Trading Metrics calculated at close of trading on 06-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,517.0 |
1,475.9 |
-41.1 |
-2.7% |
1,566.8 |
High |
1,522.1 |
1,498.5 |
-23.6 |
-1.6% |
1,577.4 |
Low |
1,462.5 |
1,471.1 |
8.6 |
0.6% |
1,462.5 |
Close |
1,481.4 |
1,491.6 |
10.2 |
0.7% |
1,491.6 |
Range |
59.6 |
27.4 |
-32.2 |
-54.0% |
114.9 |
ATR |
26.1 |
26.2 |
0.1 |
0.4% |
0.0 |
Volume |
310,054 |
248,768 |
-61,286 |
-19.8% |
1,188,831 |
|
Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,569.3 |
1,557.8 |
1,506.7 |
|
R3 |
1,541.9 |
1,530.4 |
1,499.1 |
|
R2 |
1,514.5 |
1,514.5 |
1,496.6 |
|
R1 |
1,503.0 |
1,503.0 |
1,494.1 |
1,508.8 |
PP |
1,487.1 |
1,487.1 |
1,487.1 |
1,489.9 |
S1 |
1,475.6 |
1,475.6 |
1,489.1 |
1,481.4 |
S2 |
1,459.7 |
1,459.7 |
1,486.6 |
|
S3 |
1,432.3 |
1,448.2 |
1,484.1 |
|
S4 |
1,404.9 |
1,420.8 |
1,476.5 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,855.2 |
1,788.3 |
1,554.8 |
|
R3 |
1,740.3 |
1,673.4 |
1,523.2 |
|
R2 |
1,625.4 |
1,625.4 |
1,512.7 |
|
R1 |
1,558.5 |
1,558.5 |
1,502.1 |
1,534.5 |
PP |
1,510.5 |
1,510.5 |
1,510.5 |
1,498.5 |
S1 |
1,443.6 |
1,443.6 |
1,481.1 |
1,419.6 |
S2 |
1,395.6 |
1,395.6 |
1,470.5 |
|
S3 |
1,280.7 |
1,328.7 |
1,460.0 |
|
S4 |
1,165.8 |
1,213.8 |
1,428.4 |
|
|
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 |
7.7% |
39.5 |
2.6% |
25% |
False |
False |
237,766 |
10 |
1,577.4 |
1,462.5 |
114.9 |
7.7% |
31.1 |
2.1% |
25% |
False |
False |
192,943 |
20 |
1,577.4 |
1,445.0 |
132.4 |
8.9% |
23.9 |
1.6% |
35% |
False |
False |
163,499 |
40 |
1,577.4 |
1,382.4 |
195.0 |
13.1% |
21.3 |
1.4% |
56% |
False |
False |
116,864 |
60 |
1,577.4 |
1,353.1 |
224.3 |
15.0% |
19.9 |
1.3% |
62% |
False |
False |
80,620 |
80 |
1,577.4 |
1,310.9 |
266.5 |
17.9% |
19.9 |
1.3% |
68% |
False |
False |
61,610 |
100 |
1,577.4 |
1,310.9 |
266.5 |
17.9% |
19.1 |
1.3% |
68% |
False |
False |
49,719 |
120 |
1,577.4 |
1,310.9 |
266.5 |
17.9% |
19.4 |
1.3% |
68% |
False |
False |
41,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,615.0 |
2.618 |
1,570.2 |
1.618 |
1,542.8 |
1.000 |
1,525.9 |
0.618 |
1,515.4 |
HIGH |
1,498.5 |
0.618 |
1,488.0 |
0.500 |
1,484.8 |
0.382 |
1,481.6 |
LOW |
1,471.1 |
0.618 |
1,454.2 |
1.000 |
1,443.7 |
1.618 |
1,426.8 |
2.618 |
1,399.4 |
4.250 |
1,354.7 |
|
|
Fisher Pivots for day following 06-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,489.3 |
1,503.0 |
PP |
1,487.1 |
1,499.2 |
S1 |
1,484.8 |
1,495.4 |
|