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 |
1,659.1 |
1,643.0 |
-16.1 |
-1.0% |
1,671.0 |
High |
1,659.1 |
1,652.7 |
-6.4 |
-0.4% |
1,678.6 |
Low |
1,637.6 |
1,634.1 |
-3.5 |
-0.2% |
1,634.1 |
Close |
1,641.0 |
1,651.4 |
10.4 |
0.6% |
1,651.4 |
Range |
21.5 |
18.6 |
-2.9 |
-13.5% |
44.5 |
ATR |
20.6 |
20.4 |
-0.1 |
-0.7% |
0.0 |
Volume |
3,402 |
7,342 |
3,940 |
115.8% |
23,853 |
|
Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,701.9 |
1,695.2 |
1,661.6 |
|
R3 |
1,683.3 |
1,676.6 |
1,656.5 |
|
R2 |
1,664.7 |
1,664.7 |
1,654.8 |
|
R1 |
1,658.0 |
1,658.0 |
1,653.1 |
1,661.4 |
PP |
1,646.1 |
1,646.1 |
1,646.1 |
1,647.7 |
S1 |
1,639.4 |
1,639.4 |
1,649.7 |
1,642.8 |
S2 |
1,627.5 |
1,627.5 |
1,648.0 |
|
S3 |
1,608.9 |
1,620.8 |
1,646.3 |
|
S4 |
1,590.3 |
1,602.2 |
1,641.2 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,788.2 |
1,764.3 |
1,675.9 |
|
R3 |
1,743.7 |
1,719.8 |
1,663.6 |
|
R2 |
1,699.2 |
1,699.2 |
1,659.6 |
|
R1 |
1,675.3 |
1,675.3 |
1,655.5 |
1,665.0 |
PP |
1,654.7 |
1,654.7 |
1,654.7 |
1,649.6 |
S1 |
1,630.8 |
1,630.8 |
1,647.3 |
1,620.5 |
S2 |
1,610.2 |
1,610.2 |
1,643.2 |
|
S3 |
1,565.7 |
1,586.3 |
1,639.2 |
|
S4 |
1,521.2 |
1,541.8 |
1,626.9 |
|
|
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 |
1,634.1 |
44.5 |
2.7% |
17.4 |
1.1% |
39% |
False |
True |
4,770 |
10 |
1,678.6 |
1,632.0 |
46.6 |
2.8% |
17.1 |
1.0% |
42% |
False |
False |
3,077 |
20 |
1,687.4 |
1,632.0 |
55.4 |
3.4% |
17.9 |
1.1% |
35% |
False |
False |
3,032 |
40 |
1,725.2 |
1,620.0 |
105.2 |
6.4% |
21.5 |
1.3% |
30% |
False |
False |
2,720 |
60 |
1,800.9 |
1,620.0 |
180.9 |
11.0% |
23.1 |
1.4% |
17% |
False |
False |
2,481 |
80 |
1,800.9 |
1,620.0 |
180.9 |
11.0% |
23.3 |
1.4% |
17% |
False |
False |
2,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,731.8 |
2.618 |
1,701.4 |
1.618 |
1,682.8 |
1.000 |
1,671.3 |
0.618 |
1,664.2 |
HIGH |
1,652.7 |
0.618 |
1,645.6 |
0.500 |
1,643.4 |
0.382 |
1,641.2 |
LOW |
1,634.1 |
0.618 |
1,622.6 |
1.000 |
1,615.5 |
1.618 |
1,604.0 |
2.618 |
1,585.4 |
4.250 |
1,555.1 |
|
|
Fisher Pivots for day following 04-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,648.7 |
1,652.0 |
PP |
1,646.1 |
1,651.8 |
S1 |
1,643.4 |
1,651.6 |
|