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 |
1,345.50 |
1,339.00 |
-6.50 |
-0.5% |
1,325.25 |
High |
1,349.25 |
1,343.00 |
-6.25 |
-0.5% |
1,358.25 |
Low |
1,332.50 |
1,319.75 |
-12.75 |
-1.0% |
1,322.25 |
Close |
1,337.75 |
1,329.50 |
-8.25 |
-0.6% |
1,354.50 |
Range |
16.75 |
23.25 |
6.50 |
38.8% |
36.00 |
ATR |
14.70 |
15.31 |
0.61 |
4.2% |
0.00 |
Volume |
1,867 |
537 |
-1,330 |
-71.2% |
8,625 |
|
Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,400.50 |
1,388.25 |
1,342.25 |
|
R3 |
1,377.25 |
1,365.00 |
1,336.00 |
|
R2 |
1,354.00 |
1,354.00 |
1,333.75 |
|
R1 |
1,341.75 |
1,341.75 |
1,331.75 |
1,336.25 |
PP |
1,330.75 |
1,330.75 |
1,330.75 |
1,328.00 |
S1 |
1,318.50 |
1,318.50 |
1,327.25 |
1,313.00 |
S2 |
1,307.50 |
1,307.50 |
1,325.25 |
|
S3 |
1,284.25 |
1,295.25 |
1,323.00 |
|
S4 |
1,261.00 |
1,272.00 |
1,316.75 |
|
|
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 |
1,319.75 |
47.75 |
3.6% |
16.25 |
1.2% |
20% |
False |
True |
1,196 |
10 |
1,367.50 |
1,319.75 |
47.75 |
3.6% |
14.00 |
1.0% |
20% |
False |
True |
1,492 |
20 |
1,367.50 |
1,285.25 |
82.25 |
6.2% |
15.00 |
1.1% |
54% |
False |
False |
1,639 |
40 |
1,367.50 |
1,237.25 |
130.25 |
9.8% |
16.50 |
1.2% |
71% |
False |
False |
1,208 |
60 |
1,367.50 |
1,237.25 |
130.25 |
9.8% |
16.25 |
1.2% |
71% |
False |
False |
826 |
80 |
1,367.50 |
1,237.25 |
130.25 |
9.8% |
15.50 |
1.2% |
71% |
False |
False |
639 |
100 |
1,367.50 |
1,225.00 |
142.50 |
10.7% |
13.50 |
1.0% |
73% |
False |
False |
513 |
120 |
1,367.50 |
1,162.75 |
204.75 |
15.4% |
11.50 |
0.9% |
81% |
False |
False |
428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,441.75 |
2.618 |
1,403.75 |
1.618 |
1,380.50 |
1.000 |
1,366.25 |
0.618 |
1,357.25 |
HIGH |
1,343.00 |
0.618 |
1,334.00 |
0.500 |
1,331.50 |
0.382 |
1,328.75 |
LOW |
1,319.75 |
0.618 |
1,305.50 |
1.000 |
1,296.50 |
1.618 |
1,282.25 |
2.618 |
1,259.00 |
4.250 |
1,221.00 |
|
|
Fisher Pivots for day following 05-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,331.50 |
1,336.25 |
PP |
1,330.75 |
1,334.00 |
S1 |
1,330.00 |
1,331.75 |
|