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 |
4,405.0 |
4,438.0 |
33.0 |
0.7% |
4,375.0 |
High |
4,448.0 |
4,441.0 |
-7.0 |
-0.2% |
4,414.0 |
Low |
4,395.0 |
4,422.0 |
27.0 |
0.6% |
4,334.0 |
Close |
4,419.0 |
4,429.0 |
10.0 |
0.2% |
4,369.0 |
Range |
53.0 |
19.0 |
-34.0 |
-64.2% |
80.0 |
ATR |
42.1 |
40.6 |
-1.4 |
-3.4% |
0.0 |
Volume |
26,324 |
20,850 |
-5,474 |
-20.8% |
87,649 |
|
Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,487.7 |
4,477.3 |
4,439.5 |
|
R3 |
4,468.7 |
4,458.3 |
4,434.2 |
|
R2 |
4,449.7 |
4,449.7 |
4,432.5 |
|
R1 |
4,439.3 |
4,439.3 |
4,430.7 |
4,435.0 |
PP |
4,430.7 |
4,430.7 |
4,430.7 |
4,428.5 |
S1 |
4,420.3 |
4,420.3 |
4,427.3 |
4,416.0 |
S2 |
4,411.7 |
4,411.7 |
4,425.5 |
|
S3 |
4,392.7 |
4,401.3 |
4,423.8 |
|
S4 |
4,373.7 |
4,382.3 |
4,418.6 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,612.3 |
4,570.7 |
4,413.0 |
|
R3 |
4,532.3 |
4,490.7 |
4,391.0 |
|
R2 |
4,452.3 |
4,452.3 |
4,383.7 |
|
R1 |
4,410.7 |
4,410.7 |
4,376.3 |
4,391.5 |
PP |
4,372.3 |
4,372.3 |
4,372.3 |
4,362.8 |
S1 |
4,330.7 |
4,330.7 |
4,361.7 |
4,311.5 |
S2 |
4,292.3 |
4,292.3 |
4,354.3 |
|
S3 |
4,212.3 |
4,250.7 |
4,347.0 |
|
S4 |
4,132.3 |
4,170.7 |
4,325.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,448.0 |
4,359.0 |
89.0 |
2.0% |
35.2 |
0.8% |
79% |
False |
False |
21,806 |
10 |
4,448.0 |
4,334.0 |
114.0 |
2.6% |
31.4 |
0.7% |
83% |
False |
False |
22,117 |
20 |
4,448.0 |
4,245.0 |
203.0 |
4.6% |
33.9 |
0.8% |
91% |
False |
False |
23,553 |
40 |
4,448.0 |
4,150.0 |
298.0 |
6.7% |
34.4 |
0.8% |
94% |
False |
False |
25,424 |
60 |
4,448.0 |
4,150.0 |
298.0 |
6.7% |
24.3 |
0.5% |
94% |
False |
False |
16,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,521.8 |
2.618 |
4,490.7 |
1.618 |
4,471.7 |
1.000 |
4,460.0 |
0.618 |
4,452.7 |
HIGH |
4,441.0 |
0.618 |
4,433.7 |
0.500 |
4,431.5 |
0.382 |
4,429.3 |
LOW |
4,422.0 |
0.618 |
4,410.3 |
1.000 |
4,403.0 |
1.618 |
4,391.3 |
2.618 |
4,372.3 |
4.250 |
4,341.3 |
|
|
Fisher Pivots for day following 02-May-2012 |
Pivot |
1 day |
3 day |
R1 |
4,431.5 |
4,423.7 |
PP |
4,430.7 |
4,418.3 |
S1 |
4,429.8 |
4,413.0 |
|