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 |
1,517.7 |
1,475.4 |
-42.3 |
-2.8% |
1,565.6 |
High |
1,523.3 |
1,499.5 |
-23.8 |
-1.6% |
1,577.7 |
Low |
1,464.1 |
1,473.4 |
9.3 |
0.6% |
1,464.1 |
Close |
1,482.6 |
1,492.9 |
10.3 |
0.7% |
1,492.9 |
Range |
59.2 |
26.1 |
-33.1 |
-55.9% |
113.6 |
ATR |
25.1 |
25.2 |
0.1 |
0.3% |
0.0 |
Volume |
16,150 |
18,311 |
2,161 |
13.4% |
54,012 |
|
Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,566.9 |
1,556.0 |
1,507.3 |
|
R3 |
1,540.8 |
1,529.9 |
1,500.1 |
|
R2 |
1,514.7 |
1,514.7 |
1,497.7 |
|
R1 |
1,503.8 |
1,503.8 |
1,495.3 |
1,509.3 |
PP |
1,488.6 |
1,488.6 |
1,488.6 |
1,491.3 |
S1 |
1,477.7 |
1,477.7 |
1,490.5 |
1,483.2 |
S2 |
1,462.5 |
1,462.5 |
1,488.1 |
|
S3 |
1,436.4 |
1,451.6 |
1,485.7 |
|
S4 |
1,410.3 |
1,425.5 |
1,478.5 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,852.4 |
1,786.2 |
1,555.4 |
|
R3 |
1,738.8 |
1,672.6 |
1,524.1 |
|
R2 |
1,625.2 |
1,625.2 |
1,513.7 |
|
R1 |
1,559.0 |
1,559.0 |
1,503.3 |
1,535.3 |
PP |
1,511.6 |
1,511.6 |
1,511.6 |
1,499.7 |
S1 |
1,445.4 |
1,445.4 |
1,482.5 |
1,421.7 |
S2 |
1,398.0 |
1,398.0 |
1,472.1 |
|
S3 |
1,284.4 |
1,331.8 |
1,461.7 |
|
S4 |
1,170.8 |
1,218.2 |
1,430.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,577.7 |
1,464.1 |
113.6 |
7.6% |
38.6 |
2.6% |
25% |
False |
False |
10,802 |
10 |
1,577.7 |
1,464.1 |
113.6 |
7.6% |
30.1 |
2.0% |
25% |
False |
False |
8,853 |
20 |
1,577.7 |
1,446.2 |
131.5 |
8.8% |
23.0 |
1.5% |
36% |
False |
False |
7,151 |
40 |
1,577.7 |
1,389.8 |
187.9 |
12.6% |
19.7 |
1.3% |
55% |
False |
False |
4,777 |
60 |
1,577.7 |
1,356.3 |
221.4 |
14.8% |
17.8 |
1.2% |
62% |
False |
False |
3,683 |
80 |
1,577.7 |
1,314.2 |
263.5 |
17.7% |
17.8 |
1.2% |
68% |
False |
False |
3,047 |
100 |
1,577.7 |
1,314.2 |
263.5 |
17.7% |
16.6 |
1.1% |
68% |
False |
False |
2,517 |
120 |
1,577.7 |
1,314.2 |
263.5 |
17.7% |
16.5 |
1.1% |
68% |
False |
False |
2,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,610.4 |
2.618 |
1,567.8 |
1.618 |
1,541.7 |
1.000 |
1,525.6 |
0.618 |
1,515.6 |
HIGH |
1,499.5 |
0.618 |
1,489.5 |
0.500 |
1,486.5 |
0.382 |
1,483.4 |
LOW |
1,473.4 |
0.618 |
1,457.3 |
1.000 |
1,447.3 |
1.618 |
1,431.2 |
2.618 |
1,405.1 |
4.250 |
1,362.5 |
|
|
Fisher Pivots for day following 06-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,490.8 |
1,504.4 |
PP |
1,488.6 |
1,500.6 |
S1 |
1,486.5 |
1,496.7 |
|