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 |
1,663.5 |
1,657.3 |
-6.2 |
-0.4% |
1,639.5 |
High |
1,664.0 |
1,657.3 |
-6.7 |
-0.4% |
1,672.0 |
Low |
1,652.6 |
1,636.0 |
-16.6 |
-1.0% |
1,622.0 |
Close |
1,658.4 |
1,639.0 |
-19.4 |
-1.2% |
1,669.3 |
Range |
11.4 |
21.3 |
9.9 |
86.8% |
50.0 |
ATR |
19.0 |
19.2 |
0.2 |
1.3% |
0.0 |
Volume |
2,222 |
1,217 |
-1,005 |
-45.2% |
5,382 |
|
Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,708.0 |
1,694.8 |
1,650.7 |
|
R3 |
1,686.7 |
1,673.5 |
1,644.9 |
|
R2 |
1,665.4 |
1,665.4 |
1,642.9 |
|
R1 |
1,652.2 |
1,652.2 |
1,641.0 |
1,648.2 |
PP |
1,644.1 |
1,644.1 |
1,644.1 |
1,642.1 |
S1 |
1,630.9 |
1,630.9 |
1,637.0 |
1,626.9 |
S2 |
1,622.8 |
1,622.8 |
1,635.1 |
|
S3 |
1,601.5 |
1,609.6 |
1,633.1 |
|
S4 |
1,580.2 |
1,588.3 |
1,627.3 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,804.4 |
1,786.9 |
1,696.8 |
|
R3 |
1,754.4 |
1,736.9 |
1,683.1 |
|
R2 |
1,704.4 |
1,704.4 |
1,678.5 |
|
R1 |
1,686.9 |
1,686.9 |
1,673.9 |
1,695.7 |
PP |
1,654.4 |
1,654.4 |
1,654.4 |
1,658.8 |
S1 |
1,636.9 |
1,636.9 |
1,664.7 |
1,645.7 |
S2 |
1,604.4 |
1,604.4 |
1,660.1 |
|
S3 |
1,554.4 |
1,586.9 |
1,655.6 |
|
S4 |
1,504.4 |
1,536.9 |
1,641.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,674.4 |
1,636.0 |
38.4 |
2.3% |
14.6 |
0.9% |
8% |
False |
True |
1,209 |
10 |
1,674.4 |
1,622.0 |
52.4 |
3.2% |
14.7 |
0.9% |
32% |
False |
False |
1,242 |
20 |
1,685.3 |
1,622.0 |
63.3 |
3.9% |
16.2 |
1.0% |
27% |
False |
False |
1,086 |
40 |
1,719.4 |
1,618.4 |
101.0 |
6.2% |
18.4 |
1.1% |
20% |
False |
False |
822 |
60 |
1,799.5 |
1,618.4 |
181.1 |
11.0% |
17.6 |
1.1% |
11% |
False |
False |
747 |
80 |
1,799.5 |
1,618.4 |
181.1 |
11.0% |
16.6 |
1.0% |
11% |
False |
False |
667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,747.8 |
2.618 |
1,713.1 |
1.618 |
1,691.8 |
1.000 |
1,678.6 |
0.618 |
1,670.5 |
HIGH |
1,657.3 |
0.618 |
1,649.2 |
0.500 |
1,646.7 |
0.382 |
1,644.1 |
LOW |
1,636.0 |
0.618 |
1,622.8 |
1.000 |
1,614.7 |
1.618 |
1,601.5 |
2.618 |
1,580.2 |
4.250 |
1,545.5 |
|
|
Fisher Pivots for day following 03-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,646.7 |
1,655.2 |
PP |
1,644.1 |
1,649.8 |
S1 |
1,641.6 |
1,644.4 |
|