| Trading Metrics calculated at close of trading on 02-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1,539.0 |
1,573.0 |
34.0 |
2.2% |
1,513.0 |
| High |
1,572.5 |
1,579.5 |
7.0 |
0.4% |
1,572.5 |
| Low |
1,535.5 |
1,544.6 |
9.1 |
0.6% |
1,497.3 |
| Close |
1,560.0 |
1,560.7 |
0.7 |
0.0% |
1,560.0 |
| Range |
37.0 |
34.9 |
-2.1 |
-5.7% |
75.2 |
| ATR |
18.7 |
19.9 |
1.2 |
6.2% |
0.0 |
| Volume |
1,816 |
2,690 |
874 |
48.1% |
8,763 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,666.3 |
1,648.4 |
1,579.9 |
|
| R3 |
1,631.4 |
1,613.5 |
1,570.3 |
|
| R2 |
1,596.5 |
1,596.5 |
1,567.1 |
|
| R1 |
1,578.6 |
1,578.6 |
1,563.9 |
1,570.1 |
| PP |
1,561.6 |
1,561.6 |
1,561.6 |
1,557.4 |
| S1 |
1,543.7 |
1,543.7 |
1,557.5 |
1,535.2 |
| S2 |
1,526.7 |
1,526.7 |
1,554.3 |
|
| S3 |
1,491.8 |
1,508.8 |
1,551.1 |
|
| S4 |
1,456.9 |
1,473.9 |
1,541.5 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,768.9 |
1,739.6 |
1,601.4 |
|
| R3 |
1,693.7 |
1,664.4 |
1,580.7 |
|
| R2 |
1,618.5 |
1,618.5 |
1,573.8 |
|
| R1 |
1,589.2 |
1,589.2 |
1,566.9 |
1,603.9 |
| PP |
1,543.3 |
1,543.3 |
1,543.3 |
1,550.6 |
| S1 |
1,514.0 |
1,514.0 |
1,553.1 |
1,528.7 |
| S2 |
1,468.1 |
1,468.1 |
1,546.2 |
|
| S3 |
1,392.9 |
1,438.8 |
1,539.3 |
|
| S4 |
1,317.7 |
1,363.6 |
1,518.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,579.5 |
1,497.3 |
82.2 |
5.3% |
25.1 |
1.6% |
77% |
True |
False |
2,059 |
| 10 |
1,579.5 |
1,481.8 |
97.7 |
6.3% |
19.0 |
1.2% |
81% |
True |
False |
1,780 |
| 20 |
1,579.5 |
1,434.6 |
144.9 |
9.3% |
17.8 |
1.1% |
87% |
True |
False |
1,992 |
| 40 |
1,579.5 |
1,387.1 |
192.4 |
12.3% |
17.5 |
1.1% |
90% |
True |
False |
1,675 |
| 60 |
1,579.5 |
1,351.7 |
227.8 |
14.6% |
16.6 |
1.1% |
92% |
True |
False |
1,549 |
| 80 |
1,579.5 |
1,317.4 |
262.1 |
16.8% |
17.3 |
1.1% |
93% |
True |
False |
1,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,727.8 |
|
2.618 |
1,670.9 |
|
1.618 |
1,636.0 |
|
1.000 |
1,614.4 |
|
0.618 |
1,601.1 |
|
HIGH |
1,579.5 |
|
0.618 |
1,566.2 |
|
0.500 |
1,562.1 |
|
0.382 |
1,557.9 |
|
LOW |
1,544.6 |
|
0.618 |
1,523.0 |
|
1.000 |
1,509.7 |
|
1.618 |
1,488.1 |
|
2.618 |
1,453.2 |
|
4.250 |
1,396.3 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,562.1 |
1,558.6 |
| PP |
1,561.6 |
1,556.4 |
| S1 |
1,561.2 |
1,554.3 |
|