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 |
7,479.0 |
7,428.5 |
-50.5 |
-0.7% |
7,306.5 |
High |
7,561.5 |
7,443.5 |
-118.0 |
-1.6% |
7,548.5 |
Low |
7,378.5 |
7,309.0 |
-69.5 |
-0.9% |
7,291.5 |
Close |
7,394.0 |
7,386.5 |
-7.5 |
-0.1% |
7,529.5 |
Range |
183.0 |
134.5 |
-48.5 |
-26.5% |
257.0 |
ATR |
108.6 |
110.5 |
1.8 |
1.7% |
0.0 |
Volume |
179,423 |
170,820 |
-8,603 |
-4.8% |
380,968 |
|
Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,783.2 |
7,719.3 |
7,460.5 |
|
R3 |
7,648.7 |
7,584.8 |
7,423.5 |
|
R2 |
7,514.2 |
7,514.2 |
7,411.2 |
|
R1 |
7,450.3 |
7,450.3 |
7,398.8 |
7,415.0 |
PP |
7,379.7 |
7,379.7 |
7,379.7 |
7,362.0 |
S1 |
7,315.8 |
7,315.8 |
7,374.2 |
7,280.5 |
S2 |
7,245.2 |
7,245.2 |
7,361.8 |
|
S3 |
7,110.7 |
7,181.3 |
7,349.5 |
|
S4 |
6,976.2 |
7,046.8 |
7,312.5 |
|
|
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 |
7,309.0 |
315.0 |
4.3% |
112.8 |
1.5% |
25% |
False |
True |
127,449 |
10 |
7,624.0 |
7,128.0 |
496.0 |
6.7% |
104.0 |
1.4% |
52% |
False |
False |
119,295 |
20 |
7,624.0 |
7,009.0 |
615.0 |
8.3% |
94.5 |
1.3% |
61% |
False |
False |
109,937 |
40 |
7,624.0 |
6,436.0 |
1,188.0 |
16.1% |
103.5 |
1.4% |
80% |
False |
False |
108,558 |
60 |
7,624.0 |
6,436.0 |
1,188.0 |
16.1% |
101.9 |
1.4% |
80% |
False |
False |
73,346 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
16.1% |
93.8 |
1.3% |
80% |
False |
False |
55,115 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
16.1% |
87.3 |
1.2% |
80% |
False |
False |
44,416 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
16.1% |
87.7 |
1.2% |
80% |
False |
False |
37,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,015.1 |
2.618 |
7,795.6 |
1.618 |
7,661.1 |
1.000 |
7,578.0 |
0.618 |
7,526.6 |
HIGH |
7,443.5 |
0.618 |
7,392.1 |
0.500 |
7,376.3 |
0.382 |
7,360.4 |
LOW |
7,309.0 |
0.618 |
7,225.9 |
1.000 |
7,174.5 |
1.618 |
7,091.4 |
2.618 |
6,956.9 |
4.250 |
6,737.4 |
|
|
Fisher Pivots for day following 05-May-2011 |
Pivot |
1 day |
3 day |
R1 |
7,383.1 |
7,435.3 |
PP |
7,379.7 |
7,419.0 |
S1 |
7,376.3 |
7,402.8 |
|