| Trading Metrics calculated at close of trading on 04-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
| Open |
12,765 |
12,750 |
-15 |
-0.1% |
12,432 |
| High |
12,790 |
12,777 |
-13 |
-0.1% |
12,796 |
| Low |
12,697 |
12,621 |
-76 |
-0.6% |
12,390 |
| Close |
12,749 |
12,672 |
-77 |
-0.6% |
12,756 |
| Range |
93 |
156 |
63 |
67.7% |
406 |
| ATR |
134 |
135 |
2 |
1.2% |
0 |
| Volume |
103,843 |
143,808 |
39,965 |
38.5% |
417,269 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,158 |
13,071 |
12,758 |
|
| R3 |
13,002 |
12,915 |
12,715 |
|
| R2 |
12,846 |
12,846 |
12,701 |
|
| R1 |
12,759 |
12,759 |
12,686 |
12,725 |
| PP |
12,690 |
12,690 |
12,690 |
12,673 |
| S1 |
12,603 |
12,603 |
12,658 |
12,569 |
| S2 |
12,534 |
12,534 |
12,644 |
|
| S3 |
12,378 |
12,447 |
12,629 |
|
| S4 |
12,222 |
12,291 |
12,586 |
|
|
| 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 |
12,609 |
264 |
2.1% |
123 |
1.0% |
24% |
False |
False |
105,532 |
| 10 |
12,873 |
12,204 |
669 |
5.3% |
131 |
1.0% |
70% |
False |
False |
94,567 |
| 20 |
12,873 |
12,036 |
837 |
6.6% |
135 |
1.1% |
76% |
False |
False |
99,082 |
| 40 |
12,873 |
11,451 |
1,422 |
11.2% |
146 |
1.2% |
86% |
False |
False |
101,622 |
| 60 |
12,873 |
11,451 |
1,422 |
11.2% |
144 |
1.1% |
86% |
False |
False |
67,883 |
| 80 |
12,873 |
11,451 |
1,422 |
11.2% |
133 |
1.0% |
86% |
False |
False |
50,921 |
| 100 |
12,873 |
11,293 |
1,580 |
12.5% |
117 |
0.9% |
87% |
False |
False |
40,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,440 |
|
2.618 |
13,186 |
|
1.618 |
13,030 |
|
1.000 |
12,933 |
|
0.618 |
12,874 |
|
HIGH |
12,777 |
|
0.618 |
12,718 |
|
0.500 |
12,699 |
|
0.382 |
12,681 |
|
LOW |
12,621 |
|
0.618 |
12,525 |
|
1.000 |
12,465 |
|
1.618 |
12,369 |
|
2.618 |
12,213 |
|
4.250 |
11,958 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,699 |
12,747 |
| PP |
12,690 |
12,722 |
| S1 |
12,681 |
12,697 |
|