| 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 |
2,975.0 |
2,942.0 |
-33.0 |
-1.1% |
2,858.0 |
| High |
2,975.0 |
2,949.0 |
-26.0 |
-0.9% |
2,953.0 |
| Low |
2,940.0 |
2,925.0 |
-15.0 |
-0.5% |
2,856.0 |
| Close |
2,954.0 |
2,941.0 |
-13.0 |
-0.4% |
2,946.0 |
| Range |
35.0 |
24.0 |
-11.0 |
-31.4% |
97.0 |
| ATR |
41.2 |
40.3 |
-0.9 |
-2.1% |
0.0 |
| Volume |
5,751 |
169,840 |
164,089 |
2,853.2% |
6,940 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,010.3 |
2,999.7 |
2,954.2 |
|
| R3 |
2,986.3 |
2,975.7 |
2,947.6 |
|
| R2 |
2,962.3 |
2,962.3 |
2,945.4 |
|
| R1 |
2,951.7 |
2,951.7 |
2,943.2 |
2,945.0 |
| PP |
2,938.3 |
2,938.3 |
2,938.3 |
2,935.0 |
| S1 |
2,927.7 |
2,927.7 |
2,938.8 |
2,921.0 |
| S2 |
2,914.3 |
2,914.3 |
2,936.6 |
|
| S3 |
2,890.3 |
2,903.7 |
2,934.4 |
|
| S4 |
2,866.3 |
2,879.7 |
2,927.8 |
|
|
| 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 |
2,883.0 |
92.0 |
3.1% |
31.8 |
1.1% |
63% |
False |
False |
36,263 |
| 10 |
2,975.0 |
2,758.0 |
217.0 |
7.4% |
37.4 |
1.3% |
84% |
False |
False |
60,633 |
| 20 |
2,975.0 |
2,758.0 |
217.0 |
7.4% |
33.5 |
1.1% |
84% |
False |
False |
30,520 |
| 40 |
2,975.0 |
2,591.0 |
384.0 |
13.1% |
41.1 |
1.4% |
91% |
False |
False |
22,345 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
13.9% |
39.1 |
1.3% |
86% |
False |
False |
15,316 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
13.9% |
38.2 |
1.3% |
86% |
False |
False |
11,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,051.0 |
|
2.618 |
3,011.8 |
|
1.618 |
2,987.8 |
|
1.000 |
2,973.0 |
|
0.618 |
2,963.8 |
|
HIGH |
2,949.0 |
|
0.618 |
2,939.8 |
|
0.500 |
2,937.0 |
|
0.382 |
2,934.2 |
|
LOW |
2,925.0 |
|
0.618 |
2,910.2 |
|
1.000 |
2,901.0 |
|
1.618 |
2,886.2 |
|
2.618 |
2,862.2 |
|
4.250 |
2,823.0 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,939.7 |
2,950.0 |
| PP |
2,938.3 |
2,947.0 |
| S1 |
2,937.0 |
2,944.0 |
|