| Trading Metrics calculated at close of trading on 06-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
| Open |
12,672 |
12,557 |
-115 |
-0.9% |
12,787 |
| High |
12,720 |
12,713 |
-7 |
-0.1% |
12,873 |
| Low |
12,467 |
12,547 |
80 |
0.6% |
12,467 |
| Close |
12,570 |
12,569 |
-1 |
0.0% |
12,569 |
| Range |
253 |
166 |
-87 |
-34.4% |
406 |
| ATR |
144 |
145 |
2 |
1.1% |
0 |
| Volume |
159,663 |
166,175 |
6,512 |
4.1% |
677,398 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,108 |
13,004 |
12,660 |
|
| R3 |
12,942 |
12,838 |
12,615 |
|
| R2 |
12,776 |
12,776 |
12,600 |
|
| R1 |
12,672 |
12,672 |
12,584 |
12,724 |
| PP |
12,610 |
12,610 |
12,610 |
12,636 |
| S1 |
12,506 |
12,506 |
12,554 |
12,558 |
| S2 |
12,444 |
12,444 |
12,539 |
|
| S3 |
12,278 |
12,340 |
12,523 |
|
| S4 |
12,112 |
12,174 |
12,478 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,854 |
13,618 |
12,792 |
|
| R3 |
13,448 |
13,212 |
12,681 |
|
| R2 |
13,042 |
13,042 |
12,644 |
|
| R1 |
12,806 |
12,806 |
12,606 |
12,721 |
| PP |
12,636 |
12,636 |
12,636 |
12,594 |
| S1 |
12,400 |
12,400 |
12,532 |
12,315 |
| S2 |
12,230 |
12,230 |
12,495 |
|
| S3 |
11,824 |
11,994 |
12,457 |
|
| S4 |
11,418 |
11,588 |
12,346 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,873 |
12,467 |
406 |
3.2% |
162 |
1.3% |
25% |
False |
False |
135,479 |
| 10 |
12,873 |
12,390 |
483 |
3.8% |
142 |
1.1% |
37% |
False |
False |
109,466 |
| 20 |
12,873 |
12,036 |
837 |
6.7% |
146 |
1.2% |
64% |
False |
False |
105,588 |
| 40 |
12,873 |
11,451 |
1,422 |
11.3% |
149 |
1.2% |
79% |
False |
False |
107,940 |
| 60 |
12,873 |
11,451 |
1,422 |
11.3% |
148 |
1.2% |
79% |
False |
False |
73,312 |
| 80 |
12,873 |
11,451 |
1,422 |
11.3% |
136 |
1.1% |
79% |
False |
False |
54,994 |
| 100 |
12,873 |
11,336 |
1,537 |
12.2% |
120 |
1.0% |
80% |
False |
False |
43,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,419 |
|
2.618 |
13,148 |
|
1.618 |
12,982 |
|
1.000 |
12,879 |
|
0.618 |
12,816 |
|
HIGH |
12,713 |
|
0.618 |
12,650 |
|
0.500 |
12,630 |
|
0.382 |
12,611 |
|
LOW |
12,547 |
|
0.618 |
12,445 |
|
1.000 |
12,381 |
|
1.618 |
12,279 |
|
2.618 |
12,113 |
|
4.250 |
11,842 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,630 |
12,622 |
| PP |
12,610 |
12,604 |
| S1 |
12,589 |
12,587 |
|