Trading Metrics calculated at close of trading on 29-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2014 |
29-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,861.75 |
1,866.00 |
4.25 |
0.2% |
1,859.25 |
High |
1,871.75 |
1,875.25 |
3.50 |
0.2% |
1,882.50 |
Low |
1,844.00 |
1,865.00 |
21.00 |
1.1% |
1,853.00 |
Close |
1,866.00 |
1,871.75 |
5.75 |
0.3% |
1,860.00 |
Range |
27.75 |
10.25 |
-17.50 |
-63.1% |
29.50 |
ATR |
21.17 |
20.39 |
-0.78 |
-3.7% |
0.00 |
Volume |
2,065,197 |
1,219,110 |
-846,087 |
-41.0% |
5,725,786 |
|
Daily Pivots for day following 29-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,901.50 |
1,896.75 |
1,877.50 |
|
R3 |
1,891.25 |
1,886.50 |
1,874.50 |
|
R2 |
1,881.00 |
1,881.00 |
1,873.75 |
|
R1 |
1,876.25 |
1,876.25 |
1,872.75 |
1,878.50 |
PP |
1,870.75 |
1,870.75 |
1,870.75 |
1,871.75 |
S1 |
1,866.00 |
1,866.00 |
1,870.75 |
1,868.50 |
S2 |
1,860.50 |
1,860.50 |
1,869.75 |
|
S3 |
1,850.25 |
1,855.75 |
1,869.00 |
|
S4 |
1,840.00 |
1,845.50 |
1,866.00 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,953.75 |
1,936.25 |
1,876.25 |
|
R3 |
1,924.25 |
1,906.75 |
1,868.00 |
|
R2 |
1,894.75 |
1,894.75 |
1,865.50 |
|
R1 |
1,877.25 |
1,877.25 |
1,862.75 |
1,886.00 |
PP |
1,865.25 |
1,865.25 |
1,865.25 |
1,869.50 |
S1 |
1,847.75 |
1,847.75 |
1,857.25 |
1,856.50 |
S2 |
1,835.75 |
1,835.75 |
1,854.50 |
|
S3 |
1,806.25 |
1,818.25 |
1,852.00 |
|
S4 |
1,776.75 |
1,788.75 |
1,843.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,882.50 |
1,844.00 |
38.50 |
2.1% |
18.25 |
1.0% |
72% |
False |
False |
1,473,948 |
10 |
1,882.50 |
1,809.25 |
73.25 |
3.9% |
18.50 |
1.0% |
85% |
False |
False |
1,451,881 |
20 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
21.00 |
1.1% |
77% |
False |
False |
1,644,469 |
40 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
20.50 |
1.1% |
77% |
False |
False |
1,416,261 |
60 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
20.75 |
1.1% |
88% |
False |
False |
947,461 |
80 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
20.50 |
1.1% |
88% |
False |
False |
711,840 |
100 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
19.25 |
1.0% |
88% |
False |
False |
569,609 |
120 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
18.25 |
1.0% |
88% |
False |
False |
474,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,918.75 |
2.618 |
1,902.00 |
1.618 |
1,891.75 |
1.000 |
1,885.50 |
0.618 |
1,881.50 |
HIGH |
1,875.25 |
0.618 |
1,871.25 |
0.500 |
1,870.00 |
0.382 |
1,869.00 |
LOW |
1,865.00 |
0.618 |
1,858.75 |
1.000 |
1,854.75 |
1.618 |
1,848.50 |
2.618 |
1,838.25 |
4.250 |
1,821.50 |
|
|
Fisher Pivots for day following 29-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,871.25 |
1,867.75 |
PP |
1,870.75 |
1,863.75 |
S1 |
1,870.00 |
1,859.50 |
|