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 |
12,763.46 |
12,810.16 |
46.70 |
0.4% |
12,505.99 |
High |
12,832.83 |
12,876.00 |
43.17 |
0.3% |
12,832.83 |
Low |
12,751.13 |
12,784.62 |
33.49 |
0.3% |
12,446.05 |
Close |
12,810.54 |
12,807.36 |
-3.18 |
0.0% |
12,810.54 |
Range |
81.70 |
91.38 |
9.68 |
11.8% |
386.78 |
ATR |
116.80 |
114.99 |
-1.82 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,096.80 |
13,043.46 |
12,857.62 |
|
R3 |
13,005.42 |
12,952.08 |
12,832.49 |
|
R2 |
12,914.04 |
12,914.04 |
12,824.11 |
|
R1 |
12,860.70 |
12,860.70 |
12,815.74 |
12,841.68 |
PP |
12,822.66 |
12,822.66 |
12,822.66 |
12,813.15 |
S1 |
12,769.32 |
12,769.32 |
12,798.98 |
12,750.30 |
S2 |
12,731.28 |
12,731.28 |
12,790.61 |
|
S3 |
12,639.90 |
12,677.94 |
12,782.23 |
|
S4 |
12,548.52 |
12,586.56 |
12,757.10 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,856.81 |
13,720.46 |
13,023.27 |
|
R3 |
13,470.03 |
13,333.68 |
12,916.90 |
|
R2 |
13,083.25 |
13,083.25 |
12,881.45 |
|
R1 |
12,946.90 |
12,946.90 |
12,845.99 |
13,015.08 |
PP |
12,696.47 |
12,696.47 |
12,696.47 |
12,730.56 |
S1 |
12,560.12 |
12,560.12 |
12,775.09 |
12,628.30 |
S2 |
12,309.69 |
12,309.69 |
12,739.63 |
|
S3 |
11,922.91 |
12,173.34 |
12,704.18 |
|
S4 |
11,536.13 |
11,786.56 |
12,597.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,876.00 |
12,478.14 |
397.86 |
3.1% |
105.95 |
0.8% |
83% |
True |
False |
|
10 |
12,876.00 |
12,093.89 |
782.11 |
6.1% |
118.13 |
0.9% |
91% |
True |
False |
|
20 |
12,876.00 |
12,093.89 |
782.11 |
6.1% |
109.94 |
0.9% |
91% |
True |
False |
|
40 |
12,876.00 |
11,555.48 |
1,320.52 |
10.3% |
129.92 |
1.0% |
95% |
True |
False |
|
60 |
12,876.00 |
11,555.48 |
1,320.52 |
10.3% |
124.83 |
1.0% |
95% |
True |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.3% |
116.68 |
0.9% |
95% |
True |
False |
|
100 |
12,876.00 |
11,327.49 |
1,548.51 |
12.1% |
106.88 |
0.8% |
96% |
True |
False |
|
120 |
12,876.00 |
10,929.28 |
1,946.72 |
15.2% |
110.60 |
0.9% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,264.37 |
2.618 |
13,115.23 |
1.618 |
13,023.85 |
1.000 |
12,967.38 |
0.618 |
12,932.47 |
HIGH |
12,876.00 |
0.618 |
12,841.09 |
0.500 |
12,830.31 |
0.382 |
12,819.53 |
LOW |
12,784.62 |
0.618 |
12,728.15 |
1.000 |
12,693.24 |
1.618 |
12,636.77 |
2.618 |
12,545.39 |
4.250 |
12,396.26 |
|
|
Fisher Pivots for day following 02-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,830.31 |
12,796.66 |
PP |
12,822.66 |
12,785.97 |
S1 |
12,815.01 |
12,775.27 |
|