| 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 |
16,398 |
16,460 |
62 |
0.4% |
16,346 |
| High |
16,493 |
16,526 |
33 |
0.2% |
16,513 |
| Low |
16,390 |
16,432 |
42 |
0.3% |
16,264 |
| Close |
16,467 |
16,511 |
44 |
0.3% |
16,324 |
| Range |
103 |
94 |
-9 |
-8.7% |
249 |
| ATR |
160 |
155 |
-5 |
-2.9% |
0 |
| Volume |
124,193 |
134,484 |
10,291 |
8.3% |
573,473 |
|
| Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,772 |
16,735 |
16,563 |
|
| R3 |
16,678 |
16,641 |
16,537 |
|
| R2 |
16,584 |
16,584 |
16,528 |
|
| R1 |
16,547 |
16,547 |
16,520 |
16,566 |
| PP |
16,490 |
16,490 |
16,490 |
16,499 |
| S1 |
16,453 |
16,453 |
16,503 |
16,472 |
| S2 |
16,396 |
16,396 |
16,494 |
|
| S3 |
16,302 |
16,359 |
16,485 |
|
| S4 |
16,208 |
16,265 |
16,459 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,114 |
16,968 |
16,461 |
|
| R3 |
16,865 |
16,719 |
16,393 |
|
| R2 |
16,616 |
16,616 |
16,370 |
|
| R1 |
16,470 |
16,470 |
16,347 |
16,419 |
| PP |
16,367 |
16,367 |
16,367 |
16,341 |
| S1 |
16,221 |
16,221 |
16,301 |
16,170 |
| S2 |
16,118 |
16,118 |
16,278 |
|
| S3 |
15,869 |
15,972 |
16,256 |
|
| S4 |
15,620 |
15,723 |
16,187 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,526 |
16,242 |
284 |
1.7% |
134 |
0.8% |
95% |
True |
False |
155,920 |
| 10 |
16,526 |
16,222 |
304 |
1.8% |
123 |
0.7% |
95% |
True |
False |
133,011 |
| 20 |
16,574 |
15,881 |
693 |
4.2% |
159 |
1.0% |
91% |
False |
False |
162,118 |
| 40 |
16,574 |
15,881 |
693 |
4.2% |
161 |
1.0% |
91% |
False |
False |
138,394 |
| 60 |
16,574 |
15,228 |
1,346 |
8.2% |
159 |
1.0% |
95% |
False |
False |
92,353 |
| 80 |
16,574 |
15,216 |
1,358 |
8.2% |
157 |
0.9% |
95% |
False |
False |
69,272 |
| 100 |
16,574 |
15,216 |
1,358 |
8.2% |
138 |
0.8% |
95% |
False |
False |
55,421 |
| 120 |
16,574 |
15,216 |
1,358 |
8.2% |
117 |
0.7% |
95% |
False |
False |
46,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,926 |
|
2.618 |
16,772 |
|
1.618 |
16,678 |
|
1.000 |
16,620 |
|
0.618 |
16,584 |
|
HIGH |
16,526 |
|
0.618 |
16,490 |
|
0.500 |
16,479 |
|
0.382 |
16,468 |
|
LOW |
16,432 |
|
0.618 |
16,374 |
|
1.000 |
16,338 |
|
1.618 |
16,280 |
|
2.618 |
16,186 |
|
4.250 |
16,033 |
|
|
| Fisher Pivots for day following 30-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,500 |
16,469 |
| PP |
16,490 |
16,426 |
| S1 |
16,479 |
16,384 |
|