Trading Metrics calculated at close of trading on 02-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
Open |
3,139.0 |
3,152.0 |
13.0 |
0.4% |
3,100.0 |
High |
3,156.0 |
3,156.0 |
0.0 |
0.0% |
3,158.0 |
Low |
3,134.0 |
3,125.0 |
-9.0 |
-0.3% |
3,081.0 |
Close |
3,145.0 |
3,127.0 |
-18.0 |
-0.6% |
3,127.0 |
Range |
22.0 |
31.0 |
9.0 |
40.9% |
77.0 |
ATR |
47.0 |
45.9 |
-1.1 |
-2.4% |
0.0 |
Volume |
836,901 |
614,353 |
-222,548 |
-26.6% |
3,069,882 |
|
Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,229.0 |
3,209.0 |
3,144.1 |
|
R3 |
3,198.0 |
3,178.0 |
3,135.5 |
|
R2 |
3,167.0 |
3,167.0 |
3,132.7 |
|
R1 |
3,147.0 |
3,147.0 |
3,129.8 |
3,141.5 |
PP |
3,136.0 |
3,136.0 |
3,136.0 |
3,133.3 |
S1 |
3,116.0 |
3,116.0 |
3,124.2 |
3,110.5 |
S2 |
3,105.0 |
3,105.0 |
3,121.3 |
|
S3 |
3,074.0 |
3,085.0 |
3,118.5 |
|
S4 |
3,043.0 |
3,054.0 |
3,110.0 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,353.0 |
3,317.0 |
3,169.4 |
|
R3 |
3,276.0 |
3,240.0 |
3,148.2 |
|
R2 |
3,199.0 |
3,199.0 |
3,141.1 |
|
R1 |
3,163.0 |
3,163.0 |
3,134.1 |
3,181.0 |
PP |
3,122.0 |
3,122.0 |
3,122.0 |
3,131.0 |
S1 |
3,086.0 |
3,086.0 |
3,119.9 |
3,104.0 |
S2 |
3,045.0 |
3,045.0 |
3,112.9 |
|
S3 |
2,968.0 |
3,009.0 |
3,105.8 |
|
S4 |
2,891.0 |
2,932.0 |
3,084.7 |
|
|
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% |
36.8 |
1.2% |
60% |
False |
False |
775,055 |
10 |
3,158.0 |
3,054.0 |
104.0 |
3.3% |
40.9 |
1.3% |
70% |
False |
False |
805,533 |
20 |
3,175.0 |
3,010.0 |
165.0 |
5.3% |
43.6 |
1.4% |
71% |
False |
False |
934,252 |
40 |
3,175.0 |
2,902.0 |
273.0 |
8.7% |
44.8 |
1.4% |
82% |
False |
False |
766,775 |
60 |
3,175.0 |
2,873.0 |
302.0 |
9.7% |
41.9 |
1.3% |
84% |
False |
False |
512,220 |
80 |
3,175.0 |
2,868.0 |
307.0 |
9.8% |
42.9 |
1.4% |
84% |
False |
False |
384,552 |
100 |
3,175.0 |
2,847.0 |
328.0 |
10.5% |
40.6 |
1.3% |
85% |
False |
False |
307,711 |
120 |
3,175.0 |
2,847.0 |
328.0 |
10.5% |
35.2 |
1.1% |
85% |
False |
False |
256,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,287.8 |
2.618 |
3,237.2 |
1.618 |
3,206.2 |
1.000 |
3,187.0 |
0.618 |
3,175.2 |
HIGH |
3,156.0 |
0.618 |
3,144.2 |
0.500 |
3,140.5 |
0.382 |
3,136.8 |
LOW |
3,125.0 |
0.618 |
3,105.8 |
1.000 |
3,094.0 |
1.618 |
3,074.8 |
2.618 |
3,043.8 |
4.250 |
2,993.3 |
|
|
Fisher Pivots for day following 02-May-2014 |
Pivot |
1 day |
3 day |
R1 |
3,140.5 |
3,135.5 |
PP |
3,136.0 |
3,132.7 |
S1 |
3,131.5 |
3,129.8 |
|