Trading Metrics calculated at close of trading on 05-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
Open |
4,753.0 |
4,701.0 |
-52.0 |
-1.1% |
4,945.0 |
High |
4,767.0 |
4,756.0 |
-11.0 |
-0.2% |
4,951.0 |
Low |
4,719.0 |
4,700.0 |
-19.0 |
-0.4% |
4,796.0 |
Close |
4,725.0 |
4,751.0 |
26.0 |
0.6% |
4,808.0 |
Range |
48.0 |
56.0 |
8.0 |
16.7% |
155.0 |
ATR |
59.7 |
59.4 |
-0.3 |
-0.4% |
0.0 |
Volume |
38,900 |
30,726 |
-8,174 |
-21.0% |
99,477 |
|
Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,903.7 |
4,883.3 |
4,781.8 |
|
R3 |
4,847.7 |
4,827.3 |
4,766.4 |
|
R2 |
4,791.7 |
4,791.7 |
4,761.3 |
|
R1 |
4,771.3 |
4,771.3 |
4,756.1 |
4,781.5 |
PP |
4,735.7 |
4,735.7 |
4,735.7 |
4,740.8 |
S1 |
4,715.3 |
4,715.3 |
4,745.9 |
4,725.5 |
S2 |
4,679.7 |
4,679.7 |
4,740.7 |
|
S3 |
4,623.7 |
4,659.3 |
4,735.6 |
|
S4 |
4,567.7 |
4,603.3 |
4,720.2 |
|
|
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 |
4,891.0 |
4,700.0 |
191.0 |
4.0% |
61.6 |
1.3% |
27% |
False |
True |
38,101 |
10 |
4,951.0 |
4,700.0 |
251.0 |
5.3% |
55.4 |
1.2% |
20% |
False |
True |
34,628 |
20 |
5,001.0 |
4,700.0 |
301.0 |
6.3% |
50.0 |
1.1% |
17% |
False |
True |
33,360 |
40 |
5,001.0 |
4,484.0 |
517.0 |
10.9% |
54.2 |
1.1% |
52% |
False |
False |
33,236 |
60 |
5,001.0 |
4,484.0 |
517.0 |
10.9% |
41.6 |
0.9% |
52% |
False |
False |
22,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,994.0 |
2.618 |
4,902.6 |
1.618 |
4,846.6 |
1.000 |
4,812.0 |
0.618 |
4,790.6 |
HIGH |
4,756.0 |
0.618 |
4,734.6 |
0.500 |
4,728.0 |
0.382 |
4,721.4 |
LOW |
4,700.0 |
0.618 |
4,665.4 |
1.000 |
4,644.0 |
1.618 |
4,609.4 |
2.618 |
4,553.4 |
4.250 |
4,462.0 |
|
|
Fisher Pivots for day following 05-May-2011 |
Pivot |
1 day |
3 day |
R1 |
4,743.3 |
4,750.8 |
PP |
4,735.7 |
4,750.7 |
S1 |
4,728.0 |
4,750.5 |
|