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 |
7,525.0 |
7,479.0 |
-46.0 |
-0.6% |
7,306.5 |
High |
7,545.5 |
7,561.5 |
16.0 |
0.2% |
7,548.5 |
Low |
7,469.5 |
7,378.5 |
-91.0 |
-1.2% |
7,291.5 |
Close |
7,520.0 |
7,394.0 |
-126.0 |
-1.7% |
7,529.5 |
Range |
76.0 |
183.0 |
107.0 |
140.8% |
257.0 |
ATR |
102.9 |
108.6 |
5.7 |
5.6% |
0.0 |
Volume |
120,267 |
179,423 |
59,156 |
49.2% |
380,968 |
|
Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,993.7 |
7,876.8 |
7,494.7 |
|
R3 |
7,810.7 |
7,693.8 |
7,444.3 |
|
R2 |
7,627.7 |
7,627.7 |
7,427.6 |
|
R1 |
7,510.8 |
7,510.8 |
7,410.8 |
7,477.8 |
PP |
7,444.7 |
7,444.7 |
7,444.7 |
7,428.1 |
S1 |
7,327.8 |
7,327.8 |
7,377.2 |
7,294.8 |
S2 |
7,261.7 |
7,261.7 |
7,360.5 |
|
S3 |
7,078.7 |
7,144.8 |
7,343.7 |
|
S4 |
6,895.7 |
6,961.8 |
7,293.4 |
|
|
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 |
7,378.5 |
245.5 |
3.3% |
100.6 |
1.4% |
6% |
False |
True |
115,852 |
10 |
7,624.0 |
7,043.5 |
580.5 |
7.9% |
96.0 |
1.3% |
60% |
False |
False |
112,884 |
20 |
7,624.0 |
7,009.0 |
615.0 |
8.3% |
91.3 |
1.2% |
63% |
False |
False |
106,745 |
40 |
7,624.0 |
6,436.0 |
1,188.0 |
16.1% |
104.0 |
1.4% |
81% |
False |
False |
104,641 |
60 |
7,624.0 |
6,436.0 |
1,188.0 |
16.1% |
100.6 |
1.4% |
81% |
False |
False |
70,510 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
16.1% |
93.2 |
1.3% |
81% |
False |
False |
52,982 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
16.1% |
86.5 |
1.2% |
81% |
False |
False |
42,732 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
16.1% |
87.3 |
1.2% |
81% |
False |
False |
35,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,339.3 |
2.618 |
8,040.6 |
1.618 |
7,857.6 |
1.000 |
7,744.5 |
0.618 |
7,674.6 |
HIGH |
7,561.5 |
0.618 |
7,491.6 |
0.500 |
7,470.0 |
0.382 |
7,448.4 |
LOW |
7,378.5 |
0.618 |
7,265.4 |
1.000 |
7,195.5 |
1.618 |
7,082.4 |
2.618 |
6,899.4 |
4.250 |
6,600.8 |
|
|
Fisher Pivots for day following 04-May-2011 |
Pivot |
1 day |
3 day |
R1 |
7,470.0 |
7,501.3 |
PP |
7,444.7 |
7,465.5 |
S1 |
7,419.3 |
7,429.8 |
|