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 |
13,177 |
13,166 |
-11 |
-0.1% |
12,967 |
High |
13,198 |
13,284 |
86 |
0.7% |
13,211 |
Low |
13,119 |
13,105 |
-14 |
-0.1% |
12,786 |
Close |
13,155 |
13,218 |
63 |
0.5% |
13,164 |
Range |
79 |
179 |
100 |
126.6% |
425 |
ATR |
146 |
148 |
2 |
1.6% |
0 |
Volume |
89,738 |
82,605 |
-7,133 |
-7.9% |
586,637 |
|
Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,739 |
13,658 |
13,317 |
|
R3 |
13,560 |
13,479 |
13,267 |
|
R2 |
13,381 |
13,381 |
13,251 |
|
R1 |
13,300 |
13,300 |
13,235 |
13,341 |
PP |
13,202 |
13,202 |
13,202 |
13,223 |
S1 |
13,121 |
13,121 |
13,202 |
13,162 |
S2 |
13,023 |
13,023 |
13,185 |
|
S3 |
12,844 |
12,942 |
13,169 |
|
S4 |
12,665 |
12,763 |
13,120 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,329 |
14,171 |
13,398 |
|
R3 |
13,904 |
13,746 |
13,281 |
|
R2 |
13,479 |
13,479 |
13,242 |
|
R1 |
13,321 |
13,321 |
13,203 |
13,400 |
PP |
13,054 |
13,054 |
13,054 |
13,093 |
S1 |
12,896 |
12,896 |
13,125 |
12,975 |
S2 |
12,629 |
12,629 |
13,086 |
|
S3 |
12,204 |
12,471 |
13,047 |
|
S4 |
11,779 |
12,046 |
12,930 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,284 |
12,956 |
328 |
2.5% |
131 |
1.0% |
80% |
True |
False |
104,916 |
10 |
13,284 |
12,786 |
498 |
3.8% |
144 |
1.1% |
87% |
True |
False |
116,151 |
20 |
13,284 |
12,648 |
636 |
4.8% |
158 |
1.2% |
90% |
True |
False |
118,060 |
40 |
13,284 |
12,648 |
636 |
4.8% |
143 |
1.1% |
90% |
True |
False |
104,185 |
60 |
13,284 |
12,632 |
652 |
4.9% |
126 |
1.0% |
90% |
True |
False |
69,483 |
80 |
13,284 |
12,202 |
1,082 |
8.2% |
115 |
0.9% |
94% |
True |
False |
52,114 |
100 |
13,284 |
11,639 |
1,645 |
12.4% |
112 |
0.8% |
96% |
True |
False |
41,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,045 |
2.618 |
13,753 |
1.618 |
13,574 |
1.000 |
13,463 |
0.618 |
13,395 |
HIGH |
13,284 |
0.618 |
13,216 |
0.500 |
13,195 |
0.382 |
13,174 |
LOW |
13,105 |
0.618 |
12,995 |
1.000 |
12,926 |
1.618 |
12,816 |
2.618 |
12,637 |
4.250 |
12,344 |
|
|
Fisher Pivots for day following 01-May-2012 |
Pivot |
1 day |
3 day |
R1 |
13,210 |
13,207 |
PP |
13,202 |
13,197 |
S1 |
13,195 |
13,186 |
|