Trading Metrics calculated at close of trading on 03-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
Open |
1,661.9 |
1,656.3 |
-5.6 |
-0.3% |
1,644.0 |
High |
1,663.0 |
1,656.4 |
-6.6 |
-0.4% |
1,670.1 |
Low |
1,649.6 |
1,633.6 |
-16.0 |
-1.0% |
1,626.4 |
Close |
1,656.3 |
1,637.0 |
-19.3 |
-1.2% |
1,667.2 |
Range |
13.4 |
22.8 |
9.4 |
70.1% |
43.7 |
ATR |
20.6 |
20.8 |
0.2 |
0.8% |
0.0 |
Volume |
6,450 |
7,011 |
561 |
8.7% |
27,347 |
|
Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,710.7 |
1,696.7 |
1,649.5 |
|
R3 |
1,687.9 |
1,673.9 |
1,643.3 |
|
R2 |
1,665.1 |
1,665.1 |
1,641.2 |
|
R1 |
1,651.1 |
1,651.1 |
1,639.1 |
1,646.7 |
PP |
1,642.3 |
1,642.3 |
1,642.3 |
1,640.2 |
S1 |
1,628.3 |
1,628.3 |
1,634.9 |
1,623.9 |
S2 |
1,619.5 |
1,619.5 |
1,632.8 |
|
S3 |
1,596.7 |
1,605.5 |
1,630.7 |
|
S4 |
1,573.9 |
1,582.7 |
1,624.5 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,785.7 |
1,770.1 |
1,691.2 |
|
R3 |
1,742.0 |
1,726.4 |
1,679.2 |
|
R2 |
1,698.3 |
1,698.3 |
1,675.2 |
|
R1 |
1,682.7 |
1,682.7 |
1,671.2 |
1,690.5 |
PP |
1,654.6 |
1,654.6 |
1,654.6 |
1,658.5 |
S1 |
1,639.0 |
1,639.0 |
1,663.2 |
1,646.8 |
S2 |
1,610.9 |
1,610.9 |
1,659.2 |
|
S3 |
1,567.2 |
1,595.3 |
1,655.2 |
|
S4 |
1,523.5 |
1,551.6 |
1,643.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,674.3 |
1,633.6 |
40.7 |
2.5% |
17.1 |
1.0% |
8% |
False |
True |
6,036 |
10 |
1,674.3 |
1,626.4 |
47.9 |
2.9% |
16.5 |
1.0% |
22% |
False |
False |
5,803 |
20 |
1,683.1 |
1,624.2 |
58.9 |
3.6% |
17.8 |
1.1% |
22% |
False |
False |
5,491 |
40 |
1,721.7 |
1,616.3 |
105.4 |
6.4% |
21.6 |
1.3% |
20% |
False |
False |
5,076 |
60 |
1,797.7 |
1,616.3 |
181.4 |
11.1% |
22.3 |
1.4% |
11% |
False |
False |
4,216 |
80 |
1,797.7 |
1,616.3 |
181.4 |
11.1% |
21.8 |
1.3% |
11% |
False |
False |
3,519 |
100 |
1,797.7 |
1,537.0 |
260.7 |
15.9% |
21.8 |
1.3% |
38% |
False |
False |
2,926 |
120 |
1,804.0 |
1,537.0 |
267.0 |
16.3% |
21.9 |
1.3% |
37% |
False |
False |
2,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,753.3 |
2.618 |
1,716.1 |
1.618 |
1,693.3 |
1.000 |
1,679.2 |
0.618 |
1,670.5 |
HIGH |
1,656.4 |
0.618 |
1,647.7 |
0.500 |
1,645.0 |
0.382 |
1,642.3 |
LOW |
1,633.6 |
0.618 |
1,619.5 |
1.000 |
1,610.8 |
1.618 |
1,596.7 |
2.618 |
1,573.9 |
4.250 |
1,536.7 |
|
|
Fisher Pivots for day following 03-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1,645.0 |
1,654.0 |
PP |
1,642.3 |
1,648.3 |
S1 |
1,639.7 |
1,642.7 |
|