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 |
1,541.2 |
1,520.6 |
-20.6 |
-1.3% |
1,513.0 |
High |
1,546.8 |
1,524.7 |
-22.1 |
-1.4% |
1,572.5 |
Low |
1,509.8 |
1,465.9 |
-43.9 |
-2.9% |
1,497.3 |
Close |
1,518.8 |
1,484.9 |
-33.9 |
-2.2% |
1,560.0 |
Range |
37.0 |
58.8 |
21.8 |
58.9% |
75.2 |
ATR |
22.2 |
24.8 |
2.6 |
11.8% |
0.0 |
Volume |
2,918 |
4,330 |
1,412 |
48.4% |
8,763 |
|
Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,668.2 |
1,635.4 |
1,517.2 |
|
R3 |
1,609.4 |
1,576.6 |
1,501.1 |
|
R2 |
1,550.6 |
1,550.6 |
1,495.7 |
|
R1 |
1,517.8 |
1,517.8 |
1,490.3 |
1,504.8 |
PP |
1,491.8 |
1,491.8 |
1,491.8 |
1,485.4 |
S1 |
1,459.0 |
1,459.0 |
1,479.5 |
1,446.0 |
S2 |
1,433.0 |
1,433.0 |
1,474.1 |
|
S3 |
1,374.2 |
1,400.2 |
1,468.7 |
|
S4 |
1,315.4 |
1,341.4 |
1,452.6 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,768.9 |
1,739.6 |
1,601.4 |
|
R3 |
1,693.7 |
1,664.4 |
1,580.7 |
|
R2 |
1,618.5 |
1,618.5 |
1,573.8 |
|
R1 |
1,589.2 |
1,589.2 |
1,566.9 |
1,603.9 |
PP |
1,543.3 |
1,543.3 |
1,543.3 |
1,550.6 |
S1 |
1,514.0 |
1,514.0 |
1,553.1 |
1,528.7 |
S2 |
1,468.1 |
1,468.1 |
1,546.2 |
|
S3 |
1,392.9 |
1,438.8 |
1,539.3 |
|
S4 |
1,317.7 |
1,363.6 |
1,518.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,579.5 |
1,465.9 |
113.6 |
7.7% |
39.7 |
2.7% |
17% |
False |
True |
2,970 |
10 |
1,579.5 |
1,465.9 |
113.6 |
7.7% |
27.6 |
1.9% |
17% |
False |
True |
2,293 |
20 |
1,579.5 |
1,450.0 |
129.5 |
8.7% |
21.8 |
1.5% |
27% |
False |
False |
2,266 |
40 |
1,579.5 |
1,387.1 |
192.4 |
13.0% |
19.7 |
1.3% |
51% |
False |
False |
1,842 |
60 |
1,579.5 |
1,359.0 |
220.5 |
14.8% |
18.1 |
1.2% |
57% |
False |
False |
1,669 |
80 |
1,579.5 |
1,317.4 |
262.1 |
17.7% |
18.3 |
1.2% |
64% |
False |
False |
1,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,774.6 |
2.618 |
1,678.6 |
1.618 |
1,619.8 |
1.000 |
1,583.5 |
0.618 |
1,561.0 |
HIGH |
1,524.7 |
0.618 |
1,502.2 |
0.500 |
1,495.3 |
0.382 |
1,488.4 |
LOW |
1,465.9 |
0.618 |
1,429.6 |
1.000 |
1,407.1 |
1.618 |
1,370.8 |
2.618 |
1,312.0 |
4.250 |
1,216.0 |
|
|
Fisher Pivots for day following 05-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,495.3 |
1,510.2 |
PP |
1,491.8 |
1,501.8 |
S1 |
1,488.4 |
1,493.3 |
|