| 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 |
2,402.75 |
2,389.75 |
-13.00 |
-0.5% |
2,373.00 |
| High |
2,403.00 |
2,396.00 |
-7.00 |
-0.3% |
2,415.75 |
| Low |
2,374.00 |
2,364.75 |
-9.25 |
-0.4% |
2,371.75 |
| Close |
2,389.75 |
2,384.00 |
-5.75 |
-0.2% |
2,400.75 |
| Range |
29.00 |
31.25 |
2.25 |
7.8% |
44.00 |
| ATR |
30.95 |
30.97 |
0.02 |
0.1% |
0.00 |
| Volume |
287,245 |
300,764 |
13,519 |
4.7% |
1,075,594 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,475.25 |
2,461.00 |
2,401.25 |
|
| R3 |
2,444.00 |
2,429.75 |
2,392.50 |
|
| R2 |
2,412.75 |
2,412.75 |
2,389.75 |
|
| R1 |
2,398.50 |
2,398.50 |
2,386.75 |
2,390.00 |
| PP |
2,381.50 |
2,381.50 |
2,381.50 |
2,377.50 |
| S1 |
2,367.25 |
2,367.25 |
2,381.25 |
2,358.75 |
| S2 |
2,350.25 |
2,350.25 |
2,378.25 |
|
| S3 |
2,319.00 |
2,336.00 |
2,375.50 |
|
| S4 |
2,287.75 |
2,304.75 |
2,366.75 |
|
|
| 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 |
2,364.75 |
63.25 |
2.7% |
25.75 |
1.1% |
30% |
False |
True |
253,598 |
| 10 |
2,428.00 |
2,313.00 |
115.00 |
4.8% |
27.25 |
1.1% |
62% |
False |
False |
249,972 |
| 20 |
2,428.00 |
2,250.25 |
177.75 |
7.5% |
30.50 |
1.3% |
75% |
False |
False |
261,003 |
| 40 |
2,428.00 |
2,185.75 |
242.25 |
10.2% |
34.50 |
1.4% |
82% |
False |
False |
269,191 |
| 60 |
2,428.00 |
2,185.75 |
242.25 |
10.2% |
34.75 |
1.5% |
82% |
False |
False |
179,754 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.2% |
33.50 |
1.4% |
82% |
False |
False |
134,853 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.2% |
30.25 |
1.3% |
82% |
False |
False |
107,897 |
| 120 |
2,428.00 |
2,092.50 |
335.50 |
14.1% |
25.75 |
1.1% |
87% |
False |
False |
89,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,528.75 |
|
2.618 |
2,477.75 |
|
1.618 |
2,446.50 |
|
1.000 |
2,427.25 |
|
0.618 |
2,415.25 |
|
HIGH |
2,396.00 |
|
0.618 |
2,384.00 |
|
0.500 |
2,380.50 |
|
0.382 |
2,376.75 |
|
LOW |
2,364.75 |
|
0.618 |
2,345.50 |
|
1.000 |
2,333.50 |
|
1.618 |
2,314.25 |
|
2.618 |
2,283.00 |
|
4.250 |
2,232.00 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,382.75 |
2,396.50 |
| PP |
2,381.50 |
2,392.25 |
| S1 |
2,380.50 |
2,388.00 |
|