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 |
13,166 |
13,219 |
53 |
0.4% |
12,967 |
High |
13,284 |
13,252 |
-32 |
-0.2% |
13,211 |
Low |
13,105 |
13,135 |
30 |
0.2% |
12,786 |
Close |
13,218 |
13,204 |
-14 |
-0.1% |
13,164 |
Range |
179 |
117 |
-62 |
-34.6% |
425 |
ATR |
148 |
146 |
-2 |
-1.5% |
0 |
Volume |
82,605 |
109,262 |
26,657 |
32.3% |
586,637 |
|
Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,548 |
13,493 |
13,268 |
|
R3 |
13,431 |
13,376 |
13,236 |
|
R2 |
13,314 |
13,314 |
13,226 |
|
R1 |
13,259 |
13,259 |
13,215 |
13,228 |
PP |
13,197 |
13,197 |
13,197 |
13,182 |
S1 |
13,142 |
13,142 |
13,193 |
13,111 |
S2 |
13,080 |
13,080 |
13,183 |
|
S3 |
12,963 |
13,025 |
13,172 |
|
S4 |
12,846 |
12,908 |
13,140 |
|
|
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 |
12,998 |
286 |
2.2% |
135 |
1.0% |
72% |
False |
False |
102,162 |
10 |
13,284 |
12,786 |
498 |
3.8% |
146 |
1.1% |
84% |
False |
False |
115,008 |
20 |
13,284 |
12,648 |
636 |
4.8% |
157 |
1.2% |
87% |
False |
False |
118,003 |
40 |
13,284 |
12,648 |
636 |
4.8% |
139 |
1.1% |
87% |
False |
False |
106,883 |
60 |
13,284 |
12,632 |
652 |
4.9% |
127 |
1.0% |
88% |
False |
False |
71,303 |
80 |
13,284 |
12,202 |
1,082 |
8.2% |
116 |
0.9% |
93% |
False |
False |
53,480 |
100 |
13,284 |
11,639 |
1,645 |
12.5% |
112 |
0.8% |
95% |
False |
False |
42,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,749 |
2.618 |
13,558 |
1.618 |
13,441 |
1.000 |
13,369 |
0.618 |
13,324 |
HIGH |
13,252 |
0.618 |
13,207 |
0.500 |
13,194 |
0.382 |
13,180 |
LOW |
13,135 |
0.618 |
13,063 |
1.000 |
13,018 |
1.618 |
12,946 |
2.618 |
12,829 |
4.250 |
12,638 |
|
|
Fisher Pivots for day following 02-May-2012 |
Pivot |
1 day |
3 day |
R1 |
13,201 |
13,201 |
PP |
13,197 |
13,198 |
S1 |
13,194 |
13,195 |
|