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 |
6,051.5 |
6,006.0 |
-45.5 |
-0.8% |
5,970.0 |
High |
6,068.5 |
6,046.0 |
-22.5 |
-0.4% |
6,061.5 |
Low |
6,018.5 |
5,945.0 |
-73.5 |
-1.2% |
5,970.0 |
Close |
6,043.5 |
5,957.0 |
-86.5 |
-1.4% |
6,033.0 |
Range |
50.0 |
101.0 |
51.0 |
102.0% |
91.5 |
ATR |
70.0 |
72.2 |
2.2 |
3.2% |
0.0 |
Volume |
91,879 |
119,142 |
27,263 |
29.7% |
237,853 |
|
Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,285.5 |
6,222.5 |
6,012.5 |
|
R3 |
6,184.5 |
6,121.5 |
5,985.0 |
|
R2 |
6,083.5 |
6,083.5 |
5,975.5 |
|
R1 |
6,020.5 |
6,020.5 |
5,966.5 |
6,001.5 |
PP |
5,982.5 |
5,982.5 |
5,982.5 |
5,973.0 |
S1 |
5,919.5 |
5,919.5 |
5,947.5 |
5,900.5 |
S2 |
5,881.5 |
5,881.5 |
5,938.5 |
|
S3 |
5,780.5 |
5,818.5 |
5,929.0 |
|
S4 |
5,679.5 |
5,717.5 |
5,901.5 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,296.0 |
6,256.0 |
6,083.5 |
|
R3 |
6,204.5 |
6,164.5 |
6,058.0 |
|
R2 |
6,113.0 |
6,113.0 |
6,050.0 |
|
R1 |
6,073.0 |
6,073.0 |
6,041.5 |
6,093.0 |
PP |
6,021.5 |
6,021.5 |
6,021.5 |
6,031.5 |
S1 |
5,981.5 |
5,981.5 |
6,024.5 |
6,001.5 |
S2 |
5,930.0 |
5,930.0 |
6,016.0 |
|
S3 |
5,838.5 |
5,890.0 |
6,008.0 |
|
S4 |
5,747.0 |
5,798.5 |
5,982.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,068.5 |
5,945.0 |
123.5 |
2.1% |
61.5 |
1.0% |
10% |
False |
True |
89,774 |
10 |
6,068.5 |
5,817.0 |
251.5 |
4.2% |
67.0 |
1.1% |
56% |
False |
False |
88,603 |
20 |
6,068.5 |
5,817.0 |
251.5 |
4.2% |
64.0 |
1.1% |
56% |
False |
False |
86,920 |
40 |
6,068.5 |
5,458.5 |
610.0 |
10.2% |
77.0 |
1.3% |
82% |
False |
False |
89,198 |
60 |
6,068.5 |
5,458.5 |
610.0 |
10.2% |
71.5 |
1.2% |
82% |
False |
False |
59,801 |
80 |
6,068.5 |
5,458.5 |
610.0 |
10.2% |
60.5 |
1.0% |
82% |
False |
False |
44,867 |
100 |
6,068.5 |
5,458.5 |
610.0 |
10.2% |
51.0 |
0.9% |
82% |
False |
False |
35,898 |
120 |
6,068.5 |
5,458.5 |
610.0 |
10.2% |
47.0 |
0.8% |
82% |
False |
False |
29,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,475.0 |
2.618 |
6,310.5 |
1.618 |
6,209.5 |
1.000 |
6,147.0 |
0.618 |
6,108.5 |
HIGH |
6,046.0 |
0.618 |
6,007.5 |
0.500 |
5,995.5 |
0.382 |
5,983.5 |
LOW |
5,945.0 |
0.618 |
5,882.5 |
1.000 |
5,844.0 |
1.618 |
5,781.5 |
2.618 |
5,680.5 |
4.250 |
5,516.0 |
|
|
Fisher Pivots for day following 04-May-2011 |
Pivot |
1 day |
3 day |
R1 |
5,995.5 |
6,007.0 |
PP |
5,982.5 |
5,990.0 |
S1 |
5,970.0 |
5,973.5 |
|