Trading Metrics calculated at close of trading on 01-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
Open |
5,742.0 |
5,716.0 |
-26.0 |
-0.5% |
5,713.0 |
High |
5,760.5 |
5,785.0 |
24.5 |
0.4% |
5,754.5 |
Low |
5,689.0 |
5,699.0 |
10.0 |
0.2% |
5,593.0 |
Close |
5,718.0 |
5,769.0 |
51.0 |
0.9% |
5,746.5 |
Range |
71.5 |
86.0 |
14.5 |
20.3% |
161.5 |
ATR |
84.2 |
84.4 |
0.1 |
0.2% |
0.0 |
Volume |
94,410 |
33,323 |
-61,087 |
-64.7% |
459,894 |
|
Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,009.0 |
5,975.0 |
5,816.5 |
|
R3 |
5,923.0 |
5,889.0 |
5,792.5 |
|
R2 |
5,837.0 |
5,837.0 |
5,785.0 |
|
R1 |
5,803.0 |
5,803.0 |
5,777.0 |
5,820.0 |
PP |
5,751.0 |
5,751.0 |
5,751.0 |
5,759.5 |
S1 |
5,717.0 |
5,717.0 |
5,761.0 |
5,734.0 |
S2 |
5,665.0 |
5,665.0 |
5,753.0 |
|
S3 |
5,579.0 |
5,631.0 |
5,745.5 |
|
S4 |
5,493.0 |
5,545.0 |
5,721.5 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,182.5 |
6,126.0 |
5,835.5 |
|
R3 |
6,021.0 |
5,964.5 |
5,791.0 |
|
R2 |
5,859.5 |
5,859.5 |
5,776.0 |
|
R1 |
5,803.0 |
5,803.0 |
5,761.5 |
5,831.0 |
PP |
5,698.0 |
5,698.0 |
5,698.0 |
5,712.0 |
S1 |
5,641.5 |
5,641.5 |
5,731.5 |
5,670.0 |
S2 |
5,536.5 |
5,536.5 |
5,717.0 |
|
S3 |
5,375.0 |
5,480.0 |
5,702.0 |
|
S4 |
5,213.5 |
5,318.5 |
5,657.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,785.0 |
5,655.0 |
130.0 |
2.3% |
75.0 |
1.3% |
88% |
True |
False |
80,058 |
10 |
5,785.0 |
5,593.0 |
192.0 |
3.3% |
76.0 |
1.3% |
92% |
True |
False |
92,397 |
20 |
5,860.0 |
5,490.0 |
370.0 |
6.4% |
96.5 |
1.7% |
75% |
False |
False |
107,163 |
40 |
5,948.5 |
5,490.0 |
458.5 |
7.9% |
83.0 |
1.4% |
61% |
False |
False |
96,434 |
60 |
5,948.5 |
5,490.0 |
458.5 |
7.9% |
68.0 |
1.2% |
61% |
False |
False |
64,393 |
80 |
5,948.5 |
5,490.0 |
458.5 |
7.9% |
59.5 |
1.0% |
61% |
False |
False |
48,301 |
100 |
5,948.5 |
5,277.5 |
671.0 |
11.6% |
49.5 |
0.9% |
73% |
False |
False |
38,658 |
120 |
5,948.5 |
5,070.5 |
878.0 |
15.2% |
42.5 |
0.7% |
80% |
False |
False |
32,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,150.5 |
2.618 |
6,010.0 |
1.618 |
5,924.0 |
1.000 |
5,871.0 |
0.618 |
5,838.0 |
HIGH |
5,785.0 |
0.618 |
5,752.0 |
0.500 |
5,742.0 |
0.382 |
5,732.0 |
LOW |
5,699.0 |
0.618 |
5,646.0 |
1.000 |
5,613.0 |
1.618 |
5,560.0 |
2.618 |
5,474.0 |
4.250 |
5,333.5 |
|
|
Fisher Pivots for day following 01-May-2012 |
Pivot |
1 day |
3 day |
R1 |
5,760.0 |
5,755.5 |
PP |
5,751.0 |
5,741.5 |
S1 |
5,742.0 |
5,728.0 |
|