Trading Metrics calculated at close of trading on 02-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
Open |
5,498.0 |
5,457.0 |
-41.0 |
-0.7% |
5,512.0 |
High |
5,503.0 |
5,457.0 |
-46.0 |
-0.8% |
5,552.0 |
Low |
5,423.0 |
5,413.0 |
-10.0 |
-0.2% |
5,413.0 |
Close |
5,434.0 |
5,447.0 |
13.0 |
0.2% |
5,447.0 |
Range |
80.0 |
44.0 |
-36.0 |
-45.0% |
139.0 |
ATR |
51.4 |
50.9 |
-0.5 |
-1.0% |
0.0 |
Volume |
26,124 |
18,948 |
-7,176 |
-27.5% |
125,140 |
|
Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,571.0 |
5,553.0 |
5,471.2 |
|
R3 |
5,527.0 |
5,509.0 |
5,459.1 |
|
R2 |
5,483.0 |
5,483.0 |
5,455.1 |
|
R1 |
5,465.0 |
5,465.0 |
5,451.0 |
5,452.0 |
PP |
5,439.0 |
5,439.0 |
5,439.0 |
5,432.5 |
S1 |
5,421.0 |
5,421.0 |
5,443.0 |
5,408.0 |
S2 |
5,395.0 |
5,395.0 |
5,438.9 |
|
S3 |
5,351.0 |
5,377.0 |
5,434.9 |
|
S4 |
5,307.0 |
5,333.0 |
5,422.8 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,887.7 |
5,806.3 |
5,523.5 |
|
R3 |
5,748.7 |
5,667.3 |
5,485.2 |
|
R2 |
5,609.7 |
5,609.7 |
5,472.5 |
|
R1 |
5,528.3 |
5,528.3 |
5,459.7 |
5,499.5 |
PP |
5,470.7 |
5,470.7 |
5,470.7 |
5,456.3 |
S1 |
5,389.3 |
5,389.3 |
5,434.3 |
5,360.5 |
S2 |
5,331.7 |
5,331.7 |
5,421.5 |
|
S3 |
5,192.7 |
5,250.3 |
5,408.8 |
|
S4 |
5,053.7 |
5,111.3 |
5,370.6 |
|
|
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 |
5,413.0 |
139.0 |
2.6% |
63.8 |
1.2% |
24% |
False |
True |
25,028 |
10 |
5,552.0 |
5,381.0 |
171.0 |
3.1% |
48.7 |
0.9% |
39% |
False |
False |
22,489 |
20 |
5,552.0 |
5,337.0 |
215.0 |
3.9% |
41.9 |
0.8% |
51% |
False |
False |
21,598 |
40 |
5,552.0 |
5,286.0 |
266.0 |
4.9% |
39.8 |
0.7% |
61% |
False |
False |
23,685 |
60 |
5,552.0 |
4,998.0 |
554.0 |
10.2% |
32.5 |
0.6% |
81% |
False |
False |
15,822 |
80 |
5,552.0 |
4,998.0 |
554.0 |
10.2% |
27.6 |
0.5% |
81% |
False |
False |
11,884 |
100 |
5,552.0 |
4,998.0 |
554.0 |
10.2% |
24.3 |
0.4% |
81% |
False |
False |
9,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,644.0 |
2.618 |
5,572.2 |
1.618 |
5,528.2 |
1.000 |
5,501.0 |
0.618 |
5,484.2 |
HIGH |
5,457.0 |
0.618 |
5,440.2 |
0.500 |
5,435.0 |
0.382 |
5,429.8 |
LOW |
5,413.0 |
0.618 |
5,385.8 |
1.000 |
5,369.0 |
1.618 |
5,341.8 |
2.618 |
5,297.8 |
4.250 |
5,226.0 |
|
|
Fisher Pivots for day following 02-May-2014 |
Pivot |
1 day |
3 day |
R1 |
5,443.0 |
5,463.0 |
PP |
5,439.0 |
5,457.7 |
S1 |
5,435.0 |
5,452.3 |
|