Trading Metrics calculated at close of trading on 06-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
Open |
7,428.5 |
7,387.5 |
-41.0 |
-0.6% |
7,599.5 |
High |
7,443.5 |
7,519.0 |
75.5 |
1.0% |
7,624.0 |
Low |
7,309.0 |
7,378.0 |
69.0 |
0.9% |
7,309.0 |
Close |
7,386.5 |
7,504.5 |
118.0 |
1.6% |
7,504.5 |
Range |
134.5 |
141.0 |
6.5 |
4.8% |
315.0 |
ATR |
110.5 |
112.6 |
2.2 |
2.0% |
0.0 |
Volume |
170,820 |
150,938 |
-19,882 |
-11.6% |
719,926 |
|
Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,890.2 |
7,838.3 |
7,582.1 |
|
R3 |
7,749.2 |
7,697.3 |
7,543.3 |
|
R2 |
7,608.2 |
7,608.2 |
7,530.4 |
|
R1 |
7,556.3 |
7,556.3 |
7,517.4 |
7,582.3 |
PP |
7,467.2 |
7,467.2 |
7,467.2 |
7,480.1 |
S1 |
7,415.3 |
7,415.3 |
7,491.6 |
7,441.3 |
S2 |
7,326.2 |
7,326.2 |
7,478.7 |
|
S3 |
7,185.2 |
7,274.3 |
7,465.7 |
|
S4 |
7,044.2 |
7,133.3 |
7,427.0 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,424.2 |
8,279.3 |
7,677.8 |
|
R3 |
8,109.2 |
7,964.3 |
7,591.1 |
|
R2 |
7,794.2 |
7,794.2 |
7,562.3 |
|
R1 |
7,649.3 |
7,649.3 |
7,533.4 |
7,564.3 |
PP |
7,479.2 |
7,479.2 |
7,479.2 |
7,436.6 |
S1 |
7,334.3 |
7,334.3 |
7,475.6 |
7,249.3 |
S2 |
7,164.2 |
7,164.2 |
7,446.8 |
|
S3 |
6,849.2 |
7,019.3 |
7,417.9 |
|
S4 |
6,534.2 |
6,704.3 |
7,331.3 |
|
|
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 |
4.2% |
128.1 |
1.7% |
62% |
False |
False |
143,985 |
10 |
7,624.0 |
7,291.5 |
332.5 |
4.4% |
102.7 |
1.4% |
64% |
False |
False |
119,348 |
20 |
7,624.0 |
7,009.0 |
615.0 |
8.2% |
97.2 |
1.3% |
81% |
False |
False |
110,759 |
40 |
7,624.0 |
6,436.0 |
1,188.0 |
15.8% |
104.4 |
1.4% |
90% |
False |
False |
112,248 |
60 |
7,624.0 |
6,436.0 |
1,188.0 |
15.8% |
103.7 |
1.4% |
90% |
False |
False |
75,853 |
80 |
7,624.0 |
6,436.0 |
1,188.0 |
15.8% |
93.9 |
1.3% |
90% |
False |
False |
56,997 |
100 |
7,624.0 |
6,436.0 |
1,188.0 |
15.8% |
88.5 |
1.2% |
90% |
False |
False |
45,906 |
120 |
7,624.0 |
6,436.0 |
1,188.0 |
15.8% |
87.9 |
1.2% |
90% |
False |
False |
38,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,118.3 |
2.618 |
7,888.1 |
1.618 |
7,747.1 |
1.000 |
7,660.0 |
0.618 |
7,606.1 |
HIGH |
7,519.0 |
0.618 |
7,465.1 |
0.500 |
7,448.5 |
0.382 |
7,431.9 |
LOW |
7,378.0 |
0.618 |
7,290.9 |
1.000 |
7,237.0 |
1.618 |
7,149.9 |
2.618 |
7,008.9 |
4.250 |
6,778.8 |
|
|
Fisher Pivots for day following 06-May-2011 |
Pivot |
1 day |
3 day |
R1 |
7,485.8 |
7,481.4 |
PP |
7,467.2 |
7,458.3 |
S1 |
7,448.5 |
7,435.3 |
|