| 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 |
2,942.0 |
2,928.0 |
-14.0 |
-0.5% |
2,858.0 |
| High |
2,949.0 |
2,958.0 |
9.0 |
0.3% |
2,953.0 |
| Low |
2,925.0 |
2,894.0 |
-31.0 |
-1.1% |
2,856.0 |
| Close |
2,941.0 |
2,900.0 |
-41.0 |
-1.4% |
2,946.0 |
| Range |
24.0 |
64.0 |
40.0 |
166.7% |
97.0 |
| ATR |
40.3 |
42.0 |
1.7 |
4.2% |
0.0 |
| Volume |
169,840 |
89,794 |
-80,046 |
-47.1% |
6,940 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,109.3 |
3,068.7 |
2,935.2 |
|
| R3 |
3,045.3 |
3,004.7 |
2,917.6 |
|
| R2 |
2,981.3 |
2,981.3 |
2,911.7 |
|
| R1 |
2,940.7 |
2,940.7 |
2,905.9 |
2,929.0 |
| PP |
2,917.3 |
2,917.3 |
2,917.3 |
2,911.5 |
| S1 |
2,876.7 |
2,876.7 |
2,894.1 |
2,865.0 |
| S2 |
2,853.3 |
2,853.3 |
2,888.3 |
|
| S3 |
2,789.3 |
2,812.7 |
2,882.4 |
|
| S4 |
2,725.3 |
2,748.7 |
2,864.8 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,209.3 |
3,174.7 |
2,999.4 |
|
| R3 |
3,112.3 |
3,077.7 |
2,972.7 |
|
| R2 |
3,015.3 |
3,015.3 |
2,963.8 |
|
| R1 |
2,980.7 |
2,980.7 |
2,954.9 |
2,998.0 |
| PP |
2,918.3 |
2,918.3 |
2,918.3 |
2,927.0 |
| S1 |
2,883.7 |
2,883.7 |
2,937.1 |
2,901.0 |
| S2 |
2,821.3 |
2,821.3 |
2,928.2 |
|
| S3 |
2,724.3 |
2,786.7 |
2,919.3 |
|
| S4 |
2,627.3 |
2,689.7 |
2,892.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,975.0 |
2,894.0 |
81.0 |
2.8% |
34.0 |
1.2% |
7% |
False |
True |
53,397 |
| 10 |
2,975.0 |
2,779.0 |
196.0 |
6.8% |
35.3 |
1.2% |
62% |
False |
False |
27,750 |
| 20 |
2,975.0 |
2,758.0 |
217.0 |
7.5% |
35.8 |
1.2% |
65% |
False |
False |
35,005 |
| 40 |
2,975.0 |
2,591.0 |
384.0 |
13.2% |
41.1 |
1.4% |
80% |
False |
False |
24,518 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
14.1% |
40.0 |
1.4% |
76% |
False |
False |
16,811 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
14.1% |
38.7 |
1.3% |
76% |
False |
False |
12,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,230.0 |
|
2.618 |
3,125.6 |
|
1.618 |
3,061.6 |
|
1.000 |
3,022.0 |
|
0.618 |
2,997.6 |
|
HIGH |
2,958.0 |
|
0.618 |
2,933.6 |
|
0.500 |
2,926.0 |
|
0.382 |
2,918.4 |
|
LOW |
2,894.0 |
|
0.618 |
2,854.4 |
|
1.000 |
2,830.0 |
|
1.618 |
2,790.4 |
|
2.618 |
2,726.4 |
|
4.250 |
2,622.0 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,926.0 |
2,934.5 |
| PP |
2,917.3 |
2,923.0 |
| S1 |
2,908.7 |
2,911.5 |
|