| 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 |
2,943.0 |
2,975.0 |
32.0 |
1.1% |
2,858.0 |
| High |
2,953.0 |
2,975.0 |
22.0 |
0.7% |
2,953.0 |
| Low |
2,935.0 |
2,940.0 |
5.0 |
0.2% |
2,856.0 |
| Close |
2,946.0 |
2,954.0 |
8.0 |
0.3% |
2,946.0 |
| Range |
18.0 |
35.0 |
17.0 |
94.4% |
97.0 |
| ATR |
41.7 |
41.2 |
-0.5 |
-1.1% |
0.0 |
| Volume |
901 |
5,751 |
4,850 |
538.3% |
6,940 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,061.3 |
3,042.7 |
2,973.3 |
|
| R3 |
3,026.3 |
3,007.7 |
2,963.6 |
|
| R2 |
2,991.3 |
2,991.3 |
2,960.4 |
|
| R1 |
2,972.7 |
2,972.7 |
2,957.2 |
2,964.5 |
| PP |
2,956.3 |
2,956.3 |
2,956.3 |
2,952.3 |
| S1 |
2,937.7 |
2,937.7 |
2,950.8 |
2,929.5 |
| S2 |
2,921.3 |
2,921.3 |
2,947.6 |
|
| S3 |
2,886.3 |
2,902.7 |
2,944.4 |
|
| S4 |
2,851.3 |
2,867.7 |
2,934.8 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,209.3 |
3,174.7 |
2,999.4 |
|
| R3 |
3,112.3 |
3,077.7 |
2,972.7 |
|
| R2 |
3,015.3 |
3,015.3 |
2,963.8 |
|
| R1 |
2,980.7 |
2,980.7 |
2,954.9 |
2,998.0 |
| PP |
2,918.3 |
2,918.3 |
2,918.3 |
2,927.0 |
| S1 |
2,883.7 |
2,883.7 |
2,937.1 |
2,901.0 |
| S2 |
2,821.3 |
2,821.3 |
2,928.2 |
|
| S3 |
2,724.3 |
2,786.7 |
2,919.3 |
|
| S4 |
2,627.3 |
2,689.7 |
2,892.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,975.0 |
2,856.0 |
119.0 |
4.0% |
34.2 |
1.2% |
82% |
True |
False |
2,538 |
| 10 |
2,975.0 |
2,758.0 |
217.0 |
7.3% |
37.3 |
1.3% |
90% |
True |
False |
43,680 |
| 20 |
2,975.0 |
2,758.0 |
217.0 |
7.3% |
34.4 |
1.2% |
90% |
True |
False |
22,037 |
| 40 |
2,975.0 |
2,591.0 |
384.0 |
13.0% |
42.1 |
1.4% |
95% |
True |
False |
18,180 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
13.8% |
39.1 |
1.3% |
89% |
False |
False |
12,488 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
13.8% |
38.1 |
1.3% |
89% |
False |
False |
9,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,123.8 |
|
2.618 |
3,066.6 |
|
1.618 |
3,031.6 |
|
1.000 |
3,010.0 |
|
0.618 |
2,996.6 |
|
HIGH |
2,975.0 |
|
0.618 |
2,961.6 |
|
0.500 |
2,957.5 |
|
0.382 |
2,953.4 |
|
LOW |
2,940.0 |
|
0.618 |
2,918.4 |
|
1.000 |
2,905.0 |
|
1.618 |
2,883.4 |
|
2.618 |
2,848.4 |
|
4.250 |
2,791.3 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,957.5 |
2,952.0 |
| PP |
2,956.3 |
2,950.0 |
| S1 |
2,955.2 |
2,948.0 |
|