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 |
1,663.0 |
1,654.0 |
-9.0 |
-0.5% |
1,642.8 |
High |
1,663.9 |
1,654.3 |
-9.6 |
-0.6% |
1,668.4 |
Low |
1,646.0 |
1,631.3 |
-14.7 |
-0.9% |
1,623.6 |
Close |
1,654.0 |
1,634.8 |
-19.2 |
-1.2% |
1,664.8 |
Range |
17.9 |
23.0 |
5.1 |
28.5% |
44.8 |
ATR |
22.3 |
22.4 |
0.0 |
0.2% |
0.0 |
Volume |
125,059 |
141,413 |
16,354 |
13.1% |
587,327 |
|
Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,709.1 |
1,695.0 |
1,647.5 |
|
R3 |
1,686.1 |
1,672.0 |
1,641.1 |
|
R2 |
1,663.1 |
1,663.1 |
1,639.0 |
|
R1 |
1,649.0 |
1,649.0 |
1,636.9 |
1,644.6 |
PP |
1,640.1 |
1,640.1 |
1,640.1 |
1,637.9 |
S1 |
1,626.0 |
1,626.0 |
1,632.7 |
1,621.6 |
S2 |
1,617.1 |
1,617.1 |
1,630.6 |
|
S3 |
1,594.1 |
1,603.0 |
1,628.5 |
|
S4 |
1,571.1 |
1,580.0 |
1,622.2 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,786.7 |
1,770.5 |
1,689.4 |
|
R3 |
1,741.9 |
1,725.7 |
1,677.1 |
|
R2 |
1,697.1 |
1,697.1 |
1,673.0 |
|
R1 |
1,680.9 |
1,680.9 |
1,668.9 |
1,689.0 |
PP |
1,652.3 |
1,652.3 |
1,652.3 |
1,656.3 |
S1 |
1,636.1 |
1,636.1 |
1,660.7 |
1,644.2 |
S2 |
1,607.5 |
1,607.5 |
1,656.6 |
|
S3 |
1,562.7 |
1,591.3 |
1,652.5 |
|
S4 |
1,517.9 |
1,546.5 |
1,640.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,672.3 |
1,631.3 |
41.0 |
2.5% |
19.0 |
1.2% |
9% |
False |
True |
113,744 |
10 |
1,672.3 |
1,623.6 |
48.7 |
3.0% |
18.3 |
1.1% |
23% |
False |
False |
114,447 |
20 |
1,681.3 |
1,620.7 |
60.6 |
3.7% |
19.7 |
1.2% |
23% |
False |
False |
117,263 |
40 |
1,720.0 |
1,613.0 |
107.0 |
6.5% |
23.8 |
1.5% |
20% |
False |
False |
87,355 |
60 |
1,795.1 |
1,613.0 |
182.1 |
11.1% |
25.2 |
1.5% |
12% |
False |
False |
60,985 |
80 |
1,795.1 |
1,613.0 |
182.1 |
11.1% |
25.2 |
1.5% |
12% |
False |
False |
47,223 |
100 |
1,795.1 |
1,528.6 |
266.5 |
16.3% |
26.2 |
1.6% |
40% |
False |
False |
38,332 |
120 |
1,802.3 |
1,528.6 |
273.7 |
16.7% |
27.1 |
1.7% |
39% |
False |
False |
32,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,752.1 |
2.618 |
1,714.5 |
1.618 |
1,691.5 |
1.000 |
1,677.3 |
0.618 |
1,668.5 |
HIGH |
1,654.3 |
0.618 |
1,645.5 |
0.500 |
1,642.8 |
0.382 |
1,640.1 |
LOW |
1,631.3 |
0.618 |
1,617.1 |
1.000 |
1,608.3 |
1.618 |
1,594.1 |
2.618 |
1,571.1 |
4.250 |
1,533.6 |
|
|
Fisher Pivots for day following 03-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,642.8 |
1,651.8 |
PP |
1,640.1 |
1,646.1 |
S1 |
1,637.5 |
1,640.5 |
|