Trading Metrics calculated at close of trading on 02-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,672.9 |
1,668.5 |
-4.4 |
-0.3% |
1,650.2 |
High |
1,678.6 |
1,669.9 |
-8.7 |
-0.5% |
1,674.2 |
Low |
1,666.9 |
1,653.7 |
-13.2 |
-0.8% |
1,632.0 |
Close |
1,668.9 |
1,660.4 |
-8.5 |
-0.5% |
1,671.5 |
Range |
11.7 |
16.2 |
4.5 |
38.5% |
42.2 |
ATR |
20.7 |
20.4 |
-0.3 |
-1.6% |
0.0 |
Volume |
4,081 |
7,653 |
3,572 |
87.5% |
6,922 |
|
Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,709.9 |
1,701.4 |
1,669.3 |
|
R3 |
1,693.7 |
1,685.2 |
1,664.9 |
|
R2 |
1,677.5 |
1,677.5 |
1,663.4 |
|
R1 |
1,669.0 |
1,669.0 |
1,661.9 |
1,665.2 |
PP |
1,661.3 |
1,661.3 |
1,661.3 |
1,659.4 |
S1 |
1,652.8 |
1,652.8 |
1,658.9 |
1,649.0 |
S2 |
1,645.1 |
1,645.1 |
1,657.4 |
|
S3 |
1,628.9 |
1,636.6 |
1,655.9 |
|
S4 |
1,612.7 |
1,620.4 |
1,651.5 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,785.8 |
1,770.9 |
1,694.7 |
|
R3 |
1,743.6 |
1,728.7 |
1,683.1 |
|
R2 |
1,701.4 |
1,701.4 |
1,679.2 |
|
R1 |
1,686.5 |
1,686.5 |
1,675.4 |
1,694.0 |
PP |
1,659.2 |
1,659.2 |
1,659.2 |
1,663.0 |
S1 |
1,644.3 |
1,644.3 |
1,667.6 |
1,651.8 |
S2 |
1,617.0 |
1,617.0 |
1,663.8 |
|
S3 |
1,574.8 |
1,602.1 |
1,659.9 |
|
S4 |
1,532.6 |
1,559.9 |
1,648.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,678.6 |
1,651.0 |
27.6 |
1.7% |
16.0 |
1.0% |
34% |
False |
False |
3,205 |
10 |
1,678.6 |
1,632.0 |
46.6 |
2.8% |
16.1 |
1.0% |
61% |
False |
False |
2,545 |
20 |
1,687.4 |
1,620.0 |
67.4 |
4.1% |
18.2 |
1.1% |
60% |
False |
False |
2,828 |
40 |
1,725.2 |
1,620.0 |
105.2 |
6.3% |
21.3 |
1.3% |
38% |
False |
False |
2,582 |
60 |
1,800.9 |
1,620.0 |
180.9 |
10.9% |
23.5 |
1.4% |
22% |
False |
False |
2,338 |
80 |
1,800.9 |
1,620.0 |
180.9 |
10.9% |
23.3 |
1.4% |
22% |
False |
False |
2,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,738.8 |
2.618 |
1,712.3 |
1.618 |
1,696.1 |
1.000 |
1,686.1 |
0.618 |
1,679.9 |
HIGH |
1,669.9 |
0.618 |
1,663.7 |
0.500 |
1,661.8 |
0.382 |
1,659.9 |
LOW |
1,653.7 |
0.618 |
1,643.7 |
1.000 |
1,637.5 |
1.618 |
1,627.5 |
2.618 |
1,611.3 |
4.250 |
1,584.9 |
|
|
Fisher Pivots for day following 02-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,661.8 |
1,666.2 |
PP |
1,661.3 |
1,664.2 |
S1 |
1,660.9 |
1,662.3 |
|