| 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 |
2,910.0 |
2,886.0 |
-24.0 |
-0.8% |
2,975.0 |
| High |
2,910.0 |
2,921.0 |
11.0 |
0.4% |
2,975.0 |
| Low |
2,863.0 |
2,869.0 |
6.0 |
0.2% |
2,863.0 |
| Close |
2,880.0 |
2,917.0 |
37.0 |
1.3% |
2,917.0 |
| Range |
47.0 |
52.0 |
5.0 |
10.6% |
112.0 |
| ATR |
42.4 |
43.1 |
0.7 |
1.6% |
0.0 |
| Volume |
40,149 |
349 |
-39,800 |
-99.1% |
305,883 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,058.3 |
3,039.7 |
2,945.6 |
|
| R3 |
3,006.3 |
2,987.7 |
2,931.3 |
|
| R2 |
2,954.3 |
2,954.3 |
2,926.5 |
|
| R1 |
2,935.7 |
2,935.7 |
2,921.8 |
2,945.0 |
| PP |
2,902.3 |
2,902.3 |
2,902.3 |
2,907.0 |
| S1 |
2,883.7 |
2,883.7 |
2,912.2 |
2,893.0 |
| S2 |
2,850.3 |
2,850.3 |
2,907.5 |
|
| S3 |
2,798.3 |
2,831.7 |
2,902.7 |
|
| S4 |
2,746.3 |
2,779.7 |
2,888.4 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,254.3 |
3,197.7 |
2,978.6 |
|
| R3 |
3,142.3 |
3,085.7 |
2,947.8 |
|
| R2 |
3,030.3 |
3,030.3 |
2,937.5 |
|
| R1 |
2,973.7 |
2,973.7 |
2,927.3 |
2,946.0 |
| PP |
2,918.3 |
2,918.3 |
2,918.3 |
2,904.5 |
| S1 |
2,861.7 |
2,861.7 |
2,906.7 |
2,834.0 |
| S2 |
2,806.3 |
2,806.3 |
2,896.5 |
|
| S3 |
2,694.3 |
2,749.7 |
2,886.2 |
|
| S4 |
2,582.3 |
2,637.7 |
2,855.4 |
|
|
| 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 |
3.8% |
44.4 |
1.5% |
48% |
False |
False |
61,176 |
| 10 |
2,975.0 |
2,856.0 |
119.0 |
4.1% |
38.0 |
1.3% |
51% |
False |
False |
31,315 |
| 20 |
2,975.0 |
2,758.0 |
217.0 |
7.4% |
37.2 |
1.3% |
73% |
False |
False |
36,992 |
| 40 |
2,975.0 |
2,591.0 |
384.0 |
13.2% |
41.7 |
1.4% |
85% |
False |
False |
25,422 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
14.0% |
40.9 |
1.4% |
80% |
False |
False |
17,479 |
| 80 |
2,999.0 |
2,591.0 |
408.0 |
14.0% |
38.5 |
1.3% |
80% |
False |
False |
13,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,142.0 |
|
2.618 |
3,057.1 |
|
1.618 |
3,005.1 |
|
1.000 |
2,973.0 |
|
0.618 |
2,953.1 |
|
HIGH |
2,921.0 |
|
0.618 |
2,901.1 |
|
0.500 |
2,895.0 |
|
0.382 |
2,888.9 |
|
LOW |
2,869.0 |
|
0.618 |
2,836.9 |
|
1.000 |
2,817.0 |
|
1.618 |
2,784.9 |
|
2.618 |
2,732.9 |
|
4.250 |
2,648.0 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,909.7 |
2,914.8 |
| PP |
2,902.3 |
2,912.7 |
| S1 |
2,895.0 |
2,910.5 |
|