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 |
5,770.0 |
5,742.0 |
-28.0 |
-0.5% |
5,713.0 |
High |
5,786.5 |
5,768.0 |
-18.5 |
-0.3% |
5,754.5 |
Low |
5,700.5 |
5,702.5 |
2.0 |
0.0% |
5,593.0 |
Close |
5,747.0 |
5,711.0 |
-36.0 |
-0.6% |
5,746.5 |
Range |
86.0 |
65.5 |
-20.5 |
-23.8% |
161.5 |
ATR |
84.5 |
83.1 |
-1.4 |
-1.6% |
0.0 |
Volume |
116,775 |
99,980 |
-16,795 |
-14.4% |
459,894 |
|
Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,923.5 |
5,883.0 |
5,747.0 |
|
R3 |
5,858.0 |
5,817.5 |
5,729.0 |
|
R2 |
5,792.5 |
5,792.5 |
5,723.0 |
|
R1 |
5,752.0 |
5,752.0 |
5,717.0 |
5,739.5 |
PP |
5,727.0 |
5,727.0 |
5,727.0 |
5,721.0 |
S1 |
5,686.5 |
5,686.5 |
5,705.0 |
5,674.0 |
S2 |
5,661.5 |
5,661.5 |
5,699.0 |
|
S3 |
5,596.0 |
5,621.0 |
5,693.0 |
|
S4 |
5,530.5 |
5,555.5 |
5,675.0 |
|
|
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 |
5,786.5 |
5,671.0 |
115.5 |
2.0% |
78.5 |
1.4% |
35% |
False |
False |
88,162 |
10 |
5,786.5 |
5,593.0 |
193.5 |
3.4% |
77.0 |
1.3% |
61% |
False |
False |
91,675 |
20 |
5,788.5 |
5,490.0 |
298.5 |
5.2% |
91.5 |
1.6% |
74% |
False |
False |
106,226 |
40 |
5,948.5 |
5,490.0 |
458.5 |
8.0% |
82.0 |
1.4% |
48% |
False |
False |
101,768 |
60 |
5,948.5 |
5,490.0 |
458.5 |
8.0% |
70.0 |
1.2% |
48% |
False |
False |
68,005 |
80 |
5,948.5 |
5,490.0 |
458.5 |
8.0% |
61.0 |
1.1% |
48% |
False |
False |
51,010 |
100 |
5,948.5 |
5,277.5 |
671.0 |
11.7% |
50.5 |
0.9% |
65% |
False |
False |
40,825 |
120 |
5,948.5 |
5,070.5 |
878.0 |
15.4% |
43.5 |
0.8% |
73% |
False |
False |
34,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,046.5 |
2.618 |
5,939.5 |
1.618 |
5,874.0 |
1.000 |
5,833.5 |
0.618 |
5,808.5 |
HIGH |
5,768.0 |
0.618 |
5,743.0 |
0.500 |
5,735.0 |
0.382 |
5,727.5 |
LOW |
5,702.5 |
0.618 |
5,662.0 |
1.000 |
5,637.0 |
1.618 |
5,596.5 |
2.618 |
5,531.0 |
4.250 |
5,424.0 |
|
|
Fisher Pivots for day following 03-May-2012 |
Pivot |
1 day |
3 day |
R1 |
5,735.0 |
5,743.0 |
PP |
5,727.0 |
5,732.0 |
S1 |
5,719.0 |
5,721.5 |
|