Trading Metrics calculated at close of trading on 01-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2014 |
01-May-2014 |
Change |
Change % |
Previous Week |
Open |
5,499.0 |
5,498.0 |
-1.0 |
0.0% |
5,461.0 |
High |
5,513.0 |
5,503.0 |
-10.0 |
-0.2% |
5,533.0 |
Low |
5,451.0 |
5,423.0 |
-28.0 |
-0.5% |
5,443.0 |
Close |
5,469.0 |
5,434.0 |
-35.0 |
-0.6% |
5,523.0 |
Range |
62.0 |
80.0 |
18.0 |
29.0% |
90.0 |
ATR |
49.2 |
51.4 |
2.2 |
4.5% |
0.0 |
Volume |
27,294 |
26,124 |
-1,170 |
-4.3% |
54,555 |
|
Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,693.3 |
5,643.7 |
5,478.0 |
|
R3 |
5,613.3 |
5,563.7 |
5,456.0 |
|
R2 |
5,533.3 |
5,533.3 |
5,448.7 |
|
R1 |
5,483.7 |
5,483.7 |
5,441.3 |
5,468.5 |
PP |
5,453.3 |
5,453.3 |
5,453.3 |
5,445.8 |
S1 |
5,403.7 |
5,403.7 |
5,426.7 |
5,388.5 |
S2 |
5,373.3 |
5,373.3 |
5,419.3 |
|
S3 |
5,293.3 |
5,323.7 |
5,412.0 |
|
S4 |
5,213.3 |
5,243.7 |
5,390.0 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,769.7 |
5,736.3 |
5,572.5 |
|
R3 |
5,679.7 |
5,646.3 |
5,547.8 |
|
R2 |
5,589.7 |
5,589.7 |
5,539.5 |
|
R1 |
5,556.3 |
5,556.3 |
5,531.3 |
5,573.0 |
PP |
5,499.7 |
5,499.7 |
5,499.7 |
5,508.0 |
S1 |
5,466.3 |
5,466.3 |
5,514.8 |
5,483.0 |
S2 |
5,409.7 |
5,409.7 |
5,506.5 |
|
S3 |
5,319.7 |
5,376.3 |
5,498.3 |
|
S4 |
5,229.7 |
5,286.3 |
5,473.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,552.0 |
5,423.0 |
129.0 |
2.4% |
59.2 |
1.1% |
9% |
False |
True |
24,534 |
10 |
5,552.0 |
5,367.0 |
185.0 |
3.4% |
47.5 |
0.9% |
36% |
False |
False |
22,865 |
20 |
5,552.0 |
5,337.0 |
215.0 |
4.0% |
42.2 |
0.8% |
45% |
False |
False |
21,991 |
40 |
5,552.0 |
5,286.0 |
266.0 |
4.9% |
39.5 |
0.7% |
56% |
False |
False |
23,211 |
60 |
5,552.0 |
4,998.0 |
554.0 |
10.2% |
31.8 |
0.6% |
79% |
False |
False |
15,507 |
80 |
5,552.0 |
4,998.0 |
554.0 |
10.2% |
27.1 |
0.5% |
79% |
False |
False |
11,647 |
100 |
5,552.0 |
4,998.0 |
554.0 |
10.2% |
23.9 |
0.4% |
79% |
False |
False |
9,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,843.0 |
2.618 |
5,712.4 |
1.618 |
5,632.4 |
1.000 |
5,583.0 |
0.618 |
5,552.4 |
HIGH |
5,503.0 |
0.618 |
5,472.4 |
0.500 |
5,463.0 |
0.382 |
5,453.6 |
LOW |
5,423.0 |
0.618 |
5,373.6 |
1.000 |
5,343.0 |
1.618 |
5,293.6 |
2.618 |
5,213.6 |
4.250 |
5,083.0 |
|
|
Fisher Pivots for day following 01-May-2014 |
Pivot |
1 day |
3 day |
R1 |
5,463.0 |
5,487.5 |
PP |
5,453.3 |
5,469.7 |
S1 |
5,443.7 |
5,451.8 |
|