| 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 |
2,408.00 |
2,402.75 |
-5.25 |
-0.2% |
2,373.00 |
| High |
2,428.00 |
2,403.00 |
-25.00 |
-1.0% |
2,415.75 |
| Low |
2,393.75 |
2,374.00 |
-19.75 |
-0.8% |
2,371.75 |
| Close |
2,401.50 |
2,389.75 |
-11.75 |
-0.5% |
2,400.75 |
| Range |
34.25 |
29.00 |
-5.25 |
-15.3% |
44.00 |
| ATR |
31.10 |
30.95 |
-0.15 |
-0.5% |
0.00 |
| Volume |
286,554 |
287,245 |
691 |
0.2% |
1,075,594 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,476.00 |
2,461.75 |
2,405.75 |
|
| R3 |
2,447.00 |
2,432.75 |
2,397.75 |
|
| R2 |
2,418.00 |
2,418.00 |
2,395.00 |
|
| R1 |
2,403.75 |
2,403.75 |
2,392.50 |
2,396.50 |
| PP |
2,389.00 |
2,389.00 |
2,389.00 |
2,385.25 |
| S1 |
2,374.75 |
2,374.75 |
2,387.00 |
2,367.50 |
| S2 |
2,360.00 |
2,360.00 |
2,384.50 |
|
| S3 |
2,331.00 |
2,345.75 |
2,381.75 |
|
| S4 |
2,302.00 |
2,316.75 |
2,373.75 |
|
|
| 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 |
2,374.00 |
54.00 |
2.3% |
24.75 |
1.0% |
29% |
False |
True |
236,145 |
| 10 |
2,428.00 |
2,277.75 |
150.25 |
6.3% |
28.00 |
1.2% |
75% |
False |
False |
242,585 |
| 20 |
2,428.00 |
2,250.25 |
177.75 |
7.4% |
30.25 |
1.3% |
78% |
False |
False |
258,278 |
| 40 |
2,428.00 |
2,185.75 |
242.25 |
10.1% |
34.50 |
1.4% |
84% |
False |
False |
261,823 |
| 60 |
2,428.00 |
2,185.75 |
242.25 |
10.1% |
34.50 |
1.4% |
84% |
False |
False |
174,743 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.1% |
33.50 |
1.4% |
84% |
False |
False |
131,094 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.1% |
30.00 |
1.3% |
84% |
False |
False |
104,890 |
| 120 |
2,428.00 |
2,092.50 |
335.50 |
14.0% |
25.75 |
1.1% |
89% |
False |
False |
87,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,526.25 |
|
2.618 |
2,479.00 |
|
1.618 |
2,450.00 |
|
1.000 |
2,432.00 |
|
0.618 |
2,421.00 |
|
HIGH |
2,403.00 |
|
0.618 |
2,392.00 |
|
0.500 |
2,388.50 |
|
0.382 |
2,385.00 |
|
LOW |
2,374.00 |
|
0.618 |
2,356.00 |
|
1.000 |
2,345.00 |
|
1.618 |
2,327.00 |
|
2.618 |
2,298.00 |
|
4.250 |
2,250.75 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,389.25 |
2,401.00 |
| PP |
2,389.00 |
2,397.25 |
| S1 |
2,388.50 |
2,393.50 |
|