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 |
4,835.0 |
4,795.0 |
-40.0 |
-0.8% |
4,945.0 |
High |
4,841.0 |
4,801.0 |
-40.0 |
-0.8% |
4,951.0 |
Low |
4,764.0 |
4,769.0 |
5.0 |
0.1% |
4,796.0 |
Close |
4,818.0 |
4,784.0 |
-34.0 |
-0.7% |
4,808.0 |
Range |
77.0 |
32.0 |
-45.0 |
-58.4% |
155.0 |
ATR |
60.0 |
59.2 |
-0.8 |
-1.3% |
0.0 |
Volume |
43,455 |
35,296 |
-8,159 |
-18.8% |
99,477 |
|
Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,880.7 |
4,864.3 |
4,801.6 |
|
R3 |
4,848.7 |
4,832.3 |
4,792.8 |
|
R2 |
4,816.7 |
4,816.7 |
4,789.9 |
|
R1 |
4,800.3 |
4,800.3 |
4,786.9 |
4,792.5 |
PP |
4,784.7 |
4,784.7 |
4,784.7 |
4,780.8 |
S1 |
4,768.3 |
4,768.3 |
4,781.1 |
4,760.5 |
S2 |
4,752.7 |
4,752.7 |
4,778.1 |
|
S3 |
4,720.7 |
4,736.3 |
4,775.2 |
|
S4 |
4,688.7 |
4,704.3 |
4,766.4 |
|
|
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% |
67.2 |
1.4% |
11% |
False |
False |
35,645 |
10 |
4,951.0 |
4,764.0 |
187.0 |
3.9% |
53.7 |
1.1% |
11% |
False |
False |
33,565 |
20 |
5,001.0 |
4,764.0 |
237.0 |
5.0% |
48.2 |
1.0% |
8% |
False |
False |
32,399 |
40 |
5,001.0 |
4,484.0 |
517.0 |
10.8% |
53.6 |
1.1% |
58% |
False |
False |
31,523 |
60 |
5,001.0 |
4,484.0 |
517.0 |
10.8% |
39.9 |
0.8% |
58% |
False |
False |
21,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,937.0 |
2.618 |
4,884.8 |
1.618 |
4,852.8 |
1.000 |
4,833.0 |
0.618 |
4,820.8 |
HIGH |
4,801.0 |
0.618 |
4,788.8 |
0.500 |
4,785.0 |
0.382 |
4,781.2 |
LOW |
4,769.0 |
0.618 |
4,749.2 |
1.000 |
4,737.0 |
1.618 |
4,717.2 |
2.618 |
4,685.2 |
4.250 |
4,633.0 |
|
|
Fisher Pivots for day following 03-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4,785.0 |
4,827.5 |
PP |
4,784.7 |
4,813.0 |
S1 |
4,784.3 |
4,798.5 |
|