| Trading Metrics calculated at close of trading on 05-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,928.0 |
2,909.0 |
-19.0 |
-0.6% |
2,860.0 |
| High |
2,958.0 |
2,912.0 |
-46.0 |
-1.6% |
2,956.0 |
| Low |
2,891.0 |
2,859.0 |
-32.0 |
-1.1% |
2,857.0 |
| Close |
2,899.0 |
2,879.0 |
-20.0 |
-0.7% |
2,947.0 |
| Range |
67.0 |
53.0 |
-14.0 |
-20.9% |
99.0 |
| ATR |
44.6 |
45.2 |
0.6 |
1.3% |
0.0 |
| Volume |
1,537,645 |
1,520,911 |
-16,734 |
-1.1% |
3,013,614 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,042.3 |
3,013.7 |
2,908.2 |
|
| R3 |
2,989.3 |
2,960.7 |
2,893.6 |
|
| R2 |
2,936.3 |
2,936.3 |
2,888.7 |
|
| R1 |
2,907.7 |
2,907.7 |
2,883.9 |
2,895.5 |
| PP |
2,883.3 |
2,883.3 |
2,883.3 |
2,877.3 |
| S1 |
2,854.7 |
2,854.7 |
2,874.1 |
2,842.5 |
| S2 |
2,830.3 |
2,830.3 |
2,869.3 |
|
| S3 |
2,777.3 |
2,801.7 |
2,864.4 |
|
| S4 |
2,724.3 |
2,748.7 |
2,849.9 |
|
|
| 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 |
2,859.0 |
121.0 |
4.2% |
42.0 |
1.5% |
17% |
False |
True |
1,043,068 |
| 10 |
2,980.0 |
2,811.0 |
169.0 |
5.9% |
40.3 |
1.4% |
40% |
False |
False |
996,230 |
| 20 |
2,980.0 |
2,759.0 |
221.0 |
7.7% |
39.9 |
1.4% |
54% |
False |
False |
947,032 |
| 40 |
2,980.0 |
2,590.0 |
390.0 |
13.5% |
44.3 |
1.5% |
74% |
False |
False |
980,396 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.2% |
45.0 |
1.6% |
71% |
False |
False |
657,934 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.2% |
44.4 |
1.5% |
71% |
False |
False |
493,811 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.2% |
42.3 |
1.5% |
71% |
False |
False |
395,991 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.2% |
42.6 |
1.5% |
73% |
False |
False |
330,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,137.3 |
|
2.618 |
3,050.8 |
|
1.618 |
2,997.8 |
|
1.000 |
2,965.0 |
|
0.618 |
2,944.8 |
|
HIGH |
2,912.0 |
|
0.618 |
2,891.8 |
|
0.500 |
2,885.5 |
|
0.382 |
2,879.2 |
|
LOW |
2,859.0 |
|
0.618 |
2,826.2 |
|
1.000 |
2,806.0 |
|
1.618 |
2,773.2 |
|
2.618 |
2,720.2 |
|
4.250 |
2,633.8 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,885.5 |
2,908.5 |
| PP |
2,883.3 |
2,898.7 |
| S1 |
2,881.2 |
2,888.8 |
|