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 |
12,708 |
12,787 |
79 |
0.6% |
12,432 |
High |
12,796 |
12,873 |
77 |
0.6% |
12,796 |
Low |
12,688 |
12,732 |
44 |
0.3% |
12,390 |
Close |
12,756 |
12,764 |
8 |
0.1% |
12,756 |
Range |
108 |
141 |
33 |
30.6% |
406 |
ATR |
136 |
137 |
0 |
0.2% |
0 |
Volume |
78,409 |
103,909 |
25,500 |
32.5% |
417,269 |
|
Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,213 |
13,129 |
12,842 |
|
R3 |
13,072 |
12,988 |
12,803 |
|
R2 |
12,931 |
12,931 |
12,790 |
|
R1 |
12,847 |
12,847 |
12,777 |
12,819 |
PP |
12,790 |
12,790 |
12,790 |
12,775 |
S1 |
12,706 |
12,706 |
12,751 |
12,678 |
S2 |
12,649 |
12,649 |
12,738 |
|
S3 |
12,508 |
12,565 |
12,725 |
|
S4 |
12,367 |
12,424 |
12,687 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,865 |
13,717 |
12,979 |
|
R3 |
13,459 |
13,311 |
12,868 |
|
R2 |
13,053 |
13,053 |
12,831 |
|
R1 |
12,905 |
12,905 |
12,793 |
12,979 |
PP |
12,647 |
12,647 |
12,647 |
12,685 |
S1 |
12,499 |
12,499 |
12,719 |
12,573 |
S2 |
12,241 |
12,241 |
12,682 |
|
S3 |
11,835 |
12,093 |
12,644 |
|
S4 |
11,429 |
11,687 |
12,533 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,873 |
12,397 |
476 |
3.7% |
134 |
1.1% |
77% |
True |
False |
90,795 |
10 |
12,873 |
12,036 |
837 |
6.6% |
147 |
1.2% |
87% |
True |
False |
93,939 |
20 |
12,873 |
12,036 |
837 |
6.6% |
130 |
1.0% |
87% |
True |
False |
93,759 |
40 |
12,873 |
11,451 |
1,422 |
11.1% |
150 |
1.2% |
92% |
True |
False |
95,547 |
60 |
12,873 |
11,451 |
1,422 |
11.1% |
142 |
1.1% |
92% |
True |
False |
63,755 |
80 |
12,873 |
11,451 |
1,422 |
11.1% |
132 |
1.0% |
92% |
True |
False |
47,826 |
100 |
12,873 |
11,200 |
1,673 |
13.1% |
116 |
0.9% |
93% |
True |
False |
38,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,472 |
2.618 |
13,242 |
1.618 |
13,101 |
1.000 |
13,014 |
0.618 |
12,960 |
HIGH |
12,873 |
0.618 |
12,819 |
0.500 |
12,803 |
0.382 |
12,786 |
LOW |
12,732 |
0.618 |
12,645 |
1.000 |
12,591 |
1.618 |
12,504 |
2.618 |
12,363 |
4.250 |
12,133 |
|
|
Fisher Pivots for day following 02-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,803 |
12,756 |
PP |
12,790 |
12,749 |
S1 |
12,777 |
12,741 |
|