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 |
5,742.0 |
5,711.0 |
-31.0 |
-0.5% |
5,742.0 |
High |
5,768.0 |
5,728.5 |
-39.5 |
-0.7% |
5,786.5 |
Low |
5,702.5 |
5,603.0 |
-99.5 |
-1.7% |
5,603.0 |
Close |
5,711.0 |
5,616.5 |
-94.5 |
-1.7% |
5,616.5 |
Range |
65.5 |
125.5 |
60.0 |
91.6% |
183.5 |
ATR |
83.1 |
86.1 |
3.0 |
3.6% |
0.0 |
Volume |
99,980 |
129,164 |
29,184 |
29.2% |
473,652 |
|
Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,026.0 |
5,946.5 |
5,685.5 |
|
R3 |
5,900.5 |
5,821.0 |
5,651.0 |
|
R2 |
5,775.0 |
5,775.0 |
5,639.5 |
|
R1 |
5,695.5 |
5,695.5 |
5,628.0 |
5,672.5 |
PP |
5,649.5 |
5,649.5 |
5,649.5 |
5,638.0 |
S1 |
5,570.0 |
5,570.0 |
5,605.0 |
5,547.0 |
S2 |
5,524.0 |
5,524.0 |
5,593.5 |
|
S3 |
5,398.5 |
5,444.5 |
5,582.0 |
|
S4 |
5,273.0 |
5,319.0 |
5,547.5 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,219.0 |
6,101.5 |
5,717.5 |
|
R3 |
6,035.5 |
5,918.0 |
5,667.0 |
|
R2 |
5,852.0 |
5,852.0 |
5,650.0 |
|
R1 |
5,734.5 |
5,734.5 |
5,633.5 |
5,701.5 |
PP |
5,668.5 |
5,668.5 |
5,668.5 |
5,652.0 |
S1 |
5,551.0 |
5,551.0 |
5,599.5 |
5,518.0 |
S2 |
5,485.0 |
5,485.0 |
5,583.0 |
|
S3 |
5,301.5 |
5,367.5 |
5,566.0 |
|
S4 |
5,118.0 |
5,184.0 |
5,515.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,786.5 |
5,603.0 |
183.5 |
3.3% |
87.0 |
1.5% |
7% |
False |
True |
94,730 |
10 |
5,786.5 |
5,593.0 |
193.5 |
3.4% |
83.5 |
1.5% |
12% |
False |
False |
93,354 |
20 |
5,786.5 |
5,490.0 |
296.5 |
5.3% |
90.0 |
1.6% |
43% |
False |
False |
104,585 |
40 |
5,948.5 |
5,490.0 |
458.5 |
8.2% |
84.0 |
1.5% |
28% |
False |
False |
104,807 |
60 |
5,948.5 |
5,490.0 |
458.5 |
8.2% |
71.5 |
1.3% |
28% |
False |
False |
70,158 |
80 |
5,948.5 |
5,490.0 |
458.5 |
8.2% |
62.5 |
1.1% |
28% |
False |
False |
52,624 |
100 |
5,948.5 |
5,277.5 |
671.0 |
11.9% |
52.0 |
0.9% |
51% |
False |
False |
42,112 |
120 |
5,948.5 |
5,070.5 |
878.0 |
15.6% |
44.5 |
0.8% |
62% |
False |
False |
35,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,262.0 |
2.618 |
6,057.0 |
1.618 |
5,931.5 |
1.000 |
5,854.0 |
0.618 |
5,806.0 |
HIGH |
5,728.5 |
0.618 |
5,680.5 |
0.500 |
5,666.0 |
0.382 |
5,651.0 |
LOW |
5,603.0 |
0.618 |
5,525.5 |
1.000 |
5,477.5 |
1.618 |
5,400.0 |
2.618 |
5,274.5 |
4.250 |
5,069.5 |
|
|
Fisher Pivots for day following 04-May-2012 |
Pivot |
1 day |
3 day |
R1 |
5,666.0 |
5,695.0 |
PP |
5,649.5 |
5,668.5 |
S1 |
5,633.0 |
5,642.5 |
|