Trading Metrics calculated at close of trading on 04-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
Open |
1,549.6 |
1,541.2 |
-8.4 |
-0.5% |
1,513.0 |
High |
1,554.5 |
1,546.8 |
-7.7 |
-0.5% |
1,572.5 |
Low |
1,523.5 |
1,509.8 |
-13.7 |
-0.9% |
1,497.3 |
Close |
1,544.0 |
1,518.8 |
-25.2 |
-1.6% |
1,560.0 |
Range |
31.0 |
37.0 |
6.0 |
19.4% |
75.2 |
ATR |
21.1 |
22.2 |
1.1 |
5.4% |
0.0 |
Volume |
3,098 |
2,918 |
-180 |
-5.8% |
8,763 |
|
Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,636.1 |
1,614.5 |
1,539.2 |
|
R3 |
1,599.1 |
1,577.5 |
1,529.0 |
|
R2 |
1,562.1 |
1,562.1 |
1,525.6 |
|
R1 |
1,540.5 |
1,540.5 |
1,522.2 |
1,532.8 |
PP |
1,525.1 |
1,525.1 |
1,525.1 |
1,521.3 |
S1 |
1,503.5 |
1,503.5 |
1,515.4 |
1,495.8 |
S2 |
1,488.1 |
1,488.1 |
1,512.0 |
|
S3 |
1,451.1 |
1,466.5 |
1,508.6 |
|
S4 |
1,414.1 |
1,429.5 |
1,498.5 |
|
|
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 |
1,509.8 |
69.7 |
4.6% |
30.6 |
2.0% |
13% |
False |
True |
2,333 |
10 |
1,579.5 |
1,497.3 |
82.2 |
5.4% |
22.9 |
1.5% |
26% |
False |
False |
1,941 |
20 |
1,579.5 |
1,450.0 |
129.5 |
8.5% |
19.4 |
1.3% |
53% |
False |
False |
2,144 |
40 |
1,579.5 |
1,387.1 |
192.4 |
12.7% |
18.5 |
1.2% |
68% |
False |
False |
1,758 |
60 |
1,579.5 |
1,355.6 |
223.9 |
14.7% |
17.4 |
1.1% |
73% |
False |
False |
1,609 |
80 |
1,579.5 |
1,317.4 |
262.1 |
17.3% |
17.7 |
1.2% |
77% |
False |
False |
1,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,704.1 |
2.618 |
1,643.7 |
1.618 |
1,606.7 |
1.000 |
1,583.8 |
0.618 |
1,569.7 |
HIGH |
1,546.8 |
0.618 |
1,532.7 |
0.500 |
1,528.3 |
0.382 |
1,523.9 |
LOW |
1,509.8 |
0.618 |
1,486.9 |
1.000 |
1,472.8 |
1.618 |
1,449.9 |
2.618 |
1,412.9 |
4.250 |
1,352.6 |
|
|
Fisher Pivots for day following 04-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1,528.3 |
1,544.7 |
PP |
1,525.1 |
1,536.0 |
S1 |
1,522.0 |
1,527.4 |
|