| 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 |
16,460 |
16,515 |
55 |
0.3% |
16,346 |
| High |
16,526 |
16,537 |
11 |
0.1% |
16,513 |
| Low |
16,432 |
16,456 |
24 |
0.1% |
16,264 |
| Close |
16,511 |
16,488 |
-23 |
-0.1% |
16,324 |
| Range |
94 |
81 |
-13 |
-13.8% |
249 |
| ATR |
155 |
150 |
-5 |
-3.4% |
0 |
| Volume |
134,484 |
81,624 |
-52,860 |
-39.3% |
573,473 |
|
| Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,737 |
16,693 |
16,533 |
|
| R3 |
16,656 |
16,612 |
16,510 |
|
| R2 |
16,575 |
16,575 |
16,503 |
|
| R1 |
16,531 |
16,531 |
16,496 |
16,513 |
| PP |
16,494 |
16,494 |
16,494 |
16,484 |
| S1 |
16,450 |
16,450 |
16,481 |
16,432 |
| S2 |
16,413 |
16,413 |
16,473 |
|
| S3 |
16,332 |
16,369 |
16,466 |
|
| S4 |
16,251 |
16,288 |
16,444 |
|
|
| 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 |
16,537 |
16,242 |
295 |
1.8% |
125 |
0.8% |
83% |
True |
False |
140,676 |
| 10 |
16,537 |
16,242 |
295 |
1.8% |
117 |
0.7% |
83% |
True |
False |
124,801 |
| 20 |
16,574 |
15,881 |
693 |
4.2% |
159 |
1.0% |
88% |
False |
False |
160,443 |
| 40 |
16,574 |
15,881 |
693 |
4.2% |
161 |
1.0% |
88% |
False |
False |
140,414 |
| 60 |
16,574 |
15,233 |
1,341 |
8.1% |
159 |
1.0% |
94% |
False |
False |
93,712 |
| 80 |
16,574 |
15,216 |
1,358 |
8.2% |
157 |
1.0% |
94% |
False |
False |
70,292 |
| 100 |
16,574 |
15,216 |
1,358 |
8.2% |
139 |
0.8% |
94% |
False |
False |
56,237 |
| 120 |
16,574 |
15,216 |
1,358 |
8.2% |
118 |
0.7% |
94% |
False |
False |
46,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,881 |
|
2.618 |
16,749 |
|
1.618 |
16,668 |
|
1.000 |
16,618 |
|
0.618 |
16,587 |
|
HIGH |
16,537 |
|
0.618 |
16,506 |
|
0.500 |
16,497 |
|
0.382 |
16,487 |
|
LOW |
16,456 |
|
0.618 |
16,406 |
|
1.000 |
16,375 |
|
1.618 |
16,325 |
|
2.618 |
16,244 |
|
4.250 |
16,112 |
|
|
| Fisher Pivots for day following 01-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,497 |
16,480 |
| PP |
16,494 |
16,472 |
| S1 |
16,491 |
16,464 |
|