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 |
1,565.6 |
1,543.5 |
-22.1 |
-1.4% |
1,510.7 |
High |
1,577.7 |
1,552.0 |
-25.7 |
-1.6% |
1,570.0 |
Low |
1,542.4 |
1,517.4 |
-25.0 |
-1.6% |
1,494.5 |
Close |
1,558.4 |
1,541.7 |
-16.7 |
-1.1% |
1,557.7 |
Range |
35.3 |
34.6 |
-0.7 |
-2.0% |
75.5 |
ATR |
19.8 |
21.4 |
1.5 |
7.6% |
0.0 |
Volume |
7,076 |
5,841 |
-1,235 |
-17.5% |
34,527 |
|
Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,640.8 |
1,625.9 |
1,560.7 |
|
R3 |
1,606.2 |
1,591.3 |
1,551.2 |
|
R2 |
1,571.6 |
1,571.6 |
1,548.0 |
|
R1 |
1,556.7 |
1,556.7 |
1,544.9 |
1,546.9 |
PP |
1,537.0 |
1,537.0 |
1,537.0 |
1,532.1 |
S1 |
1,522.1 |
1,522.1 |
1,538.5 |
1,512.3 |
S2 |
1,502.4 |
1,502.4 |
1,535.4 |
|
S3 |
1,467.8 |
1,487.5 |
1,532.2 |
|
S4 |
1,433.2 |
1,452.9 |
1,522.7 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,767.2 |
1,738.0 |
1,599.2 |
|
R3 |
1,691.7 |
1,662.5 |
1,578.5 |
|
R2 |
1,616.2 |
1,616.2 |
1,571.5 |
|
R1 |
1,587.0 |
1,587.0 |
1,564.6 |
1,601.6 |
PP |
1,540.7 |
1,540.7 |
1,540.7 |
1,548.1 |
S1 |
1,511.5 |
1,511.5 |
1,550.8 |
1,526.1 |
S2 |
1,465.2 |
1,465.2 |
1,543.9 |
|
S3 |
1,389.7 |
1,436.0 |
1,536.9 |
|
S4 |
1,314.2 |
1,360.5 |
1,516.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,577.7 |
1,505.2 |
72.5 |
4.7% |
29.4 |
1.9% |
50% |
False |
False |
6,190 |
10 |
1,577.7 |
1,489.5 |
88.2 |
5.7% |
20.9 |
1.4% |
59% |
False |
False |
6,185 |
20 |
1,577.7 |
1,433.1 |
144.6 |
9.4% |
19.2 |
1.2% |
75% |
False |
False |
5,858 |
40 |
1,577.7 |
1,389.8 |
187.9 |
12.2% |
17.9 |
1.2% |
81% |
False |
False |
3,905 |
60 |
1,577.7 |
1,347.4 |
230.3 |
14.9% |
16.3 |
1.1% |
84% |
False |
False |
3,104 |
80 |
1,577.7 |
1,314.2 |
263.5 |
17.1% |
16.7 |
1.1% |
86% |
False |
False |
2,563 |
100 |
1,577.7 |
1,314.2 |
263.5 |
17.1% |
15.7 |
1.0% |
86% |
False |
False |
2,118 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.1% |
16.0 |
1.0% |
86% |
False |
False |
1,848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,699.1 |
2.618 |
1,642.6 |
1.618 |
1,608.0 |
1.000 |
1,586.6 |
0.618 |
1,573.4 |
HIGH |
1,552.0 |
0.618 |
1,538.8 |
0.500 |
1,534.7 |
0.382 |
1,530.6 |
LOW |
1,517.4 |
0.618 |
1,496.0 |
1.000 |
1,482.8 |
1.618 |
1,461.4 |
2.618 |
1,426.8 |
4.250 |
1,370.4 |
|
|
Fisher Pivots for day following 03-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,539.4 |
1,547.6 |
PP |
1,537.0 |
1,545.6 |
S1 |
1,534.7 |
1,543.7 |
|