| 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 |
12,806.38 |
12,806.29 |
-0.09 |
0.0% |
12,505.99 |
| High |
12,840.66 |
12,806.68 |
-33.98 |
-0.3% |
12,832.83 |
| Low |
12,749.99 |
12,673.02 |
-76.97 |
-0.6% |
12,446.05 |
| Close |
12,807.51 |
12,723.58 |
-83.93 |
-0.7% |
12,810.54 |
| Range |
90.67 |
133.66 |
42.99 |
47.4% |
386.78 |
| ATR |
113.25 |
114.77 |
1.52 |
1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,135.41 |
13,063.15 |
12,797.09 |
|
| R3 |
13,001.75 |
12,929.49 |
12,760.34 |
|
| R2 |
12,868.09 |
12,868.09 |
12,748.08 |
|
| R1 |
12,795.83 |
12,795.83 |
12,735.83 |
12,765.13 |
| PP |
12,734.43 |
12,734.43 |
12,734.43 |
12,719.08 |
| S1 |
12,662.17 |
12,662.17 |
12,711.33 |
12,631.47 |
| S2 |
12,600.77 |
12,600.77 |
12,699.08 |
|
| S3 |
12,467.11 |
12,528.51 |
12,686.82 |
|
| S4 |
12,333.45 |
12,394.85 |
12,650.07 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,856.81 |
13,720.46 |
13,023.27 |
|
| R3 |
13,470.03 |
13,333.68 |
12,916.90 |
|
| R2 |
13,083.25 |
13,083.25 |
12,881.45 |
|
| R1 |
12,946.90 |
12,946.90 |
12,845.99 |
13,015.08 |
| PP |
12,696.47 |
12,696.47 |
12,696.47 |
12,730.56 |
| S1 |
12,560.12 |
12,560.12 |
12,775.09 |
12,628.30 |
| S2 |
12,309.69 |
12,309.69 |
12,739.63 |
|
| S3 |
11,922.91 |
12,173.34 |
12,704.18 |
|
| S4 |
11,536.13 |
11,786.56 |
12,597.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,876.00 |
12,673.02 |
202.98 |
1.6% |
99.80 |
0.8% |
25% |
False |
True |
|
| 10 |
12,876.00 |
12,263.58 |
612.42 |
4.8% |
108.47 |
0.9% |
75% |
False |
False |
|
| 20 |
12,876.00 |
12,093.89 |
782.11 |
6.1% |
115.01 |
0.9% |
81% |
False |
False |
|
| 40 |
12,876.00 |
11,555.48 |
1,320.52 |
10.4% |
126.01 |
1.0% |
88% |
False |
False |
|
| 60 |
12,876.00 |
11,555.48 |
1,320.52 |
10.4% |
125.85 |
1.0% |
88% |
False |
False |
|
| 80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.4% |
117.03 |
0.9% |
88% |
False |
False |
|
| 100 |
12,876.00 |
11,357.72 |
1,518.28 |
11.9% |
107.69 |
0.8% |
90% |
False |
False |
|
| 120 |
12,876.00 |
10,929.28 |
1,946.72 |
15.3% |
110.56 |
0.9% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,374.74 |
|
2.618 |
13,156.60 |
|
1.618 |
13,022.94 |
|
1.000 |
12,940.34 |
|
0.618 |
12,889.28 |
|
HIGH |
12,806.68 |
|
0.618 |
12,755.62 |
|
0.500 |
12,739.85 |
|
0.382 |
12,724.08 |
|
LOW |
12,673.02 |
|
0.618 |
12,590.42 |
|
1.000 |
12,539.36 |
|
1.618 |
12,456.76 |
|
2.618 |
12,323.10 |
|
4.250 |
12,104.97 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,739.85 |
12,774.51 |
| PP |
12,734.43 |
12,757.53 |
| S1 |
12,729.00 |
12,740.56 |
|