Trading Metrics calculated at close of trading on 03-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,573.0 |
1,549.6 |
-23.4 |
-1.5% |
1,513.0 |
High |
1,579.5 |
1,554.5 |
-25.0 |
-1.6% |
1,572.5 |
Low |
1,544.6 |
1,523.5 |
-21.1 |
-1.4% |
1,497.3 |
Close |
1,560.7 |
1,544.0 |
-16.7 |
-1.1% |
1,560.0 |
Range |
34.9 |
31.0 |
-3.9 |
-11.2% |
75.2 |
ATR |
19.9 |
21.1 |
1.2 |
6.2% |
0.0 |
Volume |
2,690 |
3,098 |
408 |
15.2% |
8,763 |
|
Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,633.7 |
1,619.8 |
1,561.1 |
|
R3 |
1,602.7 |
1,588.8 |
1,552.5 |
|
R2 |
1,571.7 |
1,571.7 |
1,549.7 |
|
R1 |
1,557.8 |
1,557.8 |
1,546.8 |
1,549.3 |
PP |
1,540.7 |
1,540.7 |
1,540.7 |
1,536.4 |
S1 |
1,526.8 |
1,526.8 |
1,541.2 |
1,518.3 |
S2 |
1,509.7 |
1,509.7 |
1,538.3 |
|
S3 |
1,478.7 |
1,495.8 |
1,535.5 |
|
S4 |
1,447.7 |
1,464.8 |
1,527.0 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,768.9 |
1,739.6 |
1,601.4 |
|
R3 |
1,693.7 |
1,664.4 |
1,580.7 |
|
R2 |
1,618.5 |
1,618.5 |
1,573.8 |
|
R1 |
1,589.2 |
1,589.2 |
1,566.9 |
1,603.9 |
PP |
1,543.3 |
1,543.3 |
1,543.3 |
1,550.6 |
S1 |
1,514.0 |
1,514.0 |
1,553.1 |
1,528.7 |
S2 |
1,468.1 |
1,468.1 |
1,546.2 |
|
S3 |
1,392.9 |
1,438.8 |
1,539.3 |
|
S4 |
1,317.7 |
1,363.6 |
1,518.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,579.5 |
1,508.0 |
71.5 |
4.6% |
28.3 |
1.8% |
50% |
False |
False |
2,365 |
10 |
1,579.5 |
1,492.7 |
86.8 |
5.6% |
20.2 |
1.3% |
59% |
False |
False |
1,893 |
20 |
1,579.5 |
1,436.7 |
142.8 |
9.2% |
18.8 |
1.2% |
75% |
False |
False |
2,080 |
40 |
1,579.5 |
1,387.1 |
192.4 |
12.5% |
17.9 |
1.2% |
82% |
False |
False |
1,725 |
60 |
1,579.5 |
1,353.1 |
226.4 |
14.7% |
16.9 |
1.1% |
84% |
False |
False |
1,582 |
80 |
1,579.5 |
1,317.4 |
262.1 |
17.0% |
17.5 |
1.1% |
86% |
False |
False |
1,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,686.3 |
2.618 |
1,635.7 |
1.618 |
1,604.7 |
1.000 |
1,585.5 |
0.618 |
1,573.7 |
HIGH |
1,554.5 |
0.618 |
1,542.7 |
0.500 |
1,539.0 |
0.382 |
1,535.3 |
LOW |
1,523.5 |
0.618 |
1,504.3 |
1.000 |
1,492.5 |
1.618 |
1,473.3 |
2.618 |
1,442.3 |
4.250 |
1,391.8 |
|
|
Fisher Pivots for day following 03-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,542.3 |
1,551.5 |
PP |
1,540.7 |
1,549.0 |
S1 |
1,539.0 |
1,546.5 |
|