| 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 |
12,787 |
12,765 |
-22 |
-0.2% |
12,432 |
| High |
12,873 |
12,790 |
-83 |
-0.6% |
12,796 |
| Low |
12,732 |
12,697 |
-35 |
-0.3% |
12,390 |
| Close |
12,764 |
12,749 |
-15 |
-0.1% |
12,756 |
| Range |
141 |
93 |
-48 |
-34.0% |
406 |
| ATR |
137 |
134 |
-3 |
-2.3% |
0 |
| Volume |
103,909 |
103,843 |
-66 |
-0.1% |
417,269 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,024 |
12,980 |
12,800 |
|
| R3 |
12,931 |
12,887 |
12,775 |
|
| R2 |
12,838 |
12,838 |
12,766 |
|
| R1 |
12,794 |
12,794 |
12,758 |
12,770 |
| PP |
12,745 |
12,745 |
12,745 |
12,733 |
| S1 |
12,701 |
12,701 |
12,741 |
12,677 |
| S2 |
12,652 |
12,652 |
12,732 |
|
| S3 |
12,559 |
12,608 |
12,724 |
|
| S4 |
12,466 |
12,515 |
12,698 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,865 |
13,717 |
12,979 |
|
| R3 |
13,459 |
13,311 |
12,868 |
|
| R2 |
13,053 |
13,053 |
12,831 |
|
| R1 |
12,905 |
12,905 |
12,793 |
12,979 |
| PP |
12,647 |
12,647 |
12,647 |
12,685 |
| S1 |
12,499 |
12,499 |
12,719 |
12,573 |
| S2 |
12,241 |
12,241 |
12,682 |
|
| S3 |
11,835 |
12,093 |
12,644 |
|
| S4 |
11,429 |
11,687 |
12,533 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,873 |
12,514 |
359 |
2.8% |
120 |
0.9% |
65% |
False |
False |
93,790 |
| 10 |
12,873 |
12,090 |
783 |
6.1% |
130 |
1.0% |
84% |
False |
False |
89,648 |
| 20 |
12,873 |
12,036 |
837 |
6.6% |
132 |
1.0% |
85% |
False |
False |
95,952 |
| 40 |
12,873 |
11,451 |
1,422 |
11.2% |
147 |
1.2% |
91% |
False |
False |
98,126 |
| 60 |
12,873 |
11,451 |
1,422 |
11.2% |
143 |
1.1% |
91% |
False |
False |
65,486 |
| 80 |
12,873 |
11,451 |
1,422 |
11.2% |
133 |
1.0% |
91% |
False |
False |
49,123 |
| 100 |
12,873 |
11,200 |
1,673 |
13.1% |
116 |
0.9% |
93% |
False |
False |
39,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,185 |
|
2.618 |
13,034 |
|
1.618 |
12,941 |
|
1.000 |
12,883 |
|
0.618 |
12,848 |
|
HIGH |
12,790 |
|
0.618 |
12,755 |
|
0.500 |
12,744 |
|
0.382 |
12,733 |
|
LOW |
12,697 |
|
0.618 |
12,640 |
|
1.000 |
12,604 |
|
1.618 |
12,547 |
|
2.618 |
12,454 |
|
4.250 |
12,302 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,747 |
12,781 |
| PP |
12,745 |
12,770 |
| S1 |
12,744 |
12,760 |
|