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 |
12,750 |
12,672 |
-78 |
-0.6% |
12,432 |
High |
12,777 |
12,720 |
-57 |
-0.4% |
12,796 |
Low |
12,621 |
12,467 |
-154 |
-1.2% |
12,390 |
Close |
12,672 |
12,570 |
-102 |
-0.8% |
12,756 |
Range |
156 |
253 |
97 |
62.2% |
406 |
ATR |
135 |
144 |
8 |
6.2% |
0 |
Volume |
143,808 |
159,663 |
15,855 |
11.0% |
417,269 |
|
Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,345 |
13,210 |
12,709 |
|
R3 |
13,092 |
12,957 |
12,640 |
|
R2 |
12,839 |
12,839 |
12,617 |
|
R1 |
12,704 |
12,704 |
12,593 |
12,645 |
PP |
12,586 |
12,586 |
12,586 |
12,556 |
S1 |
12,451 |
12,451 |
12,547 |
12,392 |
S2 |
12,333 |
12,333 |
12,524 |
|
S3 |
12,080 |
12,198 |
12,501 |
|
S4 |
11,827 |
11,945 |
12,431 |
|
|
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 |
12,467 |
406 |
3.2% |
150 |
1.2% |
25% |
False |
True |
117,926 |
10 |
12,873 |
12,390 |
483 |
3.8% |
133 |
1.1% |
37% |
False |
False |
99,569 |
20 |
12,873 |
12,036 |
837 |
6.7% |
143 |
1.1% |
64% |
False |
False |
102,730 |
40 |
12,873 |
11,451 |
1,422 |
11.3% |
150 |
1.2% |
79% |
False |
False |
105,172 |
60 |
12,873 |
11,451 |
1,422 |
11.3% |
147 |
1.2% |
79% |
False |
False |
70,543 |
80 |
12,873 |
11,451 |
1,422 |
11.3% |
135 |
1.1% |
79% |
False |
False |
52,916 |
100 |
12,873 |
11,293 |
1,580 |
12.6% |
119 |
0.9% |
81% |
False |
False |
42,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,795 |
2.618 |
13,382 |
1.618 |
13,129 |
1.000 |
12,973 |
0.618 |
12,876 |
HIGH |
12,720 |
0.618 |
12,623 |
0.500 |
12,594 |
0.382 |
12,564 |
LOW |
12,467 |
0.618 |
12,311 |
1.000 |
12,214 |
1.618 |
12,058 |
2.618 |
11,805 |
4.250 |
11,392 |
|
|
Fisher Pivots for day following 05-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,594 |
12,629 |
PP |
12,586 |
12,609 |
S1 |
12,578 |
12,590 |
|