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 |
1,363.25 |
1,357.75 |
-5.50 |
-0.4% |
1,330.50 |
High |
1,373.50 |
1,358.50 |
-15.00 |
-1.1% |
1,363.75 |
Low |
1,354.75 |
1,345.75 |
-9.00 |
-0.7% |
1,327.25 |
Close |
1,357.75 |
1,352.00 |
-5.75 |
-0.4% |
1,359.75 |
Range |
18.75 |
12.75 |
-6.00 |
-32.0% |
36.50 |
ATR |
15.40 |
15.21 |
-0.19 |
-1.2% |
0.00 |
Volume |
1,707,040 |
1,674,060 |
-32,980 |
-1.9% |
7,019,679 |
|
Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,390.25 |
1,384.00 |
1,359.00 |
|
R3 |
1,377.50 |
1,371.25 |
1,355.50 |
|
R2 |
1,364.75 |
1,364.75 |
1,354.25 |
|
R1 |
1,358.50 |
1,358.50 |
1,353.25 |
1,355.25 |
PP |
1,352.00 |
1,352.00 |
1,352.00 |
1,350.50 |
S1 |
1,345.75 |
1,345.75 |
1,350.75 |
1,342.50 |
S2 |
1,339.25 |
1,339.25 |
1,349.75 |
|
S3 |
1,326.50 |
1,333.00 |
1,348.50 |
|
S4 |
1,313.75 |
1,320.25 |
1,345.00 |
|
|
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 |
1,340.25 |
33.25 |
2.5% |
13.75 |
1.0% |
35% |
False |
False |
1,548,263 |
10 |
1,373.50 |
1,294.00 |
79.50 |
5.9% |
14.25 |
1.0% |
73% |
False |
False |
1,506,994 |
20 |
1,373.50 |
1,290.50 |
83.00 |
6.1% |
14.50 |
1.1% |
74% |
False |
False |
1,686,535 |
40 |
1,373.50 |
1,241.25 |
132.25 |
9.8% |
17.00 |
1.3% |
84% |
False |
False |
1,781,272 |
60 |
1,373.50 |
1,241.25 |
132.25 |
9.8% |
17.00 |
1.3% |
84% |
False |
False |
1,190,731 |
80 |
1,373.50 |
1,241.25 |
132.25 |
9.8% |
16.25 |
1.2% |
84% |
False |
False |
893,393 |
100 |
1,373.50 |
1,217.25 |
156.25 |
11.6% |
14.75 |
1.1% |
86% |
False |
False |
714,802 |
120 |
1,373.50 |
1,161.50 |
212.00 |
15.7% |
15.00 |
1.1% |
90% |
False |
False |
595,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,412.75 |
2.618 |
1,392.00 |
1.618 |
1,379.25 |
1.000 |
1,371.25 |
0.618 |
1,366.50 |
HIGH |
1,358.50 |
0.618 |
1,353.75 |
0.500 |
1,352.00 |
0.382 |
1,350.50 |
LOW |
1,345.75 |
0.618 |
1,337.75 |
1.000 |
1,333.00 |
1.618 |
1,325.00 |
2.618 |
1,312.25 |
4.250 |
1,291.50 |
|
|
Fisher Pivots for day following 03-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,352.00 |
1,359.50 |
PP |
1,352.00 |
1,357.00 |
S1 |
1,352.00 |
1,354.50 |
|