Trading Metrics calculated at close of trading on 29-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2014 |
29-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
9,431.0 |
9,509.5 |
78.5 |
0.8% |
9,471.5 |
High |
9,513.5 |
9,622.0 |
108.5 |
1.1% |
9,660.0 |
Low |
9,388.0 |
9,495.5 |
107.5 |
1.1% |
9,382.0 |
Close |
9,452.5 |
9,605.0 |
152.5 |
1.6% |
9,420.0 |
Range |
125.5 |
126.5 |
1.0 |
0.8% |
278.0 |
ATR |
160.9 |
161.5 |
0.6 |
0.4% |
0.0 |
Volume |
109,576 |
86,391 |
-23,185 |
-21.2% |
416,839 |
|
Daily Pivots for day following 29-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,953.7 |
9,905.8 |
9,674.6 |
|
R3 |
9,827.2 |
9,779.3 |
9,639.8 |
|
R2 |
9,700.7 |
9,700.7 |
9,628.2 |
|
R1 |
9,652.8 |
9,652.8 |
9,616.6 |
9,676.8 |
PP |
9,574.2 |
9,574.2 |
9,574.2 |
9,586.1 |
S1 |
9,526.3 |
9,526.3 |
9,593.4 |
9,550.3 |
S2 |
9,447.7 |
9,447.7 |
9,581.8 |
|
S3 |
9,321.2 |
9,399.8 |
9,570.2 |
|
S4 |
9,194.7 |
9,273.3 |
9,535.4 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,321.3 |
10,148.7 |
9,572.9 |
|
R3 |
10,043.3 |
9,870.7 |
9,496.5 |
|
R2 |
9,765.3 |
9,765.3 |
9,471.0 |
|
R1 |
9,592.7 |
9,592.7 |
9,445.5 |
9,540.0 |
PP |
9,487.3 |
9,487.3 |
9,487.3 |
9,461.0 |
S1 |
9,314.7 |
9,314.7 |
9,394.5 |
9,262.0 |
S2 |
9,209.3 |
9,209.3 |
9,369.0 |
|
S3 |
8,931.3 |
9,036.7 |
9,343.6 |
|
S4 |
8,653.3 |
8,758.7 |
9,267.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,660.0 |
9,382.0 |
278.0 |
2.9% |
144.0 |
1.5% |
80% |
False |
False |
107,639 |
10 |
9,660.0 |
9,102.5 |
557.5 |
5.8% |
163.6 |
1.7% |
90% |
False |
False |
107,610 |
20 |
9,741.0 |
9,102.5 |
638.5 |
6.6% |
139.7 |
1.5% |
79% |
False |
False |
106,851 |
40 |
9,741.0 |
8,934.5 |
806.5 |
8.4% |
145.6 |
1.5% |
83% |
False |
False |
76,725 |
60 |
9,755.5 |
8,934.5 |
821.0 |
8.5% |
137.3 |
1.4% |
82% |
False |
False |
51,215 |
80 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
133.3 |
1.4% |
76% |
False |
False |
38,446 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
124.5 |
1.3% |
76% |
False |
False |
30,777 |
120 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
112.4 |
1.2% |
76% |
False |
False |
25,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,159.6 |
2.618 |
9,953.2 |
1.618 |
9,826.7 |
1.000 |
9,748.5 |
0.618 |
9,700.2 |
HIGH |
9,622.0 |
0.618 |
9,573.7 |
0.500 |
9,558.8 |
0.382 |
9,543.8 |
LOW |
9,495.5 |
0.618 |
9,417.3 |
1.000 |
9,369.0 |
1.618 |
9,290.8 |
2.618 |
9,164.3 |
4.250 |
8,957.9 |
|
|
Fisher Pivots for day following 29-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
9,589.6 |
9,570.7 |
PP |
9,574.2 |
9,536.3 |
S1 |
9,558.8 |
9,502.0 |
|