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 |
1,355.00 |
1,363.25 |
8.25 |
0.6% |
1,330.50 |
High |
1,363.75 |
1,373.50 |
9.75 |
0.7% |
1,363.75 |
Low |
1,352.75 |
1,354.75 |
2.00 |
0.1% |
1,327.25 |
Close |
1,359.75 |
1,357.75 |
-2.00 |
-0.1% |
1,359.75 |
Range |
11.00 |
18.75 |
7.75 |
70.5% |
36.50 |
ATR |
15.14 |
15.40 |
0.26 |
1.7% |
0.00 |
Volume |
1,270,478 |
1,707,040 |
436,562 |
34.4% |
7,019,679 |
|
Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,418.25 |
1,406.75 |
1,368.00 |
|
R3 |
1,399.50 |
1,388.00 |
1,363.00 |
|
R2 |
1,380.75 |
1,380.75 |
1,361.25 |
|
R1 |
1,369.25 |
1,369.25 |
1,359.50 |
1,365.50 |
PP |
1,362.00 |
1,362.00 |
1,362.00 |
1,360.25 |
S1 |
1,350.50 |
1,350.50 |
1,356.00 |
1,347.00 |
S2 |
1,343.25 |
1,343.25 |
1,354.25 |
|
S3 |
1,324.50 |
1,331.75 |
1,352.50 |
|
S4 |
1,305.75 |
1,313.00 |
1,347.50 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,459.75 |
1,446.25 |
1,379.75 |
|
R3 |
1,423.25 |
1,409.75 |
1,369.75 |
|
R2 |
1,386.75 |
1,386.75 |
1,366.50 |
|
R1 |
1,373.25 |
1,373.25 |
1,363.00 |
1,380.00 |
PP |
1,350.25 |
1,350.25 |
1,350.25 |
1,353.50 |
S1 |
1,336.75 |
1,336.75 |
1,356.50 |
1,343.50 |
S2 |
1,313.75 |
1,313.75 |
1,353.00 |
|
S3 |
1,277.25 |
1,300.25 |
1,349.75 |
|
S4 |
1,240.75 |
1,263.75 |
1,339.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,373.50 |
1,328.00 |
45.50 |
3.4% |
14.75 |
1.1% |
65% |
True |
False |
1,490,129 |
10 |
1,373.50 |
1,290.50 |
83.00 |
6.1% |
15.75 |
1.2% |
81% |
True |
False |
1,565,122 |
20 |
1,373.50 |
1,290.50 |
83.00 |
6.1% |
14.50 |
1.1% |
81% |
True |
False |
1,666,444 |
40 |
1,373.50 |
1,241.25 |
132.25 |
9.7% |
17.25 |
1.3% |
88% |
True |
False |
1,740,894 |
60 |
1,373.50 |
1,241.25 |
132.25 |
9.7% |
17.00 |
1.2% |
88% |
True |
False |
1,162,847 |
80 |
1,373.50 |
1,241.25 |
132.25 |
9.7% |
16.25 |
1.2% |
88% |
True |
False |
872,475 |
100 |
1,373.50 |
1,208.00 |
165.50 |
12.2% |
14.75 |
1.1% |
90% |
True |
False |
698,065 |
120 |
1,373.50 |
1,161.50 |
212.00 |
15.6% |
15.00 |
1.1% |
93% |
True |
False |
581,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,453.25 |
2.618 |
1,422.50 |
1.618 |
1,403.75 |
1.000 |
1,392.25 |
0.618 |
1,385.00 |
HIGH |
1,373.50 |
0.618 |
1,366.25 |
0.500 |
1,364.00 |
0.382 |
1,362.00 |
LOW |
1,354.75 |
0.618 |
1,343.25 |
1.000 |
1,336.00 |
1.618 |
1,324.50 |
2.618 |
1,305.75 |
4.250 |
1,275.00 |
|
|
Fisher Pivots for day following 02-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,364.00 |
1,360.00 |
PP |
1,362.00 |
1,359.25 |
S1 |
1,360.00 |
1,358.50 |
|