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 |
1,351.75 |
1,343.25 |
-8.50 |
-0.6% |
1,330.50 |
High |
1,355.00 |
1,348.75 |
-6.25 |
-0.5% |
1,363.75 |
Low |
1,337.50 |
1,325.25 |
-12.25 |
-0.9% |
1,327.25 |
Close |
1,343.00 |
1,335.00 |
-8.00 |
-0.6% |
1,359.75 |
Range |
17.50 |
23.50 |
6.00 |
34.3% |
36.50 |
ATR |
15.37 |
15.95 |
0.58 |
3.8% |
0.00 |
Volume |
2,376,784 |
2,913,889 |
537,105 |
22.6% |
7,019,679 |
|
Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,406.75 |
1,394.50 |
1,348.00 |
|
R3 |
1,383.25 |
1,371.00 |
1,341.50 |
|
R2 |
1,359.75 |
1,359.75 |
1,339.25 |
|
R1 |
1,347.50 |
1,347.50 |
1,337.25 |
1,342.00 |
PP |
1,336.25 |
1,336.25 |
1,336.25 |
1,333.50 |
S1 |
1,324.00 |
1,324.00 |
1,332.75 |
1,318.50 |
S2 |
1,312.75 |
1,312.75 |
1,330.75 |
|
S3 |
1,289.25 |
1,300.50 |
1,328.50 |
|
S4 |
1,265.75 |
1,277.00 |
1,322.00 |
|
|
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 |
1,325.25 |
48.25 |
3.6% |
16.75 |
1.3% |
20% |
False |
True |
1,988,450 |
10 |
1,373.50 |
1,325.25 |
48.25 |
3.6% |
14.50 |
1.1% |
20% |
False |
True |
1,696,283 |
20 |
1,373.50 |
1,290.50 |
83.00 |
6.2% |
15.50 |
1.2% |
54% |
False |
False |
1,790,444 |
40 |
1,373.50 |
1,241.25 |
132.25 |
9.9% |
17.25 |
1.3% |
71% |
False |
False |
1,903,287 |
60 |
1,373.50 |
1,241.25 |
132.25 |
9.9% |
17.25 |
1.3% |
71% |
False |
False |
1,278,879 |
80 |
1,373.50 |
1,241.25 |
132.25 |
9.9% |
16.50 |
1.2% |
71% |
False |
False |
959,501 |
100 |
1,373.50 |
1,224.00 |
149.50 |
11.2% |
15.00 |
1.1% |
74% |
False |
False |
767,709 |
120 |
1,373.50 |
1,161.50 |
212.00 |
15.9% |
15.00 |
1.1% |
82% |
False |
False |
639,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,448.50 |
2.618 |
1,410.25 |
1.618 |
1,386.75 |
1.000 |
1,372.25 |
0.618 |
1,363.25 |
HIGH |
1,348.75 |
0.618 |
1,339.75 |
0.500 |
1,337.00 |
0.382 |
1,334.25 |
LOW |
1,325.25 |
0.618 |
1,310.75 |
1.000 |
1,301.75 |
1.618 |
1,287.25 |
2.618 |
1,263.75 |
4.250 |
1,225.50 |
|
|
Fisher Pivots for day following 05-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,337.00 |
1,342.00 |
PP |
1,336.25 |
1,339.50 |
S1 |
1,335.75 |
1,337.25 |
|