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 |
1,357.75 |
1,351.75 |
-6.00 |
-0.4% |
1,330.50 |
High |
1,358.50 |
1,355.00 |
-3.50 |
-0.3% |
1,363.75 |
Low |
1,345.75 |
1,337.50 |
-8.25 |
-0.6% |
1,327.25 |
Close |
1,352.00 |
1,343.00 |
-9.00 |
-0.7% |
1,359.75 |
Range |
12.75 |
17.50 |
4.75 |
37.3% |
36.50 |
ATR |
15.21 |
15.37 |
0.16 |
1.1% |
0.00 |
Volume |
1,674,060 |
2,376,784 |
702,724 |
42.0% |
7,019,679 |
|
Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,397.75 |
1,387.75 |
1,352.50 |
|
R3 |
1,380.25 |
1,370.25 |
1,347.75 |
|
R2 |
1,362.75 |
1,362.75 |
1,346.25 |
|
R1 |
1,352.75 |
1,352.75 |
1,344.50 |
1,349.00 |
PP |
1,345.25 |
1,345.25 |
1,345.25 |
1,343.25 |
S1 |
1,335.25 |
1,335.25 |
1,341.50 |
1,331.50 |
S2 |
1,327.75 |
1,327.75 |
1,339.75 |
|
S3 |
1,310.25 |
1,317.75 |
1,338.25 |
|
S4 |
1,292.75 |
1,300.25 |
1,333.50 |
|
|
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 |
1,337.50 |
36.00 |
2.7% |
14.25 |
1.1% |
15% |
False |
True |
1,746,674 |
10 |
1,373.50 |
1,308.50 |
65.00 |
4.8% |
14.50 |
1.1% |
53% |
False |
False |
1,591,916 |
20 |
1,373.50 |
1,290.50 |
83.00 |
6.2% |
15.00 |
1.1% |
63% |
False |
False |
1,727,577 |
40 |
1,373.50 |
1,241.25 |
132.25 |
9.8% |
17.00 |
1.3% |
77% |
False |
False |
1,837,188 |
60 |
1,373.50 |
1,241.25 |
132.25 |
9.8% |
17.00 |
1.3% |
77% |
False |
False |
1,230,327 |
80 |
1,373.50 |
1,241.25 |
132.25 |
9.8% |
16.25 |
1.2% |
77% |
False |
False |
923,085 |
100 |
1,373.50 |
1,222.25 |
151.25 |
11.3% |
14.75 |
1.1% |
80% |
False |
False |
738,570 |
120 |
1,373.50 |
1,161.50 |
212.00 |
15.8% |
15.00 |
1.1% |
86% |
False |
False |
615,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,429.50 |
2.618 |
1,400.75 |
1.618 |
1,383.25 |
1.000 |
1,372.50 |
0.618 |
1,365.75 |
HIGH |
1,355.00 |
0.618 |
1,348.25 |
0.500 |
1,346.25 |
0.382 |
1,344.25 |
LOW |
1,337.50 |
0.618 |
1,326.75 |
1.000 |
1,320.00 |
1.618 |
1,309.25 |
2.618 |
1,291.75 |
4.250 |
1,263.00 |
|
|
Fisher Pivots for day following 04-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,346.25 |
1,355.50 |
PP |
1,345.25 |
1,351.25 |
S1 |
1,344.00 |
1,347.25 |
|