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 |
1,667.1 |
1,668.5 |
1.4 |
0.1% |
1,644.0 |
High |
1,669.1 |
1,674.3 |
5.2 |
0.3% |
1,670.1 |
Low |
1,647.9 |
1,662.8 |
14.9 |
0.9% |
1,626.4 |
Close |
1,666.5 |
1,664.7 |
-1.8 |
-0.1% |
1,667.2 |
Range |
21.2 |
11.5 |
-9.7 |
-45.8% |
43.7 |
ATR |
21.8 |
21.0 |
-0.7 |
-3.4% |
0.0 |
Volume |
4,471 |
7,074 |
2,603 |
58.2% |
27,347 |
|
Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,701.8 |
1,694.7 |
1,671.0 |
|
R3 |
1,690.3 |
1,683.2 |
1,667.9 |
|
R2 |
1,678.8 |
1,678.8 |
1,666.8 |
|
R1 |
1,671.7 |
1,671.7 |
1,665.8 |
1,669.5 |
PP |
1,667.3 |
1,667.3 |
1,667.3 |
1,666.2 |
S1 |
1,660.2 |
1,660.2 |
1,663.6 |
1,658.0 |
S2 |
1,655.8 |
1,655.8 |
1,662.6 |
|
S3 |
1,644.3 |
1,648.7 |
1,661.5 |
|
S4 |
1,632.8 |
1,637.2 |
1,658.4 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,785.7 |
1,770.1 |
1,691.2 |
|
R3 |
1,742.0 |
1,726.4 |
1,679.2 |
|
R2 |
1,698.3 |
1,698.3 |
1,675.2 |
|
R1 |
1,682.7 |
1,682.7 |
1,671.2 |
1,690.5 |
PP |
1,654.6 |
1,654.6 |
1,654.6 |
1,658.5 |
S1 |
1,639.0 |
1,639.0 |
1,663.2 |
1,646.8 |
S2 |
1,610.9 |
1,610.9 |
1,659.2 |
|
S3 |
1,567.2 |
1,595.3 |
1,655.2 |
|
S4 |
1,523.5 |
1,551.6 |
1,643.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,674.3 |
1,628.0 |
46.3 |
2.8% |
17.3 |
1.0% |
79% |
True |
False |
5,881 |
10 |
1,674.3 |
1,626.4 |
47.9 |
2.9% |
16.6 |
1.0% |
80% |
True |
False |
4,652 |
20 |
1,684.2 |
1,616.3 |
67.9 |
4.1% |
19.8 |
1.2% |
71% |
False |
False |
5,358 |
40 |
1,721.7 |
1,616.3 |
105.4 |
6.3% |
22.2 |
1.3% |
46% |
False |
False |
4,934 |
60 |
1,797.7 |
1,616.3 |
181.4 |
10.9% |
22.6 |
1.4% |
27% |
False |
False |
4,049 |
80 |
1,797.7 |
1,615.6 |
182.1 |
10.9% |
21.8 |
1.3% |
27% |
False |
False |
3,370 |
100 |
1,797.7 |
1,537.0 |
260.7 |
15.7% |
22.1 |
1.3% |
49% |
False |
False |
2,806 |
120 |
1,807.2 |
1,537.0 |
270.2 |
16.2% |
21.9 |
1.3% |
47% |
False |
False |
2,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,723.2 |
2.618 |
1,704.4 |
1.618 |
1,692.9 |
1.000 |
1,685.8 |
0.618 |
1,681.4 |
HIGH |
1,674.3 |
0.618 |
1,669.9 |
0.500 |
1,668.6 |
0.382 |
1,667.2 |
LOW |
1,662.8 |
0.618 |
1,655.7 |
1.000 |
1,651.3 |
1.618 |
1,644.2 |
2.618 |
1,632.7 |
4.250 |
1,613.9 |
|
|
Fisher Pivots for day following 01-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,668.6 |
1,663.5 |
PP |
1,667.3 |
1,662.3 |
S1 |
1,666.0 |
1,661.1 |
|