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 |
7,533.0 |
7,454.0 |
-79.0 |
-1.0% |
7,329.0 |
High |
7,585.5 |
7,467.0 |
-118.5 |
-1.6% |
7,574.0 |
Low |
7,411.0 |
7,339.0 |
-72.0 |
-1.0% |
7,320.0 |
Close |
7,421.0 |
7,412.0 |
-9.0 |
-0.1% |
7,557.0 |
Range |
174.5 |
128.0 |
-46.5 |
-26.6% |
254.0 |
ATR |
102.0 |
103.9 |
1.9 |
1.8% |
0.0 |
Volume |
1,112 |
577 |
-535 |
-48.1% |
795 |
|
Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,790.0 |
7,729.0 |
7,482.4 |
|
R3 |
7,662.0 |
7,601.0 |
7,447.2 |
|
R2 |
7,534.0 |
7,534.0 |
7,435.5 |
|
R1 |
7,473.0 |
7,473.0 |
7,423.7 |
7,439.5 |
PP |
7,406.0 |
7,406.0 |
7,406.0 |
7,389.3 |
S1 |
7,345.0 |
7,345.0 |
7,400.3 |
7,311.5 |
S2 |
7,278.0 |
7,278.0 |
7,388.5 |
|
S3 |
7,150.0 |
7,217.0 |
7,376.8 |
|
S4 |
7,022.0 |
7,089.0 |
7,341.6 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,245.7 |
8,155.3 |
7,696.7 |
|
R3 |
7,991.7 |
7,901.3 |
7,626.9 |
|
R2 |
7,737.7 |
7,737.7 |
7,603.6 |
|
R1 |
7,647.3 |
7,647.3 |
7,580.3 |
7,692.5 |
PP |
7,483.7 |
7,483.7 |
7,483.7 |
7,506.3 |
S1 |
7,393.3 |
7,393.3 |
7,533.7 |
7,438.5 |
S2 |
7,229.7 |
7,229.7 |
7,510.4 |
|
S3 |
6,975.7 |
7,139.3 |
7,487.2 |
|
S4 |
6,721.7 |
6,885.3 |
7,417.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,650.0 |
7,339.0 |
311.0 |
4.2% |
104.1 |
1.4% |
23% |
False |
True |
485 |
10 |
7,650.0 |
7,151.0 |
499.0 |
6.7% |
98.0 |
1.3% |
52% |
False |
False |
478 |
20 |
7,650.0 |
7,042.5 |
607.5 |
8.2% |
86.1 |
1.2% |
61% |
False |
False |
329 |
40 |
7,650.0 |
6,486.5 |
1,163.5 |
15.7% |
94.0 |
1.3% |
80% |
False |
False |
1,662 |
60 |
7,650.0 |
6,486.5 |
1,163.5 |
15.7% |
88.1 |
1.2% |
80% |
False |
False |
1,146 |
80 |
7,650.0 |
6,486.5 |
1,163.5 |
15.7% |
76.5 |
1.0% |
80% |
False |
False |
878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,011.0 |
2.618 |
7,802.1 |
1.618 |
7,674.1 |
1.000 |
7,595.0 |
0.618 |
7,546.1 |
HIGH |
7,467.0 |
0.618 |
7,418.1 |
0.500 |
7,403.0 |
0.382 |
7,387.9 |
LOW |
7,339.0 |
0.618 |
7,259.9 |
1.000 |
7,211.0 |
1.618 |
7,131.9 |
2.618 |
7,003.9 |
4.250 |
6,795.0 |
|
|
Fisher Pivots for day following 05-May-2011 |
Pivot |
1 day |
3 day |
R1 |
7,409.0 |
7,462.3 |
PP |
7,406.0 |
7,445.5 |
S1 |
7,403.0 |
7,428.8 |
|