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 |
9,370 |
9,270 |
-100 |
-1.1% |
9,570 |
High |
9,370 |
9,270 |
-100 |
-1.1% |
9,580 |
Low |
9,245 |
9,145 |
-100 |
-1.1% |
9,145 |
Close |
9,260 |
9,155 |
-105 |
-1.1% |
9,155 |
Range |
125 |
125 |
0 |
0.0% |
435 |
ATR |
152 |
150 |
-2 |
-1.3% |
0 |
Volume |
2,592 |
3,315 |
723 |
27.9% |
17,790 |
|
Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,565 |
9,485 |
9,224 |
|
R3 |
9,440 |
9,360 |
9,190 |
|
R2 |
9,315 |
9,315 |
9,178 |
|
R1 |
9,235 |
9,235 |
9,167 |
9,213 |
PP |
9,190 |
9,190 |
9,190 |
9,179 |
S1 |
9,110 |
9,110 |
9,144 |
9,088 |
S2 |
9,065 |
9,065 |
9,132 |
|
S3 |
8,940 |
8,985 |
9,121 |
|
S4 |
8,815 |
8,860 |
9,086 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,598 |
10,312 |
9,394 |
|
R3 |
10,163 |
9,877 |
9,275 |
|
R2 |
9,728 |
9,728 |
9,235 |
|
R1 |
9,442 |
9,442 |
9,195 |
9,368 |
PP |
9,293 |
9,293 |
9,293 |
9,256 |
S1 |
9,007 |
9,007 |
9,115 |
8,933 |
S2 |
8,858 |
8,858 |
9,075 |
|
S3 |
8,423 |
8,572 |
9,036 |
|
S4 |
7,988 |
8,137 |
8,916 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,580 |
9,145 |
435 |
4.8% |
143 |
1.6% |
2% |
False |
True |
3,558 |
10 |
9,715 |
9,145 |
570 |
6.2% |
150 |
1.6% |
2% |
False |
True |
3,683 |
20 |
9,715 |
9,145 |
570 |
6.2% |
150 |
1.6% |
2% |
False |
True |
3,633 |
40 |
10,230 |
9,145 |
1,085 |
11.9% |
149 |
1.6% |
1% |
False |
True |
4,599 |
60 |
10,230 |
8,600 |
1,630 |
17.8% |
118 |
1.3% |
34% |
False |
False |
4,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,801 |
2.618 |
9,597 |
1.618 |
9,472 |
1.000 |
9,395 |
0.618 |
9,347 |
HIGH |
9,270 |
0.618 |
9,222 |
0.500 |
9,208 |
0.382 |
9,193 |
LOW |
9,145 |
0.618 |
9,068 |
1.000 |
9,020 |
1.618 |
8,943 |
2.618 |
8,818 |
4.250 |
8,614 |
|
|
Fisher Pivots for day following 04-May-2012 |
Pivot |
1 day |
3 day |
R1 |
9,208 |
9,288 |
PP |
9,190 |
9,243 |
S1 |
9,173 |
9,199 |
|