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 |
1,394.25 |
1,400.50 |
6.25 |
0.4% |
1,372.25 |
High |
1,411.50 |
1,404.75 |
-6.75 |
-0.5% |
1,403.00 |
Low |
1,391.25 |
1,389.25 |
-2.00 |
-0.1% |
1,354.00 |
Close |
1,400.50 |
1,397.50 |
-3.00 |
-0.2% |
1,398.50 |
Range |
20.25 |
15.50 |
-4.75 |
-23.5% |
49.00 |
ATR |
17.15 |
17.03 |
-0.12 |
-0.7% |
0.00 |
Volume |
1,305,365 |
1,679,970 |
374,605 |
28.7% |
8,392,126 |
|
Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,443.75 |
1,436.00 |
1,406.00 |
|
R3 |
1,428.25 |
1,420.50 |
1,401.75 |
|
R2 |
1,412.75 |
1,412.75 |
1,400.25 |
|
R1 |
1,405.00 |
1,405.00 |
1,399.00 |
1,401.00 |
PP |
1,397.25 |
1,397.25 |
1,397.25 |
1,395.25 |
S1 |
1,389.50 |
1,389.50 |
1,396.00 |
1,385.50 |
S2 |
1,381.75 |
1,381.75 |
1,394.75 |
|
S3 |
1,366.25 |
1,374.00 |
1,393.25 |
|
S4 |
1,350.75 |
1,358.50 |
1,389.00 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,532.25 |
1,514.25 |
1,425.50 |
|
R3 |
1,483.25 |
1,465.25 |
1,412.00 |
|
R2 |
1,434.25 |
1,434.25 |
1,407.50 |
|
R1 |
1,416.25 |
1,416.25 |
1,403.00 |
1,425.25 |
PP |
1,385.25 |
1,385.25 |
1,385.25 |
1,389.50 |
S1 |
1,367.25 |
1,367.25 |
1,394.00 |
1,376.25 |
S2 |
1,336.25 |
1,336.25 |
1,389.50 |
|
S3 |
1,287.25 |
1,318.25 |
1,385.00 |
|
S4 |
1,238.25 |
1,269.25 |
1,371.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,411.50 |
1,381.00 |
30.50 |
2.2% |
16.50 |
1.2% |
54% |
False |
False |
1,516,400 |
10 |
1,411.50 |
1,354.00 |
57.50 |
4.1% |
16.75 |
1.2% |
76% |
False |
False |
1,713,711 |
20 |
1,411.50 |
1,352.50 |
59.00 |
4.2% |
17.75 |
1.3% |
76% |
False |
False |
1,763,545 |
40 |
1,419.75 |
1,335.75 |
84.00 |
6.0% |
16.25 |
1.2% |
74% |
False |
False |
1,687,339 |
60 |
1,419.75 |
1,327.00 |
92.75 |
6.6% |
15.50 |
1.1% |
76% |
False |
False |
1,129,193 |
80 |
1,419.75 |
1,262.50 |
157.25 |
11.3% |
15.25 |
1.1% |
86% |
False |
False |
847,775 |
100 |
1,419.75 |
1,190.00 |
229.75 |
16.4% |
16.00 |
1.2% |
90% |
False |
False |
678,402 |
120 |
1,419.75 |
1,140.25 |
279.50 |
20.0% |
16.25 |
1.2% |
92% |
False |
False |
565,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,470.50 |
2.618 |
1,445.25 |
1.618 |
1,429.75 |
1.000 |
1,420.25 |
0.618 |
1,414.25 |
HIGH |
1,404.75 |
0.618 |
1,398.75 |
0.500 |
1,397.00 |
0.382 |
1,395.25 |
LOW |
1,389.25 |
0.618 |
1,379.75 |
1.000 |
1,373.75 |
1.618 |
1,364.25 |
2.618 |
1,348.75 |
4.250 |
1,323.50 |
|
|
Fisher Pivots for day following 02-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,397.25 |
1,400.50 |
PP |
1,397.25 |
1,399.50 |
S1 |
1,397.00 |
1,398.50 |
|