Trading Metrics calculated at close of trading on 03-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,566.8 |
1,545.2 |
-21.6 |
-1.4% |
1,510.7 |
High |
1,577.4 |
1,551.4 |
-26.0 |
-1.6% |
1,569.8 |
Low |
1,540.3 |
1,516.2 |
-24.1 |
-1.6% |
1,492.0 |
Close |
1,557.1 |
1,540.4 |
-16.7 |
-1.1% |
1,556.4 |
Range |
37.1 |
35.2 |
-1.9 |
-5.1% |
77.8 |
ATR |
20.9 |
22.4 |
1.4 |
6.8% |
0.0 |
Volume |
201,921 |
199,736 |
-2,185 |
-1.1% |
740,599 |
|
Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,641.6 |
1,626.2 |
1,559.8 |
|
R3 |
1,606.4 |
1,591.0 |
1,550.1 |
|
R2 |
1,571.2 |
1,571.2 |
1,546.9 |
|
R1 |
1,555.8 |
1,555.8 |
1,543.6 |
1,545.9 |
PP |
1,536.0 |
1,536.0 |
1,536.0 |
1,531.1 |
S1 |
1,520.6 |
1,520.6 |
1,537.2 |
1,510.7 |
S2 |
1,500.8 |
1,500.8 |
1,533.9 |
|
S3 |
1,465.6 |
1,485.4 |
1,530.7 |
|
S4 |
1,430.4 |
1,450.2 |
1,521.0 |
|
|
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 |
1,503.3 |
74.1 |
4.8% |
30.5 |
2.0% |
50% |
False |
False |
176,020 |
10 |
1,577.4 |
1,488.2 |
89.2 |
5.8% |
22.0 |
1.4% |
59% |
False |
False |
151,646 |
20 |
1,577.4 |
1,431.0 |
146.4 |
9.5% |
20.2 |
1.3% |
75% |
False |
False |
142,957 |
40 |
1,577.4 |
1,382.4 |
195.0 |
12.7% |
19.6 |
1.3% |
81% |
False |
False |
98,172 |
60 |
1,577.4 |
1,346.0 |
231.4 |
15.0% |
18.4 |
1.2% |
84% |
False |
False |
67,637 |
80 |
1,577.4 |
1,310.9 |
266.5 |
17.3% |
18.9 |
1.2% |
86% |
False |
False |
51,877 |
100 |
1,577.4 |
1,310.9 |
266.5 |
17.3% |
18.4 |
1.2% |
86% |
False |
False |
41,914 |
120 |
1,577.4 |
1,310.9 |
266.5 |
17.3% |
19.1 |
1.2% |
86% |
False |
False |
35,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,701.0 |
2.618 |
1,643.6 |
1.618 |
1,608.4 |
1.000 |
1,586.6 |
0.618 |
1,573.2 |
HIGH |
1,551.4 |
0.618 |
1,538.0 |
0.500 |
1,533.8 |
0.382 |
1,529.6 |
LOW |
1,516.2 |
0.618 |
1,494.4 |
1.000 |
1,481.0 |
1.618 |
1,459.2 |
2.618 |
1,424.0 |
4.250 |
1,366.6 |
|
|
Fisher Pivots for day following 03-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,538.2 |
1,546.8 |
PP |
1,536.0 |
1,544.7 |
S1 |
1,533.8 |
1,542.5 |
|