Trading Metrics calculated at close of trading on 03-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,359.00 |
1,352.00 |
-7.00 |
-0.5% |
1,325.25 |
High |
1,367.50 |
1,352.75 |
-14.75 |
-1.1% |
1,358.25 |
Low |
1,349.25 |
1,340.75 |
-8.50 |
-0.6% |
1,322.25 |
Close |
1,352.50 |
1,346.75 |
-5.75 |
-0.4% |
1,354.50 |
Range |
18.25 |
12.00 |
-6.25 |
-34.2% |
36.00 |
ATR |
14.74 |
14.54 |
-0.20 |
-1.3% |
0.00 |
Volume |
810 |
1,783 |
973 |
120.1% |
8,625 |
|
Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,382.75 |
1,376.75 |
1,353.25 |
|
R3 |
1,370.75 |
1,364.75 |
1,350.00 |
|
R2 |
1,358.75 |
1,358.75 |
1,349.00 |
|
R1 |
1,352.75 |
1,352.75 |
1,347.75 |
1,349.75 |
PP |
1,346.75 |
1,346.75 |
1,346.75 |
1,345.25 |
S1 |
1,340.75 |
1,340.75 |
1,345.75 |
1,337.75 |
S2 |
1,334.75 |
1,334.75 |
1,344.50 |
|
S3 |
1,322.75 |
1,328.75 |
1,343.50 |
|
S4 |
1,310.75 |
1,316.75 |
1,340.25 |
|
|
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 |
1,335.25 |
32.25 |
2.4% |
13.00 |
1.0% |
36% |
False |
False |
1,114 |
10 |
1,367.50 |
1,289.00 |
78.50 |
5.8% |
13.50 |
1.0% |
74% |
False |
False |
1,618 |
20 |
1,367.50 |
1,285.25 |
82.25 |
6.1% |
14.00 |
1.0% |
75% |
False |
False |
1,575 |
40 |
1,367.50 |
1,237.25 |
130.25 |
9.7% |
16.25 |
1.2% |
84% |
False |
False |
1,150 |
60 |
1,367.50 |
1,237.25 |
130.25 |
9.7% |
16.00 |
1.2% |
84% |
False |
False |
786 |
80 |
1,367.50 |
1,237.25 |
130.25 |
9.7% |
15.25 |
1.1% |
84% |
False |
False |
609 |
100 |
1,367.50 |
1,218.00 |
149.50 |
11.1% |
13.00 |
1.0% |
86% |
False |
False |
489 |
120 |
1,367.50 |
1,162.75 |
204.75 |
15.2% |
11.00 |
0.8% |
90% |
False |
False |
408 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,403.75 |
2.618 |
1,384.25 |
1.618 |
1,372.25 |
1.000 |
1,364.75 |
0.618 |
1,360.25 |
HIGH |
1,352.75 |
0.618 |
1,348.25 |
0.500 |
1,346.75 |
0.382 |
1,345.25 |
LOW |
1,340.75 |
0.618 |
1,333.25 |
1.000 |
1,328.75 |
1.618 |
1,321.25 |
2.618 |
1,309.25 |
4.250 |
1,289.75 |
|
|
Fisher Pivots for day following 03-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,346.75 |
1,354.00 |
PP |
1,346.75 |
1,351.75 |
S1 |
1,346.75 |
1,349.25 |
|