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 |
1,866.00 |
1,870.50 |
4.50 |
0.2% |
1,859.25 |
High |
1,875.25 |
1,880.25 |
5.00 |
0.3% |
1,882.50 |
Low |
1,865.00 |
1,866.25 |
1.25 |
0.1% |
1,853.00 |
Close |
1,871.75 |
1,878.00 |
6.25 |
0.3% |
1,860.00 |
Range |
10.25 |
14.00 |
3.75 |
36.6% |
29.50 |
ATR |
20.39 |
19.93 |
-0.46 |
-2.2% |
0.00 |
Volume |
1,219,110 |
1,502,102 |
282,992 |
23.2% |
5,725,786 |
|
Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,916.75 |
1,911.50 |
1,885.75 |
|
R3 |
1,902.75 |
1,897.50 |
1,881.75 |
|
R2 |
1,888.75 |
1,888.75 |
1,880.50 |
|
R1 |
1,883.50 |
1,883.50 |
1,879.25 |
1,886.00 |
PP |
1,874.75 |
1,874.75 |
1,874.75 |
1,876.25 |
S1 |
1,869.50 |
1,869.50 |
1,876.75 |
1,872.00 |
S2 |
1,860.75 |
1,860.75 |
1,875.50 |
|
S3 |
1,846.75 |
1,855.50 |
1,874.25 |
|
S4 |
1,832.75 |
1,841.50 |
1,870.25 |
|
|
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% |
88% |
False |
False |
1,574,257 |
10 |
1,882.50 |
1,840.50 |
42.00 |
2.2% |
16.50 |
0.9% |
89% |
False |
False |
1,341,143 |
20 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
21.00 |
1.1% |
84% |
False |
False |
1,658,907 |
40 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
20.00 |
1.1% |
84% |
False |
False |
1,453,363 |
60 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
20.00 |
1.1% |
91% |
False |
False |
972,379 |
80 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
20.50 |
1.1% |
91% |
False |
False |
730,501 |
100 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
19.25 |
1.0% |
91% |
False |
False |
584,629 |
120 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
18.25 |
1.0% |
91% |
False |
False |
487,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,939.75 |
2.618 |
1,917.00 |
1.618 |
1,903.00 |
1.000 |
1,894.25 |
0.618 |
1,889.00 |
HIGH |
1,880.25 |
0.618 |
1,875.00 |
0.500 |
1,873.25 |
0.382 |
1,871.50 |
LOW |
1,866.25 |
0.618 |
1,857.50 |
1.000 |
1,852.25 |
1.618 |
1,843.50 |
2.618 |
1,829.50 |
4.250 |
1,806.75 |
|
|
Fisher Pivots for day following 30-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,876.50 |
1,872.75 |
PP |
1,874.75 |
1,867.50 |
S1 |
1,873.25 |
1,862.00 |
|