| Trading Metrics calculated at close of trading on 05-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,928.0 |
2,910.0 |
-18.0 |
-0.6% |
2,858.0 |
| High |
2,958.0 |
2,910.0 |
-48.0 |
-1.6% |
2,953.0 |
| Low |
2,894.0 |
2,863.0 |
-31.0 |
-1.1% |
2,856.0 |
| Close |
2,900.0 |
2,880.0 |
-20.0 |
-0.7% |
2,946.0 |
| Range |
64.0 |
47.0 |
-17.0 |
-26.6% |
97.0 |
| ATR |
42.0 |
42.4 |
0.4 |
0.8% |
0.0 |
| Volume |
89,794 |
40,149 |
-49,645 |
-55.3% |
6,940 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,025.3 |
2,999.7 |
2,905.9 |
|
| R3 |
2,978.3 |
2,952.7 |
2,892.9 |
|
| R2 |
2,931.3 |
2,931.3 |
2,888.6 |
|
| R1 |
2,905.7 |
2,905.7 |
2,884.3 |
2,895.0 |
| PP |
2,884.3 |
2,884.3 |
2,884.3 |
2,879.0 |
| S1 |
2,858.7 |
2,858.7 |
2,875.7 |
2,848.0 |
| S2 |
2,837.3 |
2,837.3 |
2,871.4 |
|
| S3 |
2,790.3 |
2,811.7 |
2,867.1 |
|
| S4 |
2,743.3 |
2,764.7 |
2,854.2 |
|
|
| 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 |
2,863.0 |
112.0 |
3.9% |
37.6 |
1.3% |
15% |
False |
True |
61,287 |
| 10 |
2,975.0 |
2,800.0 |
175.0 |
6.1% |
38.3 |
1.3% |
46% |
False |
False |
31,731 |
| 20 |
2,975.0 |
2,758.0 |
217.0 |
7.5% |
36.8 |
1.3% |
56% |
False |
False |
36,982 |
| 40 |
2,975.0 |
2,591.0 |
384.0 |
13.3% |
41.2 |
1.4% |
75% |
False |
False |
25,469 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
14.2% |
40.4 |
1.4% |
71% |
False |
False |
17,479 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
14.2% |
38.8 |
1.3% |
71% |
False |
False |
13,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,109.8 |
|
2.618 |
3,033.0 |
|
1.618 |
2,986.0 |
|
1.000 |
2,957.0 |
|
0.618 |
2,939.0 |
|
HIGH |
2,910.0 |
|
0.618 |
2,892.0 |
|
0.500 |
2,886.5 |
|
0.382 |
2,881.0 |
|
LOW |
2,863.0 |
|
0.618 |
2,834.0 |
|
1.000 |
2,816.0 |
|
1.618 |
2,787.0 |
|
2.618 |
2,740.0 |
|
4.250 |
2,663.3 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,886.5 |
2,910.5 |
| PP |
2,884.3 |
2,900.3 |
| S1 |
2,882.2 |
2,890.2 |
|