Trading Metrics calculated at close of trading on 04-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
Open |
4,432.0 |
4,422.0 |
-10.0 |
-0.2% |
4,400.0 |
High |
4,440.0 |
4,424.0 |
-16.0 |
-0.4% |
4,448.0 |
Low |
4,422.0 |
4,382.0 |
-40.0 |
-0.9% |
4,378.0 |
Close |
4,426.0 |
4,391.0 |
-35.0 |
-0.8% |
4,391.0 |
Range |
18.0 |
42.0 |
24.0 |
133.3% |
70.0 |
ATR |
39.0 |
39.4 |
0.4 |
0.9% |
0.0 |
Volume |
23,057 |
21,599 |
-1,458 |
-6.3% |
108,214 |
|
Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,525.0 |
4,500.0 |
4,414.1 |
|
R3 |
4,483.0 |
4,458.0 |
4,402.6 |
|
R2 |
4,441.0 |
4,441.0 |
4,398.7 |
|
R1 |
4,416.0 |
4,416.0 |
4,394.9 |
4,407.5 |
PP |
4,399.0 |
4,399.0 |
4,399.0 |
4,394.8 |
S1 |
4,374.0 |
4,374.0 |
4,387.2 |
4,365.5 |
S2 |
4,357.0 |
4,357.0 |
4,383.3 |
|
S3 |
4,315.0 |
4,332.0 |
4,379.5 |
|
S4 |
4,273.0 |
4,290.0 |
4,367.9 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,615.7 |
4,573.3 |
4,429.5 |
|
R3 |
4,545.7 |
4,503.3 |
4,410.3 |
|
R2 |
4,475.7 |
4,475.7 |
4,403.8 |
|
R1 |
4,433.3 |
4,433.3 |
4,397.4 |
4,419.5 |
PP |
4,405.7 |
4,405.7 |
4,405.7 |
4,398.8 |
S1 |
4,363.3 |
4,363.3 |
4,384.6 |
4,349.5 |
S2 |
4,335.7 |
4,335.7 |
4,378.2 |
|
S3 |
4,265.7 |
4,293.3 |
4,371.8 |
|
S4 |
4,195.7 |
4,223.3 |
4,352.5 |
|
|
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 |
4,378.0 |
70.0 |
1.6% |
31.6 |
0.7% |
19% |
False |
False |
21,642 |
10 |
4,448.0 |
4,334.0 |
114.0 |
2.6% |
32.2 |
0.7% |
50% |
False |
False |
21,441 |
20 |
4,448.0 |
4,245.0 |
203.0 |
4.6% |
32.3 |
0.7% |
72% |
False |
False |
22,973 |
40 |
4,448.0 |
4,150.0 |
298.0 |
6.8% |
34.2 |
0.8% |
81% |
False |
False |
26,524 |
60 |
4,448.0 |
4,150.0 |
298.0 |
6.8% |
25.3 |
0.6% |
81% |
False |
False |
17,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,602.5 |
2.618 |
4,534.0 |
1.618 |
4,492.0 |
1.000 |
4,466.0 |
0.618 |
4,450.0 |
HIGH |
4,424.0 |
0.618 |
4,408.0 |
0.500 |
4,403.0 |
0.382 |
4,398.0 |
LOW |
4,382.0 |
0.618 |
4,356.0 |
1.000 |
4,340.0 |
1.618 |
4,314.0 |
2.618 |
4,272.0 |
4.250 |
4,203.5 |
|
|
Fisher Pivots for day following 04-May-2012 |
Pivot |
1 day |
3 day |
R1 |
4,403.0 |
4,411.5 |
PP |
4,399.0 |
4,404.7 |
S1 |
4,395.0 |
4,397.8 |
|