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 |
13,201 |
13,144 |
-57 |
-0.4% |
13,177 |
High |
13,248 |
13,168 |
-80 |
-0.6% |
13,284 |
Low |
13,118 |
12,952 |
-166 |
-1.3% |
12,952 |
Close |
13,143 |
12,957 |
-186 |
-1.4% |
12,957 |
Range |
130 |
216 |
86 |
66.2% |
332 |
ATR |
145 |
150 |
5 |
3.5% |
0 |
Volume |
121,905 |
139,189 |
17,284 |
14.2% |
542,699 |
|
Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,674 |
13,531 |
13,076 |
|
R3 |
13,458 |
13,315 |
13,017 |
|
R2 |
13,242 |
13,242 |
12,997 |
|
R1 |
13,099 |
13,099 |
12,977 |
13,063 |
PP |
13,026 |
13,026 |
13,026 |
13,007 |
S1 |
12,883 |
12,883 |
12,937 |
12,847 |
S2 |
12,810 |
12,810 |
12,918 |
|
S3 |
12,594 |
12,667 |
12,898 |
|
S4 |
12,378 |
12,451 |
12,838 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,060 |
13,841 |
13,140 |
|
R3 |
13,728 |
13,509 |
13,048 |
|
R2 |
13,396 |
13,396 |
13,018 |
|
R1 |
13,177 |
13,177 |
12,988 |
13,121 |
PP |
13,064 |
13,064 |
13,064 |
13,036 |
S1 |
12,845 |
12,845 |
12,927 |
12,789 |
S2 |
12,732 |
12,732 |
12,896 |
|
S3 |
12,400 |
12,513 |
12,866 |
|
S4 |
12,068 |
12,181 |
12,775 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,284 |
12,952 |
332 |
2.6% |
144 |
1.1% |
2% |
False |
True |
108,539 |
10 |
13,284 |
12,786 |
498 |
3.8% |
144 |
1.1% |
34% |
False |
False |
112,933 |
20 |
13,284 |
12,648 |
636 |
4.9% |
160 |
1.2% |
49% |
False |
False |
120,513 |
40 |
13,284 |
12,648 |
636 |
4.9% |
142 |
1.1% |
49% |
False |
False |
111,968 |
60 |
13,284 |
12,632 |
652 |
5.0% |
130 |
1.0% |
50% |
False |
False |
75,654 |
80 |
13,284 |
12,202 |
1,082 |
8.4% |
119 |
0.9% |
70% |
False |
False |
56,743 |
100 |
13,284 |
11,639 |
1,645 |
12.7% |
111 |
0.9% |
80% |
False |
False |
45,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,086 |
2.618 |
13,734 |
1.618 |
13,518 |
1.000 |
13,384 |
0.618 |
13,302 |
HIGH |
13,168 |
0.618 |
13,086 |
0.500 |
13,060 |
0.382 |
13,035 |
LOW |
12,952 |
0.618 |
12,819 |
1.000 |
12,736 |
1.618 |
12,603 |
2.618 |
12,387 |
4.250 |
12,034 |
|
|
Fisher Pivots for day following 04-May-2012 |
Pivot |
1 day |
3 day |
R1 |
13,060 |
13,102 |
PP |
13,026 |
13,054 |
S1 |
12,991 |
13,005 |
|