Trading Metrics calculated at close of trading on 05-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,537.7 |
1,517.0 |
-20.7 |
-1.3% |
1,510.7 |
High |
1,543.5 |
1,522.1 |
-21.4 |
-1.4% |
1,569.8 |
Low |
1,505.5 |
1,462.5 |
-43.0 |
-2.9% |
1,492.0 |
Close |
1,515.3 |
1,481.4 |
-33.9 |
-2.2% |
1,556.4 |
Range |
38.0 |
59.6 |
21.6 |
56.8% |
77.8 |
ATR |
23.5 |
26.1 |
2.6 |
11.0% |
0.0 |
Volume |
228,352 |
310,054 |
81,702 |
35.8% |
740,599 |
|
Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,667.5 |
1,634.0 |
1,514.2 |
|
R3 |
1,607.9 |
1,574.4 |
1,497.8 |
|
R2 |
1,548.3 |
1,548.3 |
1,492.3 |
|
R1 |
1,514.8 |
1,514.8 |
1,486.9 |
1,501.8 |
PP |
1,488.7 |
1,488.7 |
1,488.7 |
1,482.1 |
S1 |
1,455.2 |
1,455.2 |
1,475.9 |
1,442.2 |
S2 |
1,429.1 |
1,429.1 |
1,470.5 |
|
S3 |
1,369.5 |
1,395.6 |
1,465.0 |
|
S4 |
1,309.9 |
1,336.0 |
1,448.6 |
|
|
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 |
1,462.5 |
114.9 |
7.8% |
41.5 |
2.8% |
16% |
False |
True |
217,866 |
10 |
1,577.4 |
1,462.5 |
114.9 |
7.8% |
29.3 |
2.0% |
16% |
False |
True |
179,353 |
20 |
1,577.4 |
1,445.0 |
132.4 |
8.9% |
23.1 |
1.6% |
27% |
False |
False |
156,235 |
40 |
1,577.4 |
1,382.4 |
195.0 |
13.2% |
21.3 |
1.4% |
51% |
False |
False |
111,034 |
60 |
1,577.4 |
1,353.1 |
224.3 |
15.1% |
19.6 |
1.3% |
57% |
False |
False |
76,520 |
80 |
1,577.4 |
1,310.9 |
266.5 |
18.0% |
19.7 |
1.3% |
64% |
False |
False |
58,544 |
100 |
1,577.4 |
1,310.9 |
266.5 |
18.0% |
19.0 |
1.3% |
64% |
False |
False |
47,253 |
120 |
1,577.4 |
1,310.9 |
266.5 |
18.0% |
19.5 |
1.3% |
64% |
False |
False |
39,875 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,775.4 |
2.618 |
1,678.1 |
1.618 |
1,618.5 |
1.000 |
1,581.7 |
0.618 |
1,558.9 |
HIGH |
1,522.1 |
0.618 |
1,499.3 |
0.500 |
1,492.3 |
0.382 |
1,485.3 |
LOW |
1,462.5 |
0.618 |
1,425.7 |
1.000 |
1,402.9 |
1.618 |
1,366.1 |
2.618 |
1,306.5 |
4.250 |
1,209.2 |
|
|
Fisher Pivots for day following 05-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,492.3 |
1,507.0 |
PP |
1,488.7 |
1,498.4 |
S1 |
1,485.0 |
1,489.9 |
|