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 |
9,586.0 |
9,644.0 |
58.0 |
0.6% |
9,431.0 |
High |
9,638.0 |
9,644.0 |
6.0 |
0.1% |
9,644.0 |
Low |
9,572.5 |
9,543.0 |
-29.5 |
-0.3% |
9,388.0 |
Close |
9,617.0 |
9,548.5 |
-68.5 |
-0.7% |
9,548.5 |
Range |
65.5 |
101.0 |
35.5 |
54.2% |
256.0 |
ATR |
154.7 |
150.8 |
-3.8 |
-2.5% |
0.0 |
Volume |
91,653 |
76,822 |
-14,831 |
-16.2% |
364,442 |
|
Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,881.5 |
9,816.0 |
9,604.1 |
|
R3 |
9,780.5 |
9,715.0 |
9,576.3 |
|
R2 |
9,679.5 |
9,679.5 |
9,567.0 |
|
R1 |
9,614.0 |
9,614.0 |
9,557.8 |
9,596.3 |
PP |
9,578.5 |
9,578.5 |
9,578.5 |
9,569.6 |
S1 |
9,513.0 |
9,513.0 |
9,539.2 |
9,495.3 |
S2 |
9,477.5 |
9,477.5 |
9,530.0 |
|
S3 |
9,376.5 |
9,412.0 |
9,520.7 |
|
S4 |
9,275.5 |
9,311.0 |
9,493.0 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,294.8 |
10,177.7 |
9,689.3 |
|
R3 |
10,038.8 |
9,921.7 |
9,618.9 |
|
R2 |
9,782.8 |
9,782.8 |
9,595.4 |
|
R1 |
9,665.7 |
9,665.7 |
9,572.0 |
9,724.3 |
PP |
9,526.8 |
9,526.8 |
9,526.8 |
9,556.1 |
S1 |
9,409.7 |
9,409.7 |
9,525.0 |
9,468.3 |
S2 |
9,270.8 |
9,270.8 |
9,501.6 |
|
S3 |
9,014.8 |
9,153.7 |
9,478.1 |
|
S4 |
8,758.8 |
8,897.7 |
9,407.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,644.0 |
9,382.0 |
262.0 |
2.7% |
114.5 |
1.2% |
64% |
True |
False |
93,644 |
10 |
9,660.0 |
9,236.5 |
423.5 |
4.4% |
139.1 |
1.5% |
74% |
False |
False |
96,126 |
20 |
9,741.0 |
9,102.5 |
638.5 |
6.7% |
140.6 |
1.5% |
70% |
False |
False |
108,418 |
40 |
9,741.0 |
8,934.5 |
806.5 |
8.4% |
141.4 |
1.5% |
76% |
False |
False |
80,801 |
60 |
9,755.5 |
8,934.5 |
821.0 |
8.6% |
132.2 |
1.4% |
75% |
False |
False |
54,016 |
80 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
133.8 |
1.4% |
69% |
False |
False |
40,551 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
125.5 |
1.3% |
69% |
False |
False |
32,461 |
120 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
113.5 |
1.2% |
69% |
False |
False |
27,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,073.3 |
2.618 |
9,908.4 |
1.618 |
9,807.4 |
1.000 |
9,745.0 |
0.618 |
9,706.4 |
HIGH |
9,644.0 |
0.618 |
9,605.4 |
0.500 |
9,593.5 |
0.382 |
9,581.6 |
LOW |
9,543.0 |
0.618 |
9,480.6 |
1.000 |
9,442.0 |
1.618 |
9,379.6 |
2.618 |
9,278.6 |
4.250 |
9,113.8 |
|
|
Fisher Pivots for day following 02-May-2014 |
Pivot |
1 day |
3 day |
R1 |
9,593.5 |
9,569.8 |
PP |
9,578.5 |
9,562.7 |
S1 |
9,563.5 |
9,555.6 |
|