| Trading Metrics calculated at close of trading on 04-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,942.0 |
2,928.0 |
-14.0 |
-0.5% |
2,860.0 |
| High |
2,952.0 |
2,958.0 |
6.0 |
0.2% |
2,956.0 |
| Low |
2,925.0 |
2,891.0 |
-34.0 |
-1.2% |
2,857.0 |
| Close |
2,942.0 |
2,899.0 |
-43.0 |
-1.5% |
2,947.0 |
| Range |
27.0 |
67.0 |
40.0 |
148.1% |
99.0 |
| ATR |
42.9 |
44.6 |
1.7 |
4.0% |
0.0 |
| Volume |
1,062,298 |
1,537,645 |
475,347 |
44.7% |
3,013,614 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,117.0 |
3,075.0 |
2,935.9 |
|
| R3 |
3,050.0 |
3,008.0 |
2,917.4 |
|
| R2 |
2,983.0 |
2,983.0 |
2,911.3 |
|
| R1 |
2,941.0 |
2,941.0 |
2,905.1 |
2,928.5 |
| PP |
2,916.0 |
2,916.0 |
2,916.0 |
2,909.8 |
| S1 |
2,874.0 |
2,874.0 |
2,892.9 |
2,861.5 |
| S2 |
2,849.0 |
2,849.0 |
2,886.7 |
|
| S3 |
2,782.0 |
2,807.0 |
2,880.6 |
|
| S4 |
2,715.0 |
2,740.0 |
2,862.2 |
|
|
| 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 |
2,891.0 |
89.0 |
3.1% |
37.2 |
1.3% |
9% |
False |
True |
936,153 |
| 10 |
2,980.0 |
2,777.0 |
203.0 |
7.0% |
37.5 |
1.3% |
60% |
False |
False |
936,150 |
| 20 |
2,980.0 |
2,759.0 |
221.0 |
7.6% |
38.8 |
1.3% |
63% |
False |
False |
918,388 |
| 40 |
2,980.0 |
2,590.0 |
390.0 |
13.5% |
44.0 |
1.5% |
79% |
False |
False |
944,310 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.1% |
44.6 |
1.5% |
76% |
False |
False |
632,589 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.1% |
44.1 |
1.5% |
76% |
False |
False |
474,824 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.1% |
42.0 |
1.4% |
76% |
False |
False |
380,819 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.1% |
42.7 |
1.5% |
77% |
False |
False |
317,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,242.8 |
|
2.618 |
3,133.4 |
|
1.618 |
3,066.4 |
|
1.000 |
3,025.0 |
|
0.618 |
2,999.4 |
|
HIGH |
2,958.0 |
|
0.618 |
2,932.4 |
|
0.500 |
2,924.5 |
|
0.382 |
2,916.6 |
|
LOW |
2,891.0 |
|
0.618 |
2,849.6 |
|
1.000 |
2,824.0 |
|
1.618 |
2,782.6 |
|
2.618 |
2,715.6 |
|
4.250 |
2,606.3 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,924.5 |
2,935.5 |
| PP |
2,916.0 |
2,923.3 |
| S1 |
2,907.5 |
2,911.2 |
|