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 |
1,545.2 |
1,537.7 |
-7.5 |
-0.5% |
1,510.7 |
High |
1,551.4 |
1,543.5 |
-7.9 |
-0.5% |
1,569.8 |
Low |
1,516.2 |
1,505.5 |
-10.7 |
-0.7% |
1,492.0 |
Close |
1,540.4 |
1,515.3 |
-25.1 |
-1.6% |
1,556.4 |
Range |
35.2 |
38.0 |
2.8 |
8.0% |
77.8 |
ATR |
22.4 |
23.5 |
1.1 |
5.0% |
0.0 |
Volume |
199,736 |
228,352 |
28,616 |
14.3% |
740,599 |
|
Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,635.4 |
1,613.4 |
1,536.2 |
|
R3 |
1,597.4 |
1,575.4 |
1,525.8 |
|
R2 |
1,559.4 |
1,559.4 |
1,522.3 |
|
R1 |
1,537.4 |
1,537.4 |
1,518.8 |
1,529.4 |
PP |
1,521.4 |
1,521.4 |
1,521.4 |
1,517.5 |
S1 |
1,499.4 |
1,499.4 |
1,511.8 |
1,491.4 |
S2 |
1,483.4 |
1,483.4 |
1,508.3 |
|
S3 |
1,445.4 |
1,461.4 |
1,504.9 |
|
S4 |
1,407.4 |
1,423.4 |
1,494.4 |
|
|
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 |
1,505.5 |
71.9 |
4.7% |
32.6 |
2.2% |
14% |
False |
True |
189,614 |
10 |
1,577.4 |
1,492.0 |
85.4 |
5.6% |
24.6 |
1.6% |
27% |
False |
False |
162,143 |
20 |
1,577.4 |
1,445.0 |
132.4 |
8.7% |
20.7 |
1.4% |
53% |
False |
False |
146,635 |
40 |
1,577.4 |
1,382.4 |
195.0 |
12.9% |
20.2 |
1.3% |
68% |
False |
False |
103,677 |
60 |
1,577.4 |
1,350.3 |
227.1 |
15.0% |
18.9 |
1.2% |
73% |
False |
False |
71,387 |
80 |
1,577.4 |
1,310.9 |
266.5 |
17.6% |
19.1 |
1.3% |
77% |
False |
False |
54,706 |
100 |
1,577.4 |
1,310.9 |
266.5 |
17.6% |
18.6 |
1.2% |
77% |
False |
False |
44,167 |
120 |
1,577.4 |
1,310.9 |
266.5 |
17.6% |
19.2 |
1.3% |
77% |
False |
False |
37,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,705.0 |
2.618 |
1,643.0 |
1.618 |
1,605.0 |
1.000 |
1,581.5 |
0.618 |
1,567.0 |
HIGH |
1,543.5 |
0.618 |
1,529.0 |
0.500 |
1,524.5 |
0.382 |
1,520.0 |
LOW |
1,505.5 |
0.618 |
1,482.0 |
1.000 |
1,467.5 |
1.618 |
1,444.0 |
2.618 |
1,406.0 |
4.250 |
1,344.0 |
|
|
Fisher Pivots for day following 04-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,524.5 |
1,541.5 |
PP |
1,521.4 |
1,532.7 |
S1 |
1,518.4 |
1,524.0 |
|