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 |
1,352.00 |
1,345.50 |
-6.50 |
-0.5% |
1,325.25 |
High |
1,352.75 |
1,349.25 |
-3.50 |
-0.3% |
1,358.25 |
Low |
1,340.75 |
1,332.50 |
-8.25 |
-0.6% |
1,322.25 |
Close |
1,346.75 |
1,337.75 |
-9.00 |
-0.7% |
1,354.50 |
Range |
12.00 |
16.75 |
4.75 |
39.6% |
36.00 |
ATR |
14.54 |
14.70 |
0.16 |
1.1% |
0.00 |
Volume |
1,783 |
1,867 |
84 |
4.7% |
8,625 |
|
Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,390.00 |
1,380.75 |
1,347.00 |
|
R3 |
1,373.25 |
1,364.00 |
1,342.25 |
|
R2 |
1,356.50 |
1,356.50 |
1,340.75 |
|
R1 |
1,347.25 |
1,347.25 |
1,339.25 |
1,343.50 |
PP |
1,339.75 |
1,339.75 |
1,339.75 |
1,338.00 |
S1 |
1,330.50 |
1,330.50 |
1,336.25 |
1,326.75 |
S2 |
1,323.00 |
1,323.00 |
1,334.75 |
|
S3 |
1,306.25 |
1,313.75 |
1,333.25 |
|
S4 |
1,289.50 |
1,297.00 |
1,328.50 |
|
|
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 |
1,332.50 |
35.00 |
2.6% |
13.75 |
1.0% |
15% |
False |
True |
1,309 |
10 |
1,367.50 |
1,303.50 |
64.00 |
4.8% |
13.75 |
1.0% |
54% |
False |
False |
1,494 |
20 |
1,367.50 |
1,285.25 |
82.25 |
6.1% |
14.25 |
1.1% |
64% |
False |
False |
1,643 |
40 |
1,367.50 |
1,237.25 |
130.25 |
9.7% |
16.25 |
1.2% |
77% |
False |
False |
1,196 |
60 |
1,367.50 |
1,237.25 |
130.25 |
9.7% |
16.00 |
1.2% |
77% |
False |
False |
817 |
80 |
1,367.50 |
1,237.25 |
130.25 |
9.7% |
15.25 |
1.1% |
77% |
False |
False |
632 |
100 |
1,367.50 |
1,219.75 |
147.75 |
11.0% |
13.25 |
1.0% |
80% |
False |
False |
508 |
120 |
1,367.50 |
1,162.75 |
204.75 |
15.3% |
11.25 |
0.8% |
85% |
False |
False |
423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,420.50 |
2.618 |
1,393.00 |
1.618 |
1,376.25 |
1.000 |
1,366.00 |
0.618 |
1,359.50 |
HIGH |
1,349.25 |
0.618 |
1,342.75 |
0.500 |
1,341.00 |
0.382 |
1,339.00 |
LOW |
1,332.50 |
0.618 |
1,322.25 |
1.000 |
1,315.75 |
1.618 |
1,305.50 |
2.618 |
1,288.75 |
4.250 |
1,261.25 |
|
|
Fisher Pivots for day following 04-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,341.00 |
1,350.00 |
PP |
1,339.75 |
1,346.00 |
S1 |
1,338.75 |
1,341.75 |
|