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 |
9,950 |
9,925 |
-25 |
-0.3% |
9,680 |
High |
9,970 |
10,055 |
85 |
0.9% |
9,970 |
Low |
9,900 |
9,925 |
25 |
0.3% |
9,550 |
Close |
9,945 |
9,990 |
45 |
0.5% |
9,945 |
Range |
70 |
130 |
60 |
85.7% |
420 |
ATR |
189 |
184 |
-4 |
-2.2% |
0 |
Volume |
4,813 |
5,595 |
782 |
16.2% |
34,875 |
|
Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,380 |
10,315 |
10,062 |
|
R3 |
10,250 |
10,185 |
10,026 |
|
R2 |
10,120 |
10,120 |
10,014 |
|
R1 |
10,055 |
10,055 |
10,002 |
10,088 |
PP |
9,990 |
9,990 |
9,990 |
10,006 |
S1 |
9,925 |
9,925 |
9,978 |
9,958 |
S2 |
9,860 |
9,860 |
9,966 |
|
S3 |
9,730 |
9,795 |
9,954 |
|
S4 |
9,600 |
9,665 |
9,919 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,082 |
10,933 |
10,176 |
|
R3 |
10,662 |
10,513 |
10,061 |
|
R2 |
10,242 |
10,242 |
10,022 |
|
R1 |
10,093 |
10,093 |
9,984 |
10,168 |
PP |
9,822 |
9,822 |
9,822 |
9,859 |
S1 |
9,673 |
9,673 |
9,907 |
9,748 |
S2 |
9,402 |
9,402 |
9,868 |
|
S3 |
8,982 |
9,253 |
9,830 |
|
S4 |
8,562 |
8,833 |
9,714 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,055 |
9,550 |
505 |
5.1% |
146 |
1.5% |
87% |
True |
False |
6,777 |
10 |
10,055 |
9,375 |
680 |
6.8% |
154 |
1.5% |
90% |
True |
False |
7,489 |
20 |
10,055 |
9,375 |
680 |
6.8% |
167 |
1.7% |
90% |
True |
False |
8,539 |
40 |
10,620 |
8,200 |
2,420 |
24.2% |
260 |
2.6% |
74% |
False |
False |
14,877 |
60 |
10,855 |
8,200 |
2,655 |
26.6% |
198 |
2.0% |
67% |
False |
False |
9,998 |
80 |
10,855 |
8,200 |
2,655 |
26.6% |
150 |
1.5% |
67% |
False |
False |
7,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,608 |
2.618 |
10,395 |
1.618 |
10,265 |
1.000 |
10,185 |
0.618 |
10,135 |
HIGH |
10,055 |
0.618 |
10,005 |
0.500 |
9,990 |
0.382 |
9,975 |
LOW |
9,925 |
0.618 |
9,845 |
1.000 |
9,795 |
1.618 |
9,715 |
2.618 |
9,585 |
4.250 |
9,373 |
|
|
Fisher Pivots for day following 02-May-2011 |
Pivot |
1 day |
3 day |
R1 |
9,990 |
9,957 |
PP |
9,990 |
9,923 |
S1 |
9,990 |
9,890 |
|