Trading Metrics calculated at close of trading on 02-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
Open |
13,214.16 |
13,278.11 |
63.95 |
0.5% |
13,028.20 |
High |
13,338.66 |
13,278.11 |
-60.55 |
-0.5% |
13,266.68 |
Low |
13,174.65 |
13,192.21 |
17.56 |
0.1% |
12,845.58 |
Close |
13,279.32 |
13,268.57 |
-10.75 |
-0.1% |
13,228.31 |
Range |
164.01 |
85.90 |
-78.11 |
-47.6% |
421.10 |
ATR |
128.41 |
125.46 |
-2.95 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,504.00 |
13,472.18 |
13,315.82 |
|
R3 |
13,418.10 |
13,386.28 |
13,292.19 |
|
R2 |
13,332.20 |
13,332.20 |
13,284.32 |
|
R1 |
13,300.38 |
13,300.38 |
13,276.44 |
13,273.34 |
PP |
13,246.30 |
13,246.30 |
13,246.30 |
13,232.78 |
S1 |
13,214.48 |
13,214.48 |
13,260.70 |
13,187.44 |
S2 |
13,160.40 |
13,160.40 |
13,252.82 |
|
S3 |
13,074.50 |
13,128.58 |
13,244.95 |
|
S4 |
12,988.60 |
13,042.68 |
13,221.33 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,376.82 |
14,223.67 |
13,459.92 |
|
R3 |
13,955.72 |
13,802.57 |
13,344.11 |
|
R2 |
13,534.62 |
13,534.62 |
13,305.51 |
|
R1 |
13,381.47 |
13,381.47 |
13,266.91 |
13,458.05 |
PP |
13,113.52 |
13,113.52 |
13,113.52 |
13,151.81 |
S1 |
12,960.37 |
12,960.37 |
13,189.71 |
13,036.95 |
S2 |
12,692.42 |
12,692.42 |
13,151.11 |
|
S3 |
12,271.32 |
12,539.27 |
13,112.51 |
|
S4 |
11,850.22 |
12,118.17 |
12,996.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,338.66 |
13,075.96 |
262.70 |
2.0% |
105.80 |
0.8% |
73% |
False |
False |
|
10 |
13,338.66 |
12,845.58 |
493.08 |
3.7% |
124.92 |
0.9% |
86% |
False |
False |
|
20 |
13,338.66 |
12,710.56 |
628.10 |
4.7% |
137.87 |
1.0% |
89% |
False |
False |
|
40 |
13,338.66 |
12,710.56 |
628.10 |
4.7% |
120.33 |
0.9% |
89% |
False |
False |
|
60 |
13,338.66 |
12,710.56 |
628.10 |
4.7% |
114.93 |
0.9% |
89% |
False |
False |
|
80 |
13,338.66 |
12,311.79 |
1,026.87 |
7.7% |
115.34 |
0.9% |
93% |
False |
False |
|
100 |
13,338.66 |
11,735.19 |
1,603.47 |
12.1% |
124.97 |
0.9% |
96% |
False |
False |
|
120 |
13,338.66 |
11,231.56 |
2,107.10 |
15.9% |
139.88 |
1.1% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,643.19 |
2.618 |
13,503.00 |
1.618 |
13,417.10 |
1.000 |
13,364.01 |
0.618 |
13,331.20 |
HIGH |
13,278.11 |
0.618 |
13,245.30 |
0.500 |
13,235.16 |
0.382 |
13,225.02 |
LOW |
13,192.21 |
0.618 |
13,139.12 |
1.000 |
13,106.31 |
1.618 |
13,053.22 |
2.618 |
12,967.32 |
4.250 |
12,827.14 |
|
|
Fisher Pivots for day following 02-May-2012 |
Pivot |
1 day |
3 day |
R1 |
13,257.43 |
13,264.60 |
PP |
13,246.30 |
13,260.63 |
S1 |
13,235.16 |
13,256.66 |
|