Trading Metrics calculated at close of trading on 30-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2014 |
30-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
14,405 |
14,470 |
65 |
0.5% |
14,525 |
High |
14,510 |
14,475 |
-35 |
-0.2% |
14,695 |
Low |
14,395 |
14,235 |
-160 |
-1.1% |
14,285 |
Close |
14,470 |
14,305 |
-165 |
-1.1% |
14,350 |
Range |
115 |
240 |
125 |
108.7% |
410 |
ATR |
266 |
265 |
-2 |
-0.7% |
0 |
Volume |
6,466 |
12,973 |
6,507 |
100.6% |
58,164 |
|
Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,058 |
14,922 |
14,437 |
|
R3 |
14,818 |
14,682 |
14,371 |
|
R2 |
14,578 |
14,578 |
14,349 |
|
R1 |
14,442 |
14,442 |
14,327 |
14,390 |
PP |
14,338 |
14,338 |
14,338 |
14,313 |
S1 |
14,202 |
14,202 |
14,283 |
14,150 |
S2 |
14,098 |
14,098 |
14,261 |
|
S3 |
13,858 |
13,962 |
14,239 |
|
S4 |
13,618 |
13,722 |
14,173 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,673 |
15,422 |
14,576 |
|
R3 |
15,263 |
15,012 |
14,463 |
|
R2 |
14,853 |
14,853 |
14,425 |
|
R1 |
14,602 |
14,602 |
14,388 |
14,523 |
PP |
14,443 |
14,443 |
14,443 |
14,404 |
S1 |
14,192 |
14,192 |
14,313 |
14,113 |
S2 |
14,033 |
14,033 |
14,275 |
|
S3 |
13,623 |
13,782 |
14,237 |
|
S4 |
13,213 |
13,372 |
14,125 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,605 |
14,235 |
370 |
2.6% |
232 |
1.6% |
19% |
False |
True |
12,584 |
10 |
14,695 |
14,140 |
555 |
3.9% |
227 |
1.6% |
30% |
False |
False |
11,724 |
20 |
15,230 |
13,860 |
1,370 |
9.6% |
273 |
1.9% |
32% |
False |
False |
15,594 |
40 |
15,440 |
13,860 |
1,580 |
11.0% |
289 |
2.0% |
28% |
False |
False |
16,230 |
60 |
15,440 |
13,860 |
1,580 |
11.0% |
282 |
2.0% |
28% |
False |
False |
10,878 |
80 |
16,100 |
13,860 |
2,240 |
15.7% |
252 |
1.8% |
20% |
False |
False |
8,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,495 |
2.618 |
15,103 |
1.618 |
14,863 |
1.000 |
14,715 |
0.618 |
14,623 |
HIGH |
14,475 |
0.618 |
14,383 |
0.500 |
14,355 |
0.382 |
14,327 |
LOW |
14,235 |
0.618 |
14,087 |
1.000 |
13,995 |
1.618 |
13,847 |
2.618 |
13,607 |
4.250 |
13,215 |
|
|
Fisher Pivots for day following 30-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
14,355 |
14,373 |
PP |
14,338 |
14,350 |
S1 |
14,322 |
14,328 |
|