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 |
4,438.0 |
4,432.0 |
-6.0 |
-0.1% |
4,375.0 |
High |
4,441.0 |
4,440.0 |
-1.0 |
0.0% |
4,414.0 |
Low |
4,422.0 |
4,422.0 |
0.0 |
0.0% |
4,334.0 |
Close |
4,429.0 |
4,426.0 |
-3.0 |
-0.1% |
4,369.0 |
Range |
19.0 |
18.0 |
-1.0 |
-5.3% |
80.0 |
ATR |
40.6 |
39.0 |
-1.6 |
-4.0% |
0.0 |
Volume |
20,850 |
23,057 |
2,207 |
10.6% |
87,649 |
|
Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,483.3 |
4,472.7 |
4,435.9 |
|
R3 |
4,465.3 |
4,454.7 |
4,431.0 |
|
R2 |
4,447.3 |
4,447.3 |
4,429.3 |
|
R1 |
4,436.7 |
4,436.7 |
4,427.7 |
4,433.0 |
PP |
4,429.3 |
4,429.3 |
4,429.3 |
4,427.5 |
S1 |
4,418.7 |
4,418.7 |
4,424.4 |
4,415.0 |
S2 |
4,411.3 |
4,411.3 |
4,422.7 |
|
S3 |
4,393.3 |
4,400.7 |
4,421.1 |
|
S4 |
4,375.3 |
4,382.7 |
4,416.1 |
|
|
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% |
29.2 |
0.7% |
75% |
False |
False |
21,559 |
10 |
4,448.0 |
4,334.0 |
114.0 |
2.6% |
30.6 |
0.7% |
81% |
False |
False |
21,752 |
20 |
4,448.0 |
4,245.0 |
203.0 |
4.6% |
31.7 |
0.7% |
89% |
False |
False |
23,260 |
40 |
4,448.0 |
4,150.0 |
298.0 |
6.7% |
34.1 |
0.8% |
93% |
False |
False |
25,996 |
60 |
4,448.0 |
4,150.0 |
298.0 |
6.7% |
24.6 |
0.6% |
93% |
False |
False |
17,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,516.5 |
2.618 |
4,487.1 |
1.618 |
4,469.1 |
1.000 |
4,458.0 |
0.618 |
4,451.1 |
HIGH |
4,440.0 |
0.618 |
4,433.1 |
0.500 |
4,431.0 |
0.382 |
4,428.9 |
LOW |
4,422.0 |
0.618 |
4,410.9 |
1.000 |
4,404.0 |
1.618 |
4,392.9 |
2.618 |
4,374.9 |
4.250 |
4,345.5 |
|
|
Fisher Pivots for day following 03-May-2012 |
Pivot |
1 day |
3 day |
R1 |
4,431.0 |
4,424.5 |
PP |
4,429.3 |
4,423.0 |
S1 |
4,427.7 |
4,421.5 |
|