| 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 |
12,810.16 |
12,806.38 |
-3.78 |
0.0% |
12,505.99 |
| High |
12,876.00 |
12,840.66 |
-35.34 |
-0.3% |
12,832.83 |
| Low |
12,784.62 |
12,749.99 |
-34.63 |
-0.3% |
12,446.05 |
| Close |
12,807.36 |
12,807.51 |
0.15 |
0.0% |
12,810.54 |
| Range |
91.38 |
90.67 |
-0.71 |
-0.8% |
386.78 |
| ATR |
114.99 |
113.25 |
-1.74 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,071.40 |
13,030.12 |
12,857.38 |
|
| R3 |
12,980.73 |
12,939.45 |
12,832.44 |
|
| R2 |
12,890.06 |
12,890.06 |
12,824.13 |
|
| R1 |
12,848.78 |
12,848.78 |
12,815.82 |
12,869.42 |
| PP |
12,799.39 |
12,799.39 |
12,799.39 |
12,809.71 |
| S1 |
12,758.11 |
12,758.11 |
12,799.20 |
12,778.75 |
| S2 |
12,708.72 |
12,708.72 |
12,790.89 |
|
| S3 |
12,618.05 |
12,667.44 |
12,782.58 |
|
| S4 |
12,527.38 |
12,576.77 |
12,757.64 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,856.81 |
13,720.46 |
13,023.27 |
|
| R3 |
13,470.03 |
13,333.68 |
12,916.90 |
|
| R2 |
13,083.25 |
13,083.25 |
12,881.45 |
|
| R1 |
12,946.90 |
12,946.90 |
12,845.99 |
13,015.08 |
| PP |
12,696.47 |
12,696.47 |
12,696.47 |
12,730.56 |
| S1 |
12,560.12 |
12,560.12 |
12,775.09 |
12,628.30 |
| S2 |
12,309.69 |
12,309.69 |
12,739.63 |
|
| S3 |
11,922.91 |
12,173.34 |
12,704.18 |
|
| S4 |
11,536.13 |
11,786.56 |
12,597.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,876.00 |
12,588.33 |
287.67 |
2.2% |
97.08 |
0.8% |
76% |
False |
False |
|
| 10 |
12,876.00 |
12,200.30 |
675.70 |
5.3% |
102.61 |
0.8% |
90% |
False |
False |
|
| 20 |
12,876.00 |
12,093.89 |
782.11 |
6.1% |
112.56 |
0.9% |
91% |
False |
False |
|
| 40 |
12,876.00 |
11,555.48 |
1,320.52 |
10.3% |
127.14 |
1.0% |
95% |
False |
False |
|
| 60 |
12,876.00 |
11,555.48 |
1,320.52 |
10.3% |
125.23 |
1.0% |
95% |
False |
False |
|
| 80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.3% |
116.95 |
0.9% |
95% |
False |
False |
|
| 100 |
12,876.00 |
11,331.50 |
1,544.50 |
12.1% |
107.17 |
0.8% |
96% |
False |
False |
|
| 120 |
12,876.00 |
10,929.28 |
1,946.72 |
15.2% |
110.37 |
0.9% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,226.01 |
|
2.618 |
13,078.03 |
|
1.618 |
12,987.36 |
|
1.000 |
12,931.33 |
|
0.618 |
12,896.69 |
|
HIGH |
12,840.66 |
|
0.618 |
12,806.02 |
|
0.500 |
12,795.33 |
|
0.382 |
12,784.63 |
|
LOW |
12,749.99 |
|
0.618 |
12,693.96 |
|
1.000 |
12,659.32 |
|
1.618 |
12,603.29 |
|
2.618 |
12,512.62 |
|
4.250 |
12,364.64 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,803.45 |
12,813.00 |
| PP |
12,799.39 |
12,811.17 |
| S1 |
12,795.33 |
12,809.34 |
|