Trading Metrics calculated at close of trading on 03-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
Open |
13,278.11 |
13,267.59 |
-10.52 |
-0.1% |
13,028.20 |
High |
13,278.11 |
13,284.09 |
5.98 |
0.0% |
13,266.68 |
Low |
13,192.21 |
13,175.64 |
-16.57 |
-0.1% |
12,845.58 |
Close |
13,268.57 |
13,206.59 |
-61.98 |
-0.5% |
13,228.31 |
Range |
85.90 |
108.45 |
22.55 |
26.3% |
421.10 |
ATR |
125.46 |
124.25 |
-1.22 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,547.46 |
13,485.47 |
13,266.24 |
|
R3 |
13,439.01 |
13,377.02 |
13,236.41 |
|
R2 |
13,330.56 |
13,330.56 |
13,226.47 |
|
R1 |
13,268.57 |
13,268.57 |
13,216.53 |
13,245.34 |
PP |
13,222.11 |
13,222.11 |
13,222.11 |
13,210.49 |
S1 |
13,160.12 |
13,160.12 |
13,196.65 |
13,136.89 |
S2 |
13,113.66 |
13,113.66 |
13,186.71 |
|
S3 |
13,005.21 |
13,051.67 |
13,176.77 |
|
S4 |
12,896.76 |
12,943.22 |
13,146.94 |
|
|
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 |
13,174.65 |
164.01 |
1.2% |
97.12 |
0.7% |
19% |
False |
False |
|
10 |
13,338.66 |
12,845.58 |
493.08 |
3.7% |
117.43 |
0.9% |
73% |
False |
False |
|
20 |
13,338.66 |
12,710.56 |
628.10 |
4.8% |
134.43 |
1.0% |
79% |
False |
False |
|
40 |
13,338.66 |
12,710.56 |
628.10 |
4.8% |
120.39 |
0.9% |
79% |
False |
False |
|
60 |
13,338.66 |
12,710.56 |
628.10 |
4.8% |
114.71 |
0.9% |
79% |
False |
False |
|
80 |
13,338.66 |
12,311.79 |
1,026.87 |
7.8% |
115.76 |
0.9% |
87% |
False |
False |
|
100 |
13,338.66 |
11,735.19 |
1,603.47 |
12.1% |
123.76 |
0.9% |
92% |
False |
False |
|
120 |
13,338.66 |
11,231.56 |
2,107.10 |
16.0% |
137.20 |
1.0% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,745.00 |
2.618 |
13,568.01 |
1.618 |
13,459.56 |
1.000 |
13,392.54 |
0.618 |
13,351.11 |
HIGH |
13,284.09 |
0.618 |
13,242.66 |
0.500 |
13,229.87 |
0.382 |
13,217.07 |
LOW |
13,175.64 |
0.618 |
13,108.62 |
1.000 |
13,067.19 |
1.618 |
13,000.17 |
2.618 |
12,891.72 |
4.250 |
12,714.73 |
|
|
Fisher Pivots for day following 03-May-2012 |
Pivot |
1 day |
3 day |
R1 |
13,229.87 |
13,256.66 |
PP |
13,222.11 |
13,239.97 |
S1 |
13,214.35 |
13,223.28 |
|