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 |
9,965 |
9,920 |
-45 |
-0.5% |
9,680 |
High |
9,990 |
9,955 |
-35 |
-0.4% |
9,970 |
Low |
9,880 |
9,810 |
-70 |
-0.7% |
9,550 |
Close |
9,940 |
9,855 |
-85 |
-0.9% |
9,945 |
Range |
110 |
145 |
35 |
31.8% |
420 |
ATR |
179 |
177 |
-2 |
-1.4% |
0 |
Volume |
6,385 |
8,690 |
2,305 |
36.1% |
34,875 |
|
Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,308 |
10,227 |
9,935 |
|
R3 |
10,163 |
10,082 |
9,895 |
|
R2 |
10,018 |
10,018 |
9,882 |
|
R1 |
9,937 |
9,937 |
9,868 |
9,905 |
PP |
9,873 |
9,873 |
9,873 |
9,858 |
S1 |
9,792 |
9,792 |
9,842 |
9,760 |
S2 |
9,728 |
9,728 |
9,829 |
|
S3 |
9,583 |
9,647 |
9,815 |
|
S4 |
9,438 |
9,502 |
9,775 |
|
|
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 |
9,725 |
330 |
3.3% |
138 |
1.4% |
39% |
False |
False |
6,668 |
10 |
10,055 |
9,505 |
550 |
5.6% |
144 |
1.5% |
64% |
False |
False |
7,020 |
20 |
10,055 |
9,375 |
680 |
6.9% |
165 |
1.7% |
71% |
False |
False |
8,521 |
40 |
10,620 |
8,200 |
2,420 |
24.6% |
258 |
2.6% |
68% |
False |
False |
14,358 |
60 |
10,855 |
8,200 |
2,655 |
26.9% |
203 |
2.1% |
62% |
False |
False |
10,249 |
80 |
10,855 |
8,200 |
2,655 |
26.9% |
153 |
1.6% |
62% |
False |
False |
7,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,571 |
2.618 |
10,335 |
1.618 |
10,190 |
1.000 |
10,100 |
0.618 |
10,045 |
HIGH |
9,955 |
0.618 |
9,900 |
0.500 |
9,883 |
0.382 |
9,866 |
LOW |
9,810 |
0.618 |
9,721 |
1.000 |
9,665 |
1.618 |
9,576 |
2.618 |
9,431 |
4.250 |
9,194 |
|
|
Fisher Pivots for day following 04-May-2011 |
Pivot |
1 day |
3 day |
R1 |
9,883 |
9,933 |
PP |
9,873 |
9,907 |
S1 |
9,864 |
9,881 |
|