Trading Metrics calculated at close of trading on 30-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2014 |
30-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
3,118.0 |
3,139.0 |
21.0 |
0.7% |
3,112.0 |
High |
3,158.0 |
3,156.0 |
-2.0 |
-0.1% |
3,150.0 |
Low |
3,113.0 |
3,134.0 |
21.0 |
0.7% |
3,080.0 |
Close |
3,151.0 |
3,145.0 |
-6.0 |
-0.2% |
3,092.0 |
Range |
45.0 |
22.0 |
-23.0 |
-51.1% |
70.0 |
ATR |
49.0 |
47.0 |
-1.9 |
-3.9% |
0.0 |
Volume |
730,135 |
836,901 |
106,766 |
14.6% |
3,423,911 |
|
Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,211.0 |
3,200.0 |
3,157.1 |
|
R3 |
3,189.0 |
3,178.0 |
3,151.1 |
|
R2 |
3,167.0 |
3,167.0 |
3,149.0 |
|
R1 |
3,156.0 |
3,156.0 |
3,147.0 |
3,161.5 |
PP |
3,145.0 |
3,145.0 |
3,145.0 |
3,147.8 |
S1 |
3,134.0 |
3,134.0 |
3,143.0 |
3,139.5 |
S2 |
3,123.0 |
3,123.0 |
3,141.0 |
|
S3 |
3,101.0 |
3,112.0 |
3,139.0 |
|
S4 |
3,079.0 |
3,090.0 |
3,132.9 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,317.3 |
3,274.7 |
3,130.5 |
|
R3 |
3,247.3 |
3,204.7 |
3,111.3 |
|
R2 |
3,177.3 |
3,177.3 |
3,104.8 |
|
R1 |
3,134.7 |
3,134.7 |
3,098.4 |
3,121.0 |
PP |
3,107.3 |
3,107.3 |
3,107.3 |
3,100.5 |
S1 |
3,064.7 |
3,064.7 |
3,085.6 |
3,051.0 |
S2 |
3,037.3 |
3,037.3 |
3,079.2 |
|
S3 |
2,967.3 |
2,994.7 |
3,072.8 |
|
S4 |
2,897.3 |
2,924.7 |
3,053.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,158.0 |
3,080.0 |
78.0 |
2.5% |
42.4 |
1.3% |
83% |
False |
False |
840,662 |
10 |
3,158.0 |
3,010.0 |
148.0 |
4.7% |
44.9 |
1.4% |
91% |
False |
False |
852,318 |
20 |
3,175.0 |
3,010.0 |
165.0 |
5.2% |
43.4 |
1.4% |
82% |
False |
False |
931,391 |
40 |
3,175.0 |
2,902.0 |
273.0 |
8.7% |
45.4 |
1.4% |
89% |
False |
False |
751,818 |
60 |
3,175.0 |
2,868.0 |
307.0 |
9.8% |
42.7 |
1.4% |
90% |
False |
False |
501,985 |
80 |
3,175.0 |
2,868.0 |
307.0 |
9.8% |
42.8 |
1.4% |
90% |
False |
False |
376,873 |
100 |
3,175.0 |
2,847.0 |
328.0 |
10.4% |
40.4 |
1.3% |
91% |
False |
False |
301,568 |
120 |
3,175.0 |
2,847.0 |
328.0 |
10.4% |
35.0 |
1.1% |
91% |
False |
False |
251,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,249.5 |
2.618 |
3,213.6 |
1.618 |
3,191.6 |
1.000 |
3,178.0 |
0.618 |
3,169.6 |
HIGH |
3,156.0 |
0.618 |
3,147.6 |
0.500 |
3,145.0 |
0.382 |
3,142.4 |
LOW |
3,134.0 |
0.618 |
3,120.4 |
1.000 |
3,112.0 |
1.618 |
3,098.4 |
2.618 |
3,076.4 |
4.250 |
3,040.5 |
|
|
Fisher Pivots for day following 30-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
3,145.0 |
3,136.5 |
PP |
3,145.0 |
3,128.0 |
S1 |
3,145.0 |
3,119.5 |
|