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 |
1,400.50 |
1,397.50 |
-3.00 |
-0.2% |
1,372.25 |
High |
1,404.75 |
1,402.75 |
-2.00 |
-0.1% |
1,403.00 |
Low |
1,389.25 |
1,384.50 |
-4.75 |
-0.3% |
1,354.00 |
Close |
1,397.50 |
1,386.00 |
-11.50 |
-0.8% |
1,398.50 |
Range |
15.50 |
18.25 |
2.75 |
17.7% |
49.00 |
ATR |
17.03 |
17.12 |
0.09 |
0.5% |
0.00 |
Volume |
1,679,970 |
1,759,554 |
79,584 |
4.7% |
8,392,126 |
|
Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,445.75 |
1,434.25 |
1,396.00 |
|
R3 |
1,427.50 |
1,416.00 |
1,391.00 |
|
R2 |
1,409.25 |
1,409.25 |
1,389.25 |
|
R1 |
1,397.75 |
1,397.75 |
1,387.75 |
1,394.50 |
PP |
1,391.00 |
1,391.00 |
1,391.00 |
1,389.50 |
S1 |
1,379.50 |
1,379.50 |
1,384.25 |
1,376.00 |
S2 |
1,372.75 |
1,372.75 |
1,382.75 |
|
S3 |
1,354.50 |
1,361.25 |
1,381.00 |
|
S4 |
1,336.25 |
1,343.00 |
1,376.00 |
|
|
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 |
1,384.50 |
27.00 |
1.9% |
16.75 |
1.2% |
6% |
False |
True |
1,535,025 |
10 |
1,411.50 |
1,354.00 |
57.50 |
4.1% |
16.25 |
1.2% |
56% |
False |
False |
1,626,495 |
20 |
1,411.50 |
1,352.50 |
59.00 |
4.3% |
17.75 |
1.3% |
57% |
False |
False |
1,760,209 |
40 |
1,419.75 |
1,344.75 |
75.00 |
5.4% |
16.25 |
1.2% |
55% |
False |
False |
1,726,094 |
60 |
1,419.75 |
1,327.75 |
92.00 |
6.6% |
15.50 |
1.1% |
63% |
False |
False |
1,158,506 |
80 |
1,419.75 |
1,267.50 |
152.25 |
11.0% |
15.25 |
1.1% |
78% |
False |
False |
869,758 |
100 |
1,419.75 |
1,190.00 |
229.75 |
16.6% |
16.00 |
1.2% |
85% |
False |
False |
695,996 |
120 |
1,419.75 |
1,140.25 |
279.50 |
20.2% |
16.25 |
1.2% |
88% |
False |
False |
580,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,480.25 |
2.618 |
1,450.50 |
1.618 |
1,432.25 |
1.000 |
1,421.00 |
0.618 |
1,414.00 |
HIGH |
1,402.75 |
0.618 |
1,395.75 |
0.500 |
1,393.50 |
0.382 |
1,391.50 |
LOW |
1,384.50 |
0.618 |
1,373.25 |
1.000 |
1,366.25 |
1.618 |
1,355.00 |
2.618 |
1,336.75 |
4.250 |
1,307.00 |
|
|
Fisher Pivots for day following 03-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,393.50 |
1,398.00 |
PP |
1,391.00 |
1,394.00 |
S1 |
1,388.50 |
1,390.00 |
|