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 |
7,495.5 |
7,599.5 |
104.0 |
1.4% |
7,306.5 |
High |
7,548.5 |
7,624.0 |
75.5 |
1.0% |
7,548.5 |
Low |
7,484.0 |
7,518.0 |
34.0 |
0.5% |
7,291.5 |
Close |
7,529.5 |
7,555.0 |
25.5 |
0.3% |
7,529.5 |
Range |
64.5 |
106.0 |
41.5 |
64.3% |
257.0 |
ATR |
104.1 |
104.2 |
0.1 |
0.1% |
0.0 |
Volume |
68,261 |
98,478 |
30,217 |
44.3% |
380,968 |
|
Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,883.7 |
7,825.3 |
7,613.3 |
|
R3 |
7,777.7 |
7,719.3 |
7,584.2 |
|
R2 |
7,671.7 |
7,671.7 |
7,574.4 |
|
R1 |
7,613.3 |
7,613.3 |
7,564.7 |
7,589.5 |
PP |
7,565.7 |
7,565.7 |
7,565.7 |
7,553.8 |
S1 |
7,507.3 |
7,507.3 |
7,545.3 |
7,483.5 |
S2 |
7,459.7 |
7,459.7 |
7,535.6 |
|
S3 |
7,353.7 |
7,401.3 |
7,525.9 |
|
S4 |
7,247.7 |
7,295.3 |
7,496.7 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,227.5 |
8,135.5 |
7,670.9 |
|
R3 |
7,970.5 |
7,878.5 |
7,600.2 |
|
R2 |
7,713.5 |
7,713.5 |
7,576.6 |
|
R1 |
7,621.5 |
7,621.5 |
7,553.1 |
7,667.5 |
PP |
7,456.5 |
7,456.5 |
7,456.5 |
7,479.5 |
S1 |
7,364.5 |
7,364.5 |
7,505.9 |
7,410.5 |
S2 |
7,199.5 |
7,199.5 |
7,482.4 |
|
S3 |
6,942.5 |
7,107.5 |
7,458.8 |
|
S4 |
6,685.5 |
6,850.5 |
7,388.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,624.0 |
7,291.5 |
332.5 |
4.4% |
90.2 |
1.2% |
79% |
True |
False |
95,889 |
10 |
7,624.0 |
7,009.0 |
615.0 |
8.1% |
94.5 |
1.3% |
89% |
True |
False |
82,915 |
20 |
7,624.0 |
7,009.0 |
615.0 |
8.1% |
86.4 |
1.1% |
89% |
True |
False |
102,118 |
40 |
7,624.0 |
6,436.0 |
1,188.0 |
15.7% |
105.5 |
1.4% |
94% |
True |
False |
97,613 |
60 |
7,624.0 |
6,436.0 |
1,188.0 |
15.7% |
98.2 |
1.3% |
94% |
True |
False |
65,525 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
15.7% |
92.3 |
1.2% |
94% |
True |
False |
49,240 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
15.7% |
85.1 |
1.1% |
94% |
True |
False |
39,760 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
15.7% |
85.9 |
1.1% |
94% |
True |
False |
33,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,074.5 |
2.618 |
7,901.5 |
1.618 |
7,795.5 |
1.000 |
7,730.0 |
0.618 |
7,689.5 |
HIGH |
7,624.0 |
0.618 |
7,583.5 |
0.500 |
7,571.0 |
0.382 |
7,558.5 |
LOW |
7,518.0 |
0.618 |
7,452.5 |
1.000 |
7,412.0 |
1.618 |
7,346.5 |
2.618 |
7,240.5 |
4.250 |
7,067.5 |
|
|
Fisher Pivots for day following 02-May-2011 |
Pivot |
1 day |
3 day |
R1 |
7,571.0 |
7,547.8 |
PP |
7,565.7 |
7,540.5 |
S1 |
7,560.3 |
7,533.3 |
|