| 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 |
2,944.0 |
2,972.0 |
28.0 |
1.0% |
2,860.0 |
| High |
2,956.0 |
2,980.0 |
24.0 |
0.8% |
2,956.0 |
| Low |
2,933.0 |
2,940.0 |
7.0 |
0.2% |
2,857.0 |
| Close |
2,947.0 |
2,954.0 |
7.0 |
0.2% |
2,947.0 |
| Range |
23.0 |
40.0 |
17.0 |
73.9% |
99.0 |
| ATR |
44.3 |
44.0 |
-0.3 |
-0.7% |
0.0 |
| Volume |
505,356 |
589,131 |
83,775 |
16.6% |
3,013,614 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,078.0 |
3,056.0 |
2,976.0 |
|
| R3 |
3,038.0 |
3,016.0 |
2,965.0 |
|
| R2 |
2,998.0 |
2,998.0 |
2,961.3 |
|
| R1 |
2,976.0 |
2,976.0 |
2,957.7 |
2,967.0 |
| PP |
2,958.0 |
2,958.0 |
2,958.0 |
2,953.5 |
| S1 |
2,936.0 |
2,936.0 |
2,950.3 |
2,927.0 |
| S2 |
2,918.0 |
2,918.0 |
2,946.7 |
|
| S3 |
2,878.0 |
2,896.0 |
2,943.0 |
|
| S4 |
2,838.0 |
2,856.0 |
2,932.0 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,217.0 |
3,181.0 |
3,001.5 |
|
| R3 |
3,118.0 |
3,082.0 |
2,974.2 |
|
| R2 |
3,019.0 |
3,019.0 |
2,965.2 |
|
| R1 |
2,983.0 |
2,983.0 |
2,956.1 |
3,001.0 |
| PP |
2,920.0 |
2,920.0 |
2,920.0 |
2,929.0 |
| S1 |
2,884.0 |
2,884.0 |
2,937.9 |
2,902.0 |
| S2 |
2,821.0 |
2,821.0 |
2,928.9 |
|
| S3 |
2,722.0 |
2,785.0 |
2,919.8 |
|
| S4 |
2,623.0 |
2,686.0 |
2,892.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,980.0 |
2,857.0 |
123.0 |
4.2% |
37.2 |
1.3% |
79% |
True |
False |
720,549 |
| 10 |
2,980.0 |
2,759.0 |
221.0 |
7.5% |
39.7 |
1.3% |
88% |
True |
False |
676,156 |
| 20 |
2,980.0 |
2,759.0 |
221.0 |
7.5% |
37.4 |
1.3% |
88% |
True |
False |
879,182 |
| 40 |
2,980.0 |
2,590.0 |
390.0 |
13.2% |
45.2 |
1.5% |
93% |
True |
False |
881,414 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
13.8% |
44.0 |
1.5% |
89% |
False |
False |
589,275 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
13.8% |
44.1 |
1.5% |
89% |
False |
False |
442,327 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
13.8% |
41.8 |
1.4% |
89% |
False |
False |
354,990 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
14.8% |
42.5 |
1.4% |
90% |
False |
False |
296,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,150.0 |
|
2.618 |
3,084.7 |
|
1.618 |
3,044.7 |
|
1.000 |
3,020.0 |
|
0.618 |
3,004.7 |
|
HIGH |
2,980.0 |
|
0.618 |
2,964.7 |
|
0.500 |
2,960.0 |
|
0.382 |
2,955.3 |
|
LOW |
2,940.0 |
|
0.618 |
2,915.3 |
|
1.000 |
2,900.0 |
|
1.618 |
2,875.3 |
|
2.618 |
2,835.3 |
|
4.250 |
2,770.0 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,960.0 |
2,952.8 |
| PP |
2,958.0 |
2,951.7 |
| S1 |
2,956.0 |
2,950.5 |
|