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 |
6,830.0 |
6,747.0 |
-83.0 |
-1.2% |
6,710.5 |
High |
6,885.0 |
6,799.0 |
-86.0 |
-1.2% |
6,834.5 |
Low |
6,668.5 |
6,652.5 |
-16.0 |
-0.2% |
6,505.0 |
Close |
6,753.5 |
6,673.0 |
-80.5 |
-1.2% |
6,811.0 |
Range |
216.5 |
146.5 |
-70.0 |
-32.3% |
329.5 |
ATR |
150.0 |
149.8 |
-0.3 |
-0.2% |
0.0 |
Volume |
155,703 |
146,470 |
-9,233 |
-5.9% |
773,705 |
|
Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,147.7 |
7,056.8 |
6,753.6 |
|
R3 |
7,001.2 |
6,910.3 |
6,713.3 |
|
R2 |
6,854.7 |
6,854.7 |
6,699.9 |
|
R1 |
6,763.8 |
6,763.8 |
6,686.4 |
6,736.0 |
PP |
6,708.2 |
6,708.2 |
6,708.2 |
6,694.3 |
S1 |
6,617.3 |
6,617.3 |
6,659.6 |
6,589.5 |
S2 |
6,561.7 |
6,561.7 |
6,646.1 |
|
S3 |
6,415.2 |
6,470.8 |
6,632.7 |
|
S4 |
6,268.7 |
6,324.3 |
6,592.4 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,705.3 |
7,587.7 |
6,992.2 |
|
R3 |
7,375.8 |
7,258.2 |
6,901.6 |
|
R2 |
7,046.3 |
7,046.3 |
6,871.4 |
|
R1 |
6,928.7 |
6,928.7 |
6,841.2 |
6,987.5 |
PP |
6,716.8 |
6,716.8 |
6,716.8 |
6,746.3 |
S1 |
6,599.2 |
6,599.2 |
6,780.8 |
6,658.0 |
S2 |
6,387.3 |
6,387.3 |
6,750.6 |
|
S3 |
6,057.8 |
6,269.7 |
6,720.4 |
|
S4 |
5,728.3 |
5,940.2 |
6,629.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,885.0 |
6,647.0 |
238.0 |
3.6% |
157.5 |
2.4% |
11% |
False |
False |
140,129 |
10 |
6,885.0 |
6,505.0 |
380.0 |
5.7% |
153.2 |
2.3% |
44% |
False |
False |
152,464 |
20 |
7,095.0 |
6,505.0 |
590.0 |
8.8% |
157.1 |
2.4% |
28% |
False |
False |
157,766 |
40 |
7,211.0 |
6,505.0 |
706.0 |
10.6% |
138.6 |
2.1% |
24% |
False |
False |
129,848 |
60 |
7,211.0 |
6,505.0 |
706.0 |
10.6% |
125.2 |
1.9% |
24% |
False |
False |
86,974 |
80 |
7,211.0 |
6,090.0 |
1,121.0 |
16.8% |
117.9 |
1.8% |
52% |
False |
False |
65,319 |
100 |
7,211.0 |
5,641.5 |
1,569.5 |
23.5% |
118.9 |
1.8% |
66% |
False |
False |
52,729 |
120 |
7,211.0 |
5,409.0 |
1,802.0 |
27.0% |
123.8 |
1.9% |
70% |
False |
False |
43,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,421.6 |
2.618 |
7,182.5 |
1.618 |
7,036.0 |
1.000 |
6,945.5 |
0.618 |
6,889.5 |
HIGH |
6,799.0 |
0.618 |
6,743.0 |
0.500 |
6,725.8 |
0.382 |
6,708.5 |
LOW |
6,652.5 |
0.618 |
6,562.0 |
1.000 |
6,506.0 |
1.618 |
6,415.5 |
2.618 |
6,269.0 |
4.250 |
6,029.9 |
|
|
Fisher Pivots for day following 03-May-2012 |
Pivot |
1 day |
3 day |
R1 |
6,725.8 |
6,768.8 |
PP |
6,708.2 |
6,736.8 |
S1 |
6,690.6 |
6,704.9 |
|