| Trading Metrics calculated at close of trading on 03-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,972.0 |
2,942.0 |
-30.0 |
-1.0% |
2,860.0 |
| High |
2,980.0 |
2,952.0 |
-28.0 |
-0.9% |
2,956.0 |
| Low |
2,940.0 |
2,925.0 |
-15.0 |
-0.5% |
2,857.0 |
| Close |
2,954.0 |
2,942.0 |
-12.0 |
-0.4% |
2,947.0 |
| Range |
40.0 |
27.0 |
-13.0 |
-32.5% |
99.0 |
| ATR |
44.0 |
42.9 |
-1.1 |
-2.4% |
0.0 |
| Volume |
589,131 |
1,062,298 |
473,167 |
80.3% |
3,013,614 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,020.7 |
3,008.3 |
2,956.9 |
|
| R3 |
2,993.7 |
2,981.3 |
2,949.4 |
|
| R2 |
2,966.7 |
2,966.7 |
2,947.0 |
|
| R1 |
2,954.3 |
2,954.3 |
2,944.5 |
2,955.5 |
| PP |
2,939.7 |
2,939.7 |
2,939.7 |
2,940.3 |
| S1 |
2,927.3 |
2,927.3 |
2,939.5 |
2,928.5 |
| S2 |
2,912.7 |
2,912.7 |
2,937.1 |
|
| S3 |
2,885.7 |
2,900.3 |
2,934.6 |
|
| S4 |
2,858.7 |
2,873.3 |
2,927.2 |
|
|
| 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 |
2,883.0 |
97.0 |
3.3% |
34.8 |
1.2% |
61% |
False |
False |
811,968 |
| 10 |
2,980.0 |
2,759.0 |
221.0 |
7.5% |
39.7 |
1.3% |
83% |
False |
False |
782,385 |
| 20 |
2,980.0 |
2,759.0 |
221.0 |
7.5% |
36.5 |
1.2% |
83% |
False |
False |
876,872 |
| 40 |
2,980.0 |
2,590.0 |
390.0 |
13.3% |
44.0 |
1.5% |
90% |
False |
False |
906,506 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
13.9% |
44.0 |
1.5% |
86% |
False |
False |
606,964 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
13.9% |
43.8 |
1.5% |
86% |
False |
False |
455,605 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
13.9% |
41.6 |
1.4% |
86% |
False |
False |
365,516 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
14.9% |
42.4 |
1.4% |
87% |
False |
False |
304,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,066.8 |
|
2.618 |
3,022.7 |
|
1.618 |
2,995.7 |
|
1.000 |
2,979.0 |
|
0.618 |
2,968.7 |
|
HIGH |
2,952.0 |
|
0.618 |
2,941.7 |
|
0.500 |
2,938.5 |
|
0.382 |
2,935.3 |
|
LOW |
2,925.0 |
|
0.618 |
2,908.3 |
|
1.000 |
2,898.0 |
|
1.618 |
2,881.3 |
|
2.618 |
2,854.3 |
|
4.250 |
2,810.3 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,940.8 |
2,952.5 |
| PP |
2,939.7 |
2,949.0 |
| S1 |
2,938.5 |
2,945.5 |
|