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 |
9,920 |
9,895 |
-25 |
-0.3% |
9,680 |
High |
9,955 |
9,895 |
-60 |
-0.6% |
9,970 |
Low |
9,810 |
9,690 |
-120 |
-1.2% |
9,550 |
Close |
9,855 |
9,770 |
-85 |
-0.9% |
9,945 |
Range |
145 |
205 |
60 |
41.4% |
420 |
ATR |
177 |
179 |
2 |
1.1% |
0 |
Volume |
8,690 |
12,105 |
3,415 |
39.3% |
34,875 |
|
Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,400 |
10,290 |
9,883 |
|
R3 |
10,195 |
10,085 |
9,827 |
|
R2 |
9,990 |
9,990 |
9,808 |
|
R1 |
9,880 |
9,880 |
9,789 |
9,833 |
PP |
9,785 |
9,785 |
9,785 |
9,761 |
S1 |
9,675 |
9,675 |
9,751 |
9,628 |
S2 |
9,580 |
9,580 |
9,733 |
|
S3 |
9,375 |
9,470 |
9,714 |
|
S4 |
9,170 |
9,265 |
9,657 |
|
|
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 |
9,690 |
365 |
3.7% |
132 |
1.4% |
22% |
False |
True |
7,517 |
10 |
10,055 |
9,550 |
505 |
5.2% |
143 |
1.5% |
44% |
False |
False |
7,423 |
20 |
10,055 |
9,375 |
680 |
7.0% |
168 |
1.7% |
58% |
False |
False |
8,742 |
40 |
10,515 |
8,200 |
2,315 |
23.7% |
259 |
2.7% |
68% |
False |
False |
14,400 |
60 |
10,855 |
8,200 |
2,655 |
27.2% |
206 |
2.1% |
59% |
False |
False |
10,450 |
80 |
10,855 |
8,200 |
2,655 |
27.2% |
156 |
1.6% |
59% |
False |
False |
7,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,766 |
2.618 |
10,432 |
1.618 |
10,227 |
1.000 |
10,100 |
0.618 |
10,022 |
HIGH |
9,895 |
0.618 |
9,817 |
0.500 |
9,793 |
0.382 |
9,768 |
LOW |
9,690 |
0.618 |
9,563 |
1.000 |
9,485 |
1.618 |
9,358 |
2.618 |
9,153 |
4.250 |
8,819 |
|
|
Fisher Pivots for day following 05-May-2011 |
Pivot |
1 day |
3 day |
R1 |
9,793 |
9,840 |
PP |
9,785 |
9,817 |
S1 |
9,778 |
9,793 |
|