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 |
9,470 |
9,400 |
-70 |
-0.7% |
9,610 |
High |
9,480 |
9,430 |
-50 |
-0.5% |
9,715 |
Low |
9,305 |
9,305 |
0 |
0.0% |
9,410 |
Close |
9,390 |
9,350 |
-40 |
-0.4% |
9,535 |
Range |
175 |
125 |
-50 |
-28.6% |
305 |
ATR |
156 |
154 |
-2 |
-1.4% |
0 |
Volume |
4,068 |
4,470 |
402 |
9.9% |
19,045 |
|
Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,737 |
9,668 |
9,419 |
|
R3 |
9,612 |
9,543 |
9,385 |
|
R2 |
9,487 |
9,487 |
9,373 |
|
R1 |
9,418 |
9,418 |
9,362 |
9,390 |
PP |
9,362 |
9,362 |
9,362 |
9,348 |
S1 |
9,293 |
9,293 |
9,339 |
9,265 |
S2 |
9,237 |
9,237 |
9,327 |
|
S3 |
9,112 |
9,168 |
9,316 |
|
S4 |
8,987 |
9,043 |
9,281 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,468 |
10,307 |
9,703 |
|
R3 |
10,163 |
10,002 |
9,619 |
|
R2 |
9,858 |
9,858 |
9,591 |
|
R1 |
9,697 |
9,697 |
9,563 |
9,625 |
PP |
9,553 |
9,553 |
9,553 |
9,518 |
S1 |
9,392 |
9,392 |
9,507 |
9,320 |
S2 |
9,248 |
9,248 |
9,479 |
|
S3 |
8,943 |
9,087 |
9,451 |
|
S4 |
8,638 |
8,782 |
9,367 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,715 |
9,305 |
410 |
4.4% |
166 |
1.8% |
11% |
False |
True |
4,138 |
10 |
9,715 |
9,305 |
410 |
4.4% |
148 |
1.6% |
11% |
False |
True |
3,625 |
20 |
10,100 |
9,305 |
795 |
8.5% |
165 |
1.8% |
6% |
False |
True |
4,113 |
40 |
10,230 |
9,305 |
925 |
9.9% |
154 |
1.6% |
5% |
False |
True |
5,082 |
60 |
10,230 |
8,450 |
1,780 |
19.0% |
114 |
1.2% |
51% |
False |
False |
3,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,961 |
2.618 |
9,757 |
1.618 |
9,632 |
1.000 |
9,555 |
0.618 |
9,507 |
HIGH |
9,430 |
0.618 |
9,382 |
0.500 |
9,368 |
0.382 |
9,353 |
LOW |
9,305 |
0.618 |
9,228 |
1.000 |
9,180 |
1.618 |
9,103 |
2.618 |
8,978 |
4.250 |
8,774 |
|
|
Fisher Pivots for day following 02-May-2012 |
Pivot |
1 day |
3 day |
R1 |
9,368 |
9,443 |
PP |
9,362 |
9,412 |
S1 |
9,356 |
9,381 |
|