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 |
1,535.3 |
1,566.8 |
31.5 |
2.1% |
1,510.7 |
High |
1,569.8 |
1,577.4 |
7.6 |
0.5% |
1,569.8 |
Low |
1,532.1 |
1,540.3 |
8.2 |
0.5% |
1,492.0 |
Close |
1,556.4 |
1,557.1 |
0.7 |
0.0% |
1,556.4 |
Range |
37.7 |
37.1 |
-0.6 |
-1.6% |
77.8 |
ATR |
19.7 |
20.9 |
1.2 |
6.3% |
0.0 |
Volume |
149,270 |
201,921 |
52,651 |
35.3% |
740,599 |
|
Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,669.6 |
1,650.4 |
1,577.5 |
|
R3 |
1,632.5 |
1,613.3 |
1,567.3 |
|
R2 |
1,595.4 |
1,595.4 |
1,563.9 |
|
R1 |
1,576.2 |
1,576.2 |
1,560.5 |
1,567.3 |
PP |
1,558.3 |
1,558.3 |
1,558.3 |
1,553.8 |
S1 |
1,539.1 |
1,539.1 |
1,553.7 |
1,530.2 |
S2 |
1,521.2 |
1,521.2 |
1,550.3 |
|
S3 |
1,484.1 |
1,502.0 |
1,546.9 |
|
S4 |
1,447.0 |
1,464.9 |
1,536.7 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,772.8 |
1,742.4 |
1,599.2 |
|
R3 |
1,695.0 |
1,664.6 |
1,577.8 |
|
R2 |
1,617.2 |
1,617.2 |
1,570.7 |
|
R1 |
1,586.8 |
1,586.8 |
1,563.5 |
1,602.0 |
PP |
1,539.4 |
1,539.4 |
1,539.4 |
1,547.0 |
S1 |
1,509.0 |
1,509.0 |
1,549.3 |
1,524.2 |
S2 |
1,461.6 |
1,461.6 |
1,542.1 |
|
S3 |
1,383.8 |
1,431.2 |
1,535.0 |
|
S4 |
1,306.0 |
1,353.4 |
1,513.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,577.4 |
1,492.0 |
85.4 |
5.5% |
26.7 |
1.7% |
76% |
True |
False |
163,050 |
10 |
1,577.4 |
1,477.8 |
99.6 |
6.4% |
20.6 |
1.3% |
80% |
True |
False |
150,543 |
20 |
1,577.4 |
1,429.1 |
148.3 |
9.5% |
19.0 |
1.2% |
86% |
True |
False |
136,897 |
40 |
1,577.4 |
1,382.4 |
195.0 |
12.5% |
19.1 |
1.2% |
90% |
True |
False |
93,585 |
60 |
1,577.4 |
1,346.0 |
231.4 |
14.9% |
18.1 |
1.2% |
91% |
True |
False |
64,428 |
80 |
1,577.4 |
1,310.9 |
266.5 |
17.1% |
18.6 |
1.2% |
92% |
True |
False |
49,428 |
100 |
1,577.4 |
1,310.9 |
266.5 |
17.1% |
18.3 |
1.2% |
92% |
True |
False |
39,947 |
120 |
1,577.4 |
1,310.9 |
266.5 |
17.1% |
19.1 |
1.2% |
92% |
True |
False |
33,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,735.1 |
2.618 |
1,674.5 |
1.618 |
1,637.4 |
1.000 |
1,614.5 |
0.618 |
1,600.3 |
HIGH |
1,577.4 |
0.618 |
1,563.2 |
0.500 |
1,558.9 |
0.382 |
1,554.5 |
LOW |
1,540.3 |
0.618 |
1,517.4 |
1.000 |
1,503.2 |
1.618 |
1,480.3 |
2.618 |
1,443.2 |
4.250 |
1,382.6 |
|
|
Fisher Pivots for day following 02-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,558.9 |
1,555.0 |
PP |
1,558.3 |
1,552.8 |
S1 |
1,557.7 |
1,550.7 |
|