Trading Metrics calculated at close of trading on 02-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
Open |
4,882.0 |
4,835.0 |
-47.0 |
-1.0% |
4,945.0 |
High |
4,891.0 |
4,841.0 |
-50.0 |
-1.0% |
4,951.0 |
Low |
4,796.0 |
4,764.0 |
-32.0 |
-0.7% |
4,796.0 |
Close |
4,808.0 |
4,818.0 |
10.0 |
0.2% |
4,808.0 |
Range |
95.0 |
77.0 |
-18.0 |
-18.9% |
155.0 |
ATR |
58.7 |
60.0 |
1.3 |
2.2% |
0.0 |
Volume |
42,131 |
43,455 |
1,324 |
3.1% |
99,477 |
|
Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,038.7 |
5,005.3 |
4,860.4 |
|
R3 |
4,961.7 |
4,928.3 |
4,839.2 |
|
R2 |
4,884.7 |
4,884.7 |
4,832.1 |
|
R1 |
4,851.3 |
4,851.3 |
4,825.1 |
4,829.5 |
PP |
4,807.7 |
4,807.7 |
4,807.7 |
4,796.8 |
S1 |
4,774.3 |
4,774.3 |
4,810.9 |
4,752.5 |
S2 |
4,730.7 |
4,730.7 |
4,803.9 |
|
S3 |
4,653.7 |
4,697.3 |
4,796.8 |
|
S4 |
4,576.7 |
4,620.3 |
4,775.7 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,316.7 |
5,217.3 |
4,893.3 |
|
R3 |
5,161.7 |
5,062.3 |
4,850.6 |
|
R2 |
5,006.7 |
5,006.7 |
4,836.4 |
|
R1 |
4,907.3 |
4,907.3 |
4,822.2 |
4,879.5 |
PP |
4,851.7 |
4,851.7 |
4,851.7 |
4,837.8 |
S1 |
4,752.3 |
4,752.3 |
4,793.8 |
4,724.5 |
S2 |
4,696.7 |
4,696.7 |
4,779.6 |
|
S3 |
4,541.7 |
4,597.3 |
4,765.4 |
|
S4 |
4,386.7 |
4,442.3 |
4,722.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,951.0 |
4,764.0 |
187.0 |
3.9% |
66.6 |
1.4% |
29% |
False |
True |
33,781 |
10 |
4,951.0 |
4,764.0 |
187.0 |
3.9% |
55.1 |
1.1% |
29% |
False |
True |
33,197 |
20 |
5,001.0 |
4,764.0 |
237.0 |
4.9% |
48.5 |
1.0% |
23% |
False |
True |
32,454 |
40 |
5,001.0 |
4,484.0 |
517.0 |
10.7% |
53.3 |
1.1% |
65% |
False |
False |
30,643 |
60 |
5,001.0 |
4,484.0 |
517.0 |
10.7% |
39.3 |
0.8% |
65% |
False |
False |
20,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,168.3 |
2.618 |
5,042.6 |
1.618 |
4,965.6 |
1.000 |
4,918.0 |
0.618 |
4,888.6 |
HIGH |
4,841.0 |
0.618 |
4,811.6 |
0.500 |
4,802.5 |
0.382 |
4,793.4 |
LOW |
4,764.0 |
0.618 |
4,716.4 |
1.000 |
4,687.0 |
1.618 |
4,639.4 |
2.618 |
4,562.4 |
4.250 |
4,436.8 |
|
|
Fisher Pivots for day following 02-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4,812.8 |
4,844.0 |
PP |
4,807.7 |
4,835.3 |
S1 |
4,802.5 |
4,826.7 |
|