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 |
9,925 |
9,965 |
40 |
0.4% |
9,680 |
High |
10,055 |
9,990 |
-65 |
-0.6% |
9,970 |
Low |
9,925 |
9,880 |
-45 |
-0.5% |
9,550 |
Close |
9,990 |
9,940 |
-50 |
-0.5% |
9,945 |
Range |
130 |
110 |
-20 |
-15.4% |
420 |
ATR |
184 |
179 |
-5 |
-2.9% |
0 |
Volume |
5,595 |
6,385 |
790 |
14.1% |
34,875 |
|
Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,267 |
10,213 |
10,001 |
|
R3 |
10,157 |
10,103 |
9,970 |
|
R2 |
10,047 |
10,047 |
9,960 |
|
R1 |
9,993 |
9,993 |
9,950 |
9,965 |
PP |
9,937 |
9,937 |
9,937 |
9,923 |
S1 |
9,883 |
9,883 |
9,930 |
9,855 |
S2 |
9,827 |
9,827 |
9,920 |
|
S3 |
9,717 |
9,773 |
9,910 |
|
S4 |
9,607 |
9,663 |
9,880 |
|
|
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 |
9,635 |
420 |
4.2% |
137 |
1.4% |
73% |
False |
False |
6,395 |
10 |
10,055 |
9,410 |
645 |
6.5% |
141 |
1.4% |
82% |
False |
False |
7,007 |
20 |
10,055 |
9,375 |
680 |
6.8% |
166 |
1.7% |
83% |
False |
False |
8,472 |
40 |
10,620 |
8,200 |
2,420 |
24.3% |
258 |
2.6% |
72% |
False |
False |
14,809 |
60 |
10,855 |
8,200 |
2,655 |
26.7% |
200 |
2.0% |
66% |
False |
False |
10,104 |
80 |
10,855 |
8,200 |
2,655 |
26.7% |
151 |
1.5% |
66% |
False |
False |
7,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,458 |
2.618 |
10,278 |
1.618 |
10,168 |
1.000 |
10,100 |
0.618 |
10,058 |
HIGH |
9,990 |
0.618 |
9,948 |
0.500 |
9,935 |
0.382 |
9,922 |
LOW |
9,880 |
0.618 |
9,812 |
1.000 |
9,770 |
1.618 |
9,702 |
2.618 |
9,592 |
4.250 |
9,413 |
|
|
Fisher Pivots for day following 03-May-2011 |
Pivot |
1 day |
3 day |
R1 |
9,938 |
9,968 |
PP |
9,937 |
9,958 |
S1 |
9,935 |
9,949 |
|