| Trading Metrics calculated at close of trading on 03-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
| Open |
6,060.0 |
6,051.5 |
-8.5 |
-0.1% |
5,970.0 |
| High |
6,061.5 |
6,068.5 |
7.0 |
0.1% |
6,061.5 |
| Low |
6,019.0 |
6,018.5 |
-0.5 |
0.0% |
5,970.0 |
| Close |
6,033.0 |
6,043.5 |
10.5 |
0.2% |
6,033.0 |
| Range |
42.5 |
50.0 |
7.5 |
17.6% |
91.5 |
| ATR |
71.5 |
70.0 |
-1.5 |
-2.2% |
0.0 |
| Volume |
83,662 |
91,879 |
8,217 |
9.8% |
237,853 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,193.5 |
6,168.5 |
6,071.0 |
|
| R3 |
6,143.5 |
6,118.5 |
6,057.0 |
|
| R2 |
6,093.5 |
6,093.5 |
6,052.5 |
|
| R1 |
6,068.5 |
6,068.5 |
6,048.0 |
6,056.0 |
| PP |
6,043.5 |
6,043.5 |
6,043.5 |
6,037.0 |
| S1 |
6,018.5 |
6,018.5 |
6,039.0 |
6,006.0 |
| S2 |
5,993.5 |
5,993.5 |
6,034.5 |
|
| S3 |
5,943.5 |
5,968.5 |
6,030.0 |
|
| S4 |
5,893.5 |
5,918.5 |
6,016.0 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,296.0 |
6,256.0 |
6,083.5 |
|
| R3 |
6,204.5 |
6,164.5 |
6,058.0 |
|
| R2 |
6,113.0 |
6,113.0 |
6,050.0 |
|
| R1 |
6,073.0 |
6,073.0 |
6,041.5 |
6,093.0 |
| PP |
6,021.5 |
6,021.5 |
6,021.5 |
6,031.5 |
| S1 |
5,981.5 |
5,981.5 |
6,024.5 |
6,001.5 |
| S2 |
5,930.0 |
5,930.0 |
6,016.0 |
|
| S3 |
5,838.5 |
5,890.0 |
6,008.0 |
|
| S4 |
5,747.0 |
5,798.5 |
5,982.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,068.5 |
5,967.5 |
101.0 |
1.7% |
51.5 |
0.9% |
75% |
True |
False |
80,512 |
| 10 |
6,068.5 |
5,817.0 |
251.5 |
4.2% |
63.0 |
1.0% |
90% |
True |
False |
86,256 |
| 20 |
6,068.5 |
5,817.0 |
251.5 |
4.2% |
62.5 |
1.0% |
90% |
True |
False |
86,463 |
| 40 |
6,068.5 |
5,458.5 |
610.0 |
10.1% |
77.0 |
1.3% |
96% |
True |
False |
86,311 |
| 60 |
6,068.5 |
5,458.5 |
610.0 |
10.1% |
70.5 |
1.2% |
96% |
True |
False |
57,815 |
| 80 |
6,068.5 |
5,458.5 |
610.0 |
10.1% |
59.5 |
1.0% |
96% |
True |
False |
43,377 |
| 100 |
6,068.5 |
5,458.5 |
610.0 |
10.1% |
50.5 |
0.8% |
96% |
True |
False |
34,707 |
| 120 |
6,068.5 |
5,458.5 |
610.0 |
10.1% |
46.0 |
0.8% |
96% |
True |
False |
28,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,281.0 |
|
2.618 |
6,199.5 |
|
1.618 |
6,149.5 |
|
1.000 |
6,118.5 |
|
0.618 |
6,099.5 |
|
HIGH |
6,068.5 |
|
0.618 |
6,049.5 |
|
0.500 |
6,043.5 |
|
0.382 |
6,037.5 |
|
LOW |
6,018.5 |
|
0.618 |
5,987.5 |
|
1.000 |
5,968.5 |
|
1.618 |
5,937.5 |
|
2.618 |
5,887.5 |
|
4.250 |
5,806.0 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,043.5 |
6,042.5 |
| PP |
6,043.5 |
6,041.5 |
| S1 |
6,043.5 |
6,041.0 |
|