |
1.0% |
93% |
True |
False |
1,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,727.7 |
|
2.618 |
1,670.1 |
|
1.618 |
1,634.8 |
|
1.000 |
1,613.0 |
|
0.618 |
1,599.5 |
|
HIGH |
1,577.7 |
|
0.618 |
1,564.2 |
|
0.500 |
1,560.1 |
|
0.382 |
1,555.9 |
|
LOW |
1,542.4 |
|
0.618 |
1,520.6 |
|
1.000 |
1,507.1 |
|
1.618 |
1,485.3 |
|
2.618 |
1,450.0 |
|
4.250 |
1,392.4 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,560.1 |
1,556.1 |
| PP |
1,559.5 |
1,553.9 |
| S1 |
1,559.0 |
1,551.6 |
|