| 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 |
2,389.75 |
2,385.00 |
-4.75 |
-0.2% |
2,373.00 |
| High |
2,396.00 |
2,399.75 |
3.75 |
0.2% |
2,415.75 |
| Low |
2,364.75 |
2,363.50 |
-1.25 |
-0.1% |
2,371.75 |
| Close |
2,384.00 |
2,379.00 |
-5.00 |
-0.2% |
2,400.75 |
| Range |
31.25 |
36.25 |
5.00 |
16.0% |
44.00 |
| ATR |
30.97 |
31.35 |
0.38 |
1.2% |
0.00 |
| Volume |
300,764 |
393,338 |
92,574 |
30.8% |
1,075,594 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,489.50 |
2,470.50 |
2,399.00 |
|
| R3 |
2,453.25 |
2,434.25 |
2,389.00 |
|
| R2 |
2,417.00 |
2,417.00 |
2,385.75 |
|
| R1 |
2,398.00 |
2,398.00 |
2,382.25 |
2,389.50 |
| PP |
2,380.75 |
2,380.75 |
2,380.75 |
2,376.50 |
| S1 |
2,361.75 |
2,361.75 |
2,375.75 |
2,353.00 |
| S2 |
2,344.50 |
2,344.50 |
2,372.25 |
|
| S3 |
2,308.25 |
2,325.50 |
2,369.00 |
|
| S4 |
2,272.00 |
2,289.25 |
2,359.00 |
|
|
| 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 |
2,363.50 |
64.50 |
2.7% |
29.25 |
1.2% |
24% |
False |
True |
286,410 |
| 10 |
2,428.00 |
2,356.00 |
72.00 |
3.0% |
25.75 |
1.1% |
32% |
False |
False |
258,571 |
| 20 |
2,428.00 |
2,250.25 |
177.75 |
7.5% |
30.50 |
1.3% |
72% |
False |
False |
267,667 |
| 40 |
2,428.00 |
2,185.75 |
242.25 |
10.2% |
34.75 |
1.5% |
80% |
False |
False |
277,988 |
| 60 |
2,428.00 |
2,185.75 |
242.25 |
10.2% |
35.00 |
1.5% |
80% |
False |
False |
186,310 |
| 80 |
2,428.00 |
2,185.75 |
242.25 |
10.2% |
33.75 |
1.4% |
80% |
False |
False |
139,768 |
| 100 |
2,428.00 |
2,185.75 |
242.25 |
10.2% |
30.50 |
1.3% |
80% |
False |
False |
111,831 |
| 120 |
2,428.00 |
2,092.50 |
335.50 |
14.1% |
26.00 |
1.1% |
85% |
False |
False |
93,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,553.75 |
|
2.618 |
2,494.75 |
|
1.618 |
2,458.50 |
|
1.000 |
2,436.00 |
|
0.618 |
2,422.25 |
|
HIGH |
2,399.75 |
|
0.618 |
2,386.00 |
|
0.500 |
2,381.50 |
|
0.382 |
2,377.25 |
|
LOW |
2,363.50 |
|
0.618 |
2,341.00 |
|
1.000 |
2,327.25 |
|
1.618 |
2,304.75 |
|
2.618 |
2,268.50 |
|
4.250 |
2,209.50 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,381.50 |
2,383.25 |
| PP |
2,380.75 |
2,381.75 |
| S1 |
2,380.00 |
2,380.50 |
|