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 |
12,806.29 |
12,723.65 |
-82.64 |
-0.6% |
12,505.99 |
High |
12,806.68 |
12,724.56 |
-82.12 |
-0.6% |
12,832.83 |
Low |
12,673.02 |
12,521.28 |
-151.74 |
-1.2% |
12,446.05 |
Close |
12,723.58 |
12,584.17 |
-139.41 |
-1.1% |
12,810.54 |
Range |
133.66 |
203.28 |
69.62 |
52.1% |
386.78 |
ATR |
114.77 |
121.09 |
6.32 |
5.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,219.84 |
13,105.29 |
12,695.97 |
|
R3 |
13,016.56 |
12,902.01 |
12,640.07 |
|
R2 |
12,813.28 |
12,813.28 |
12,621.44 |
|
R1 |
12,698.73 |
12,698.73 |
12,602.80 |
12,654.37 |
PP |
12,610.00 |
12,610.00 |
12,610.00 |
12,587.82 |
S1 |
12,495.45 |
12,495.45 |
12,565.54 |
12,451.09 |
S2 |
12,406.72 |
12,406.72 |
12,546.90 |
|
S3 |
12,203.44 |
12,292.17 |
12,528.27 |
|
S4 |
12,000.16 |
12,088.89 |
12,472.37 |
|
|
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 |
12,521.28 |
354.72 |
2.8% |
120.14 |
1.0% |
18% |
False |
True |
|
10 |
12,876.00 |
12,446.05 |
429.95 |
3.4% |
107.60 |
0.9% |
32% |
False |
False |
|
20 |
12,876.00 |
12,093.89 |
782.11 |
6.2% |
121.96 |
1.0% |
63% |
False |
False |
|
40 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
128.56 |
1.0% |
78% |
False |
False |
|
60 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
127.76 |
1.0% |
78% |
False |
False |
|
80 |
12,876.00 |
11,555.48 |
1,320.52 |
10.5% |
118.28 |
0.9% |
78% |
False |
False |
|
100 |
12,876.00 |
11,405.33 |
1,470.67 |
11.7% |
109.17 |
0.9% |
80% |
False |
False |
|
120 |
12,876.00 |
10,929.28 |
1,946.72 |
15.5% |
111.46 |
0.9% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,588.50 |
2.618 |
13,256.75 |
1.618 |
13,053.47 |
1.000 |
12,927.84 |
0.618 |
12,850.19 |
HIGH |
12,724.56 |
0.618 |
12,646.91 |
0.500 |
12,622.92 |
0.382 |
12,598.93 |
LOW |
12,521.28 |
0.618 |
12,395.65 |
1.000 |
12,318.00 |
1.618 |
12,192.37 |
2.618 |
11,989.09 |
4.250 |
11,657.34 |
|
|
Fisher Pivots for day following 05-May-2011 |
Pivot |
1 day |
3 day |
R1 |
12,622.92 |
12,680.97 |
PP |
12,610.00 |
12,648.70 |
S1 |
12,597.09 |
12,616.44 |
|