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 |
1,543.5 |
1,537.4 |
-6.1 |
-0.4% |
1,510.7 |
High |
1,552.0 |
1,544.7 |
-7.3 |
-0.5% |
1,570.0 |
Low |
1,517.4 |
1,506.9 |
-10.5 |
-0.7% |
1,494.5 |
Close |
1,541.7 |
1,516.5 |
-25.2 |
-1.6% |
1,557.7 |
Range |
34.6 |
37.8 |
3.2 |
9.2% |
75.5 |
ATR |
21.4 |
22.5 |
1.2 |
5.5% |
0.0 |
Volume |
5,841 |
6,634 |
793 |
13.6% |
34,527 |
|
Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,636.1 |
1,614.1 |
1,537.3 |
|
R3 |
1,598.3 |
1,576.3 |
1,526.9 |
|
R2 |
1,560.5 |
1,560.5 |
1,523.4 |
|
R1 |
1,538.5 |
1,538.5 |
1,520.0 |
1,530.6 |
PP |
1,522.7 |
1,522.7 |
1,522.7 |
1,518.8 |
S1 |
1,500.7 |
1,500.7 |
1,513.0 |
1,492.8 |
S2 |
1,484.9 |
1,484.9 |
1,509.6 |
|
S3 |
1,447.1 |
1,462.9 |
1,506.1 |
|
S4 |
1,409.3 |
1,425.1 |
1,495.7 |
|
|
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 |
1,506.9 |
70.8 |
4.7% |
31.7 |
2.1% |
14% |
False |
True |
6,625 |
10 |
1,577.7 |
1,494.5 |
83.2 |
5.5% |
23.5 |
1.6% |
26% |
False |
False |
6,473 |
20 |
1,577.7 |
1,446.2 |
131.5 |
8.7% |
19.8 |
1.3% |
53% |
False |
False |
6,095 |
40 |
1,577.7 |
1,389.8 |
187.9 |
12.4% |
18.5 |
1.2% |
67% |
False |
False |
4,037 |
60 |
1,577.7 |
1,351.8 |
225.9 |
14.9% |
16.8 |
1.1% |
73% |
False |
False |
3,179 |
80 |
1,577.7 |
1,314.2 |
263.5 |
17.4% |
17.0 |
1.1% |
77% |
False |
False |
2,636 |
100 |
1,577.7 |
1,314.2 |
263.5 |
17.4% |
16.0 |
1.1% |
77% |
False |
False |
2,178 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.4% |
16.1 |
1.1% |
77% |
False |
False |
1,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,705.4 |
2.618 |
1,643.7 |
1.618 |
1,605.9 |
1.000 |
1,582.5 |
0.618 |
1,568.1 |
HIGH |
1,544.7 |
0.618 |
1,530.3 |
0.500 |
1,525.8 |
0.382 |
1,521.3 |
LOW |
1,506.9 |
0.618 |
1,483.5 |
1.000 |
1,469.1 |
1.618 |
1,445.7 |
2.618 |
1,407.9 |
4.250 |
1,346.3 |
|
|
Fisher Pivots for day following 04-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,525.8 |
1,542.3 |
PP |
1,522.7 |
1,533.7 |
S1 |
1,519.6 |
1,525.1 |
|