| 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 |
2,401.00 |
2,408.00 |
7.00 |
0.3% |
2,373.00 |
| High |
2,412.50 |
2,428.00 |
15.50 |
0.6% |
2,415.75 |
| Low |
2,397.25 |
2,393.75 |
-3.50 |
-0.1% |
2,371.75 |
| Close |
2,400.75 |
2,401.50 |
0.75 |
0.0% |
2,400.75 |
| Range |
15.25 |
34.25 |
19.00 |
124.6% |
44.00 |
| ATR |
30.85 |
31.10 |
0.24 |
0.8% |
0.00 |
| Volume |
164,149 |
286,554 |
122,405 |
74.6% |
1,075,594 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,510.50 |
2,490.25 |
2,420.25 |
|
| R3 |
2,476.25 |
2,456.00 |
2,411.00 |
|
| R2 |
2,442.00 |
2,442.00 |
2,407.75 |
|
| R1 |
2,421.75 |
2,421.75 |
2,404.75 |
2,414.75 |
| PP |
2,407.75 |
2,407.75 |
2,407.75 |
2,404.25 |
| S1 |
2,387.50 |
2,387.50 |
2,398.25 |
2,380.50 |
| S2 |
2,373.50 |
2,373.50 |
2,395.25 |
|
| S3 |
2,339.25 |
2,353.25 |
2,392.00 |
|
| S4 |
2,305.00 |
2,319.00 |
2,382.75 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,528.00 |
2,508.50 |
2,425.00 |
|
| R3 |
2,484.00 |
2,464.50 |
2,412.75 |
|
| R2 |
2,440.00 |
2,440.00 |
2,408.75 |
|
| R1 |
2,420.50 |
2,420.50 |
2,404.75 |
2,430.25 |
| PP |
2,396.00 |
2,396.00 |
2,396.00 |
2,401.00 |
| S1 |
2,376.50 |
2,376.50 |
2,396.75 |
2,386.25 |
| S2 |
2,352.00 |
2,352.00 |
2,392.75 |
|
| S3 |
2,308.00 |
2,332.50 |
2,388.75 |
|
| S4 |
2,264.00 |
2,288.50 |
2,376.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,428.00 |
2,372.75 |
55.25 |
2.3% |
24.75 |
1.0% |
52% |
True |
False |
223,986 |
| 10 |
2,428.00 |
2,250.25 |
177.75 |
7.4% |
31.00 |
1.3% |
85% |
True |
False |
251,464 |
| 20 |
2,428.00 |
2,250.25 |
177.75 |
7.4% |
30.00 |
1.3% |
85% |
True |
False |
254,594 |
| 40 |
2,428.00 |
2,185.75 |
242.25 |
10.1% |
35.50 |
1.5% |
89% |
True |
False |
254,736 |
| 60 |
2,428.00 |
2,185.75 |
242.25 |
10.1% |
34.50 |
1.4% |
89% |
True |
False |
169,956 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.1% |
33.25 |
1.4% |
89% |
True |
False |
127,511 |
| 100 |
2,428.00 |
2,175.00 |
253.00 |
10.5% |
30.00 |
1.2% |
90% |
True |
False |
102,017 |
| 120 |
2,428.00 |
2,092.50 |
335.50 |
14.0% |
25.50 |
1.1% |
92% |
True |
False |
85,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,573.50 |
|
2.618 |
2,517.75 |
|
1.618 |
2,483.50 |
|
1.000 |
2,462.25 |
|
0.618 |
2,449.25 |
|
HIGH |
2,428.00 |
|
0.618 |
2,415.00 |
|
0.500 |
2,411.00 |
|
0.382 |
2,406.75 |
|
LOW |
2,393.75 |
|
0.618 |
2,372.50 |
|
1.000 |
2,359.50 |
|
1.618 |
2,338.25 |
|
2.618 |
2,304.00 |
|
4.250 |
2,248.25 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,411.00 |
2,411.00 |
| PP |
2,407.75 |
2,407.75 |
| S1 |
2,404.50 |
2,404.50 |
|