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 |
13,219 |
13,201 |
-18 |
-0.1% |
12,967 |
High |
13,252 |
13,248 |
-4 |
0.0% |
13,211 |
Low |
13,135 |
13,118 |
-17 |
-0.1% |
12,786 |
Close |
13,204 |
13,143 |
-61 |
-0.5% |
13,164 |
Range |
117 |
130 |
13 |
11.1% |
425 |
ATR |
146 |
145 |
-1 |
-0.8% |
0 |
Volume |
109,262 |
121,905 |
12,643 |
11.6% |
586,637 |
|
Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,560 |
13,481 |
13,215 |
|
R3 |
13,430 |
13,351 |
13,179 |
|
R2 |
13,300 |
13,300 |
13,167 |
|
R1 |
13,221 |
13,221 |
13,155 |
13,196 |
PP |
13,170 |
13,170 |
13,170 |
13,157 |
S1 |
13,091 |
13,091 |
13,131 |
13,066 |
S2 |
13,040 |
13,040 |
13,119 |
|
S3 |
12,910 |
12,961 |
13,107 |
|
S4 |
12,780 |
12,831 |
13,072 |
|
|
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 |
13,088 |
196 |
1.5% |
126 |
1.0% |
28% |
False |
False |
103,109 |
10 |
13,284 |
12,786 |
498 |
3.8% |
137 |
1.0% |
72% |
False |
False |
110,073 |
20 |
13,284 |
12,648 |
636 |
4.8% |
154 |
1.2% |
78% |
False |
False |
118,250 |
40 |
13,284 |
12,648 |
636 |
4.8% |
140 |
1.1% |
78% |
False |
False |
109,578 |
60 |
13,284 |
12,632 |
652 |
5.0% |
127 |
1.0% |
78% |
False |
False |
73,335 |
80 |
13,284 |
12,202 |
1,082 |
8.2% |
117 |
0.9% |
87% |
False |
False |
55,003 |
100 |
13,284 |
11,639 |
1,645 |
12.5% |
111 |
0.8% |
91% |
False |
False |
44,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,801 |
2.618 |
13,588 |
1.618 |
13,458 |
1.000 |
13,378 |
0.618 |
13,328 |
HIGH |
13,248 |
0.618 |
13,198 |
0.500 |
13,183 |
0.382 |
13,168 |
LOW |
13,118 |
0.618 |
13,038 |
1.000 |
12,988 |
1.618 |
12,908 |
2.618 |
12,778 |
4.250 |
12,566 |
|
|
Fisher Pivots for day following 03-May-2012 |
Pivot |
1 day |
3 day |
R1 |
13,183 |
13,195 |
PP |
13,170 |
13,177 |
S1 |
13,156 |
13,160 |
|