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 |
7,599.5 |
7,525.0 |
-74.5 |
-1.0% |
7,306.5 |
High |
7,624.0 |
7,545.5 |
-78.5 |
-1.0% |
7,548.5 |
Low |
7,518.0 |
7,469.5 |
-48.5 |
-0.6% |
7,291.5 |
Close |
7,555.0 |
7,520.0 |
-35.0 |
-0.5% |
7,529.5 |
Range |
106.0 |
76.0 |
-30.0 |
-28.3% |
257.0 |
ATR |
104.2 |
102.9 |
-1.3 |
-1.3% |
0.0 |
Volume |
98,478 |
120,267 |
21,789 |
22.1% |
380,968 |
|
Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,739.7 |
7,705.8 |
7,561.8 |
|
R3 |
7,663.7 |
7,629.8 |
7,540.9 |
|
R2 |
7,587.7 |
7,587.7 |
7,533.9 |
|
R1 |
7,553.8 |
7,553.8 |
7,527.0 |
7,532.8 |
PP |
7,511.7 |
7,511.7 |
7,511.7 |
7,501.1 |
S1 |
7,477.8 |
7,477.8 |
7,513.0 |
7,456.8 |
S2 |
7,435.7 |
7,435.7 |
7,506.1 |
|
S3 |
7,359.7 |
7,401.8 |
7,499.1 |
|
S4 |
7,283.7 |
7,325.8 |
7,478.2 |
|
|
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 |
7,373.5 |
250.5 |
3.3% |
85.1 |
1.1% |
58% |
False |
False |
101,867 |
10 |
7,624.0 |
7,009.0 |
615.0 |
8.2% |
96.9 |
1.3% |
83% |
False |
False |
94,942 |
20 |
7,624.0 |
7,009.0 |
615.0 |
8.2% |
84.0 |
1.1% |
83% |
False |
False |
102,036 |
40 |
7,624.0 |
6,436.0 |
1,188.0 |
15.8% |
102.9 |
1.4% |
91% |
False |
False |
100,258 |
60 |
7,624.0 |
6,436.0 |
1,188.0 |
15.8% |
98.8 |
1.3% |
91% |
False |
False |
67,527 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
15.8% |
92.2 |
1.2% |
91% |
False |
False |
50,741 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
15.8% |
85.4 |
1.1% |
91% |
False |
False |
40,946 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
15.8% |
86.1 |
1.1% |
91% |
False |
False |
34,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,868.5 |
2.618 |
7,744.5 |
1.618 |
7,668.5 |
1.000 |
7,621.5 |
0.618 |
7,592.5 |
HIGH |
7,545.5 |
0.618 |
7,516.5 |
0.500 |
7,507.5 |
0.382 |
7,498.5 |
LOW |
7,469.5 |
0.618 |
7,422.5 |
1.000 |
7,393.5 |
1.618 |
7,346.5 |
2.618 |
7,270.5 |
4.250 |
7,146.5 |
|
|
Fisher Pivots for day following 03-May-2011 |
Pivot |
1 day |
3 day |
R1 |
7,515.8 |
7,546.8 |
PP |
7,511.7 |
7,537.8 |
S1 |
7,507.5 |
7,528.9 |
|