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 |
14,470 |
14,305 |
-165 |
-1.1% |
14,525 |
High |
14,475 |
14,515 |
40 |
0.3% |
14,695 |
Low |
14,235 |
14,305 |
70 |
0.5% |
14,285 |
Close |
14,305 |
14,470 |
165 |
1.2% |
14,350 |
Range |
240 |
210 |
-30 |
-12.5% |
410 |
ATR |
265 |
261 |
-4 |
-1.5% |
0 |
Volume |
12,973 |
9,170 |
-3,803 |
-29.3% |
58,164 |
|
Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,060 |
14,975 |
14,586 |
|
R3 |
14,850 |
14,765 |
14,528 |
|
R2 |
14,640 |
14,640 |
14,509 |
|
R1 |
14,555 |
14,555 |
14,489 |
14,598 |
PP |
14,430 |
14,430 |
14,430 |
14,451 |
S1 |
14,345 |
14,345 |
14,451 |
14,388 |
S2 |
14,220 |
14,220 |
14,432 |
|
S3 |
14,010 |
14,135 |
14,412 |
|
S4 |
13,800 |
13,925 |
14,355 |
|
|
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 |
14,595 |
14,235 |
360 |
2.5% |
213 |
1.5% |
65% |
False |
False |
11,049 |
10 |
14,695 |
14,235 |
460 |
3.2% |
211 |
1.5% |
51% |
False |
False |
11,060 |
20 |
15,230 |
13,860 |
1,370 |
9.5% |
274 |
1.9% |
45% |
False |
False |
15,194 |
40 |
15,440 |
13,860 |
1,580 |
10.9% |
292 |
2.0% |
39% |
False |
False |
16,424 |
60 |
15,440 |
13,860 |
1,580 |
10.9% |
279 |
1.9% |
39% |
False |
False |
11,031 |
80 |
16,100 |
13,860 |
2,240 |
15.5% |
252 |
1.7% |
27% |
False |
False |
8,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,408 |
2.618 |
15,065 |
1.618 |
14,855 |
1.000 |
14,725 |
0.618 |
14,645 |
HIGH |
14,515 |
0.618 |
14,435 |
0.500 |
14,410 |
0.382 |
14,385 |
LOW |
14,305 |
0.618 |
14,175 |
1.000 |
14,095 |
1.618 |
13,965 |
2.618 |
13,755 |
4.250 |
13,413 |
|
|
Fisher Pivots for day following 01-May-2014 |
Pivot |
1 day |
3 day |
R1 |
14,450 |
14,438 |
PP |
14,430 |
14,407 |
S1 |
14,410 |
14,375 |
|