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 |
1,350.00 |
1,359.00 |
9.00 |
0.7% |
1,325.25 |
High |
1,358.25 |
1,367.50 |
9.25 |
0.7% |
1,358.25 |
Low |
1,347.75 |
1,349.25 |
1.50 |
0.1% |
1,322.25 |
Close |
1,354.50 |
1,352.50 |
-2.00 |
-0.1% |
1,354.50 |
Range |
10.50 |
18.25 |
7.75 |
73.8% |
36.00 |
ATR |
14.47 |
14.74 |
0.27 |
1.9% |
0.00 |
Volume |
984 |
810 |
-174 |
-17.7% |
8,625 |
|
Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,411.25 |
1,400.00 |
1,362.50 |
|
R3 |
1,393.00 |
1,381.75 |
1,357.50 |
|
R2 |
1,374.75 |
1,374.75 |
1,355.75 |
|
R1 |
1,363.50 |
1,363.50 |
1,354.25 |
1,360.00 |
PP |
1,356.50 |
1,356.50 |
1,356.50 |
1,354.50 |
S1 |
1,345.25 |
1,345.25 |
1,350.75 |
1,341.75 |
S2 |
1,338.25 |
1,338.25 |
1,349.25 |
|
S3 |
1,320.00 |
1,327.00 |
1,347.50 |
|
S4 |
1,301.75 |
1,308.75 |
1,342.50 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,453.00 |
1,439.75 |
1,374.25 |
|
R3 |
1,417.00 |
1,403.75 |
1,364.50 |
|
R2 |
1,381.00 |
1,381.00 |
1,361.00 |
|
R1 |
1,367.75 |
1,367.75 |
1,357.75 |
1,374.50 |
PP |
1,345.00 |
1,345.00 |
1,345.00 |
1,348.25 |
S1 |
1,331.75 |
1,331.75 |
1,351.25 |
1,338.50 |
S2 |
1,309.00 |
1,309.00 |
1,348.00 |
|
S3 |
1,273.00 |
1,295.75 |
1,344.50 |
|
S4 |
1,237.00 |
1,259.75 |
1,334.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,367.50 |
1,323.00 |
44.50 |
3.3% |
14.00 |
1.0% |
66% |
True |
False |
1,119 |
10 |
1,367.50 |
1,285.25 |
82.25 |
6.1% |
15.00 |
1.1% |
82% |
True |
False |
1,882 |
20 |
1,367.50 |
1,285.25 |
82.25 |
6.1% |
13.75 |
1.0% |
82% |
True |
False |
1,588 |
40 |
1,367.50 |
1,237.25 |
130.25 |
9.6% |
16.50 |
1.2% |
88% |
True |
False |
1,109 |
60 |
1,367.50 |
1,237.25 |
130.25 |
9.6% |
15.75 |
1.2% |
88% |
True |
False |
757 |
80 |
1,367.50 |
1,237.25 |
130.25 |
9.6% |
15.25 |
1.1% |
88% |
True |
False |
587 |
100 |
1,367.50 |
1,203.50 |
164.00 |
12.1% |
13.00 |
1.0% |
91% |
True |
False |
472 |
120 |
1,367.50 |
1,162.75 |
204.75 |
15.1% |
11.00 |
0.8% |
93% |
True |
False |
393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,445.00 |
2.618 |
1,415.25 |
1.618 |
1,397.00 |
1.000 |
1,385.75 |
0.618 |
1,378.75 |
HIGH |
1,367.50 |
0.618 |
1,360.50 |
0.500 |
1,358.50 |
0.382 |
1,356.25 |
LOW |
1,349.25 |
0.618 |
1,338.00 |
1.000 |
1,331.00 |
1.618 |
1,319.75 |
2.618 |
1,301.50 |
4.250 |
1,271.75 |
|
|
Fisher Pivots for day following 02-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,358.50 |
1,354.50 |
PP |
1,356.50 |
1,354.00 |
S1 |
1,354.50 |
1,353.25 |
|