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 |
4,795.0 |
4,753.0 |
-42.0 |
-0.9% |
4,945.0 |
High |
4,801.0 |
4,767.0 |
-34.0 |
-0.7% |
4,951.0 |
Low |
4,769.0 |
4,719.0 |
-50.0 |
-1.0% |
4,796.0 |
Close |
4,784.0 |
4,725.0 |
-59.0 |
-1.2% |
4,808.0 |
Range |
32.0 |
48.0 |
16.0 |
50.0% |
155.0 |
ATR |
59.2 |
59.7 |
0.4 |
0.7% |
0.0 |
Volume |
35,296 |
38,900 |
3,604 |
10.2% |
99,477 |
|
Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,881.0 |
4,851.0 |
4,751.4 |
|
R3 |
4,833.0 |
4,803.0 |
4,738.2 |
|
R2 |
4,785.0 |
4,785.0 |
4,733.8 |
|
R1 |
4,755.0 |
4,755.0 |
4,729.4 |
4,746.0 |
PP |
4,737.0 |
4,737.0 |
4,737.0 |
4,732.5 |
S1 |
4,707.0 |
4,707.0 |
4,720.6 |
4,698.0 |
S2 |
4,689.0 |
4,689.0 |
4,716.2 |
|
S3 |
4,641.0 |
4,659.0 |
4,711.8 |
|
S4 |
4,593.0 |
4,611.0 |
4,698.6 |
|
|
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 |
4,924.0 |
4,719.0 |
205.0 |
4.3% |
60.8 |
1.3% |
3% |
False |
True |
37,054 |
10 |
4,951.0 |
4,719.0 |
232.0 |
4.9% |
54.2 |
1.1% |
3% |
False |
True |
34,658 |
20 |
5,001.0 |
4,719.0 |
282.0 |
6.0% |
48.3 |
1.0% |
2% |
False |
True |
32,977 |
40 |
5,001.0 |
4,484.0 |
517.0 |
10.9% |
54.1 |
1.1% |
47% |
False |
False |
32,486 |
60 |
5,001.0 |
4,484.0 |
517.0 |
10.9% |
40.7 |
0.9% |
47% |
False |
False |
21,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,971.0 |
2.618 |
4,892.7 |
1.618 |
4,844.7 |
1.000 |
4,815.0 |
0.618 |
4,796.7 |
HIGH |
4,767.0 |
0.618 |
4,748.7 |
0.500 |
4,743.0 |
0.382 |
4,737.3 |
LOW |
4,719.0 |
0.618 |
4,689.3 |
1.000 |
4,671.0 |
1.618 |
4,641.3 |
2.618 |
4,593.3 |
4.250 |
4,515.0 |
|
|
Fisher Pivots for day following 04-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4,743.0 |
4,780.0 |
PP |
4,737.0 |
4,761.7 |
S1 |
4,731.0 |
4,743.3 |
|