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 |
1,397.50 |
1,386.50 |
-11.00 |
-0.8% |
1,400.25 |
High |
1,402.75 |
1,389.00 |
-13.75 |
-1.0% |
1,411.50 |
Low |
1,384.50 |
1,361.50 |
-23.00 |
-1.7% |
1,361.50 |
Close |
1,386.00 |
1,362.50 |
-23.50 |
-1.7% |
1,362.50 |
Range |
18.25 |
27.50 |
9.25 |
50.7% |
50.00 |
ATR |
17.12 |
17.86 |
0.74 |
4.3% |
0.00 |
Volume |
1,759,554 |
2,074,698 |
315,144 |
17.9% |
8,139,327 |
|
Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,453.50 |
1,435.50 |
1,377.50 |
|
R3 |
1,426.00 |
1,408.00 |
1,370.00 |
|
R2 |
1,398.50 |
1,398.50 |
1,367.50 |
|
R1 |
1,380.50 |
1,380.50 |
1,365.00 |
1,375.75 |
PP |
1,371.00 |
1,371.00 |
1,371.00 |
1,368.50 |
S1 |
1,353.00 |
1,353.00 |
1,360.00 |
1,348.25 |
S2 |
1,343.50 |
1,343.50 |
1,357.50 |
|
S3 |
1,316.00 |
1,325.50 |
1,355.00 |
|
S4 |
1,288.50 |
1,298.00 |
1,347.50 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,528.50 |
1,495.50 |
1,390.00 |
|
R3 |
1,478.50 |
1,445.50 |
1,376.25 |
|
R2 |
1,428.50 |
1,428.50 |
1,371.75 |
|
R1 |
1,395.50 |
1,395.50 |
1,367.00 |
1,387.00 |
PP |
1,378.50 |
1,378.50 |
1,378.50 |
1,374.25 |
S1 |
1,345.50 |
1,345.50 |
1,358.00 |
1,337.00 |
S2 |
1,328.50 |
1,328.50 |
1,353.25 |
|
S3 |
1,278.50 |
1,295.50 |
1,348.75 |
|
S4 |
1,228.50 |
1,245.50 |
1,335.00 |
|
|
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 |
1,361.50 |
50.00 |
3.7% |
18.75 |
1.4% |
2% |
False |
True |
1,627,865 |
10 |
1,411.50 |
1,354.00 |
57.50 |
4.2% |
17.75 |
1.3% |
15% |
False |
False |
1,653,145 |
20 |
1,411.50 |
1,352.50 |
59.00 |
4.3% |
18.25 |
1.3% |
17% |
False |
False |
1,787,123 |
40 |
1,419.75 |
1,352.50 |
67.25 |
4.9% |
16.50 |
1.2% |
15% |
False |
False |
1,755,023 |
60 |
1,419.75 |
1,327.75 |
92.00 |
6.8% |
15.75 |
1.2% |
38% |
False |
False |
1,193,017 |
80 |
1,419.75 |
1,267.50 |
152.25 |
11.2% |
15.50 |
1.1% |
62% |
False |
False |
895,672 |
100 |
1,419.75 |
1,190.00 |
229.75 |
16.9% |
16.00 |
1.2% |
75% |
False |
False |
716,742 |
120 |
1,419.75 |
1,140.25 |
279.50 |
20.5% |
16.25 |
1.2% |
80% |
False |
False |
597,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,506.00 |
2.618 |
1,461.00 |
1.618 |
1,433.50 |
1.000 |
1,416.50 |
0.618 |
1,406.00 |
HIGH |
1,389.00 |
0.618 |
1,378.50 |
0.500 |
1,375.25 |
0.382 |
1,372.00 |
LOW |
1,361.50 |
0.618 |
1,344.50 |
1.000 |
1,334.00 |
1.618 |
1,317.00 |
2.618 |
1,289.50 |
4.250 |
1,244.50 |
|
|
Fisher Pivots for day following 04-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,375.25 |
1,383.00 |
PP |
1,371.00 |
1,376.25 |
S1 |
1,366.75 |
1,369.50 |
|