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 |
1,870.50 |
1,879.50 |
9.00 |
0.5% |
1,859.25 |
High |
1,880.25 |
1,882.75 |
2.50 |
0.1% |
1,882.50 |
Low |
1,866.25 |
1,871.50 |
5.25 |
0.3% |
1,853.00 |
Close |
1,878.00 |
1,877.75 |
-0.25 |
0.0% |
1,860.00 |
Range |
14.00 |
11.25 |
-2.75 |
-19.6% |
29.50 |
ATR |
19.93 |
19.31 |
-0.62 |
-3.1% |
0.00 |
Volume |
1,502,102 |
938,351 |
-563,751 |
-37.5% |
5,725,786 |
|
Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,911.00 |
1,905.75 |
1,884.00 |
|
R3 |
1,899.75 |
1,894.50 |
1,880.75 |
|
R2 |
1,888.50 |
1,888.50 |
1,879.75 |
|
R1 |
1,883.25 |
1,883.25 |
1,878.75 |
1,880.25 |
PP |
1,877.25 |
1,877.25 |
1,877.25 |
1,876.00 |
S1 |
1,872.00 |
1,872.00 |
1,876.75 |
1,869.00 |
S2 |
1,866.00 |
1,866.00 |
1,875.75 |
|
S3 |
1,854.75 |
1,860.75 |
1,874.75 |
|
S4 |
1,843.50 |
1,849.50 |
1,871.50 |
|
|
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 |
1,882.75 |
1,844.00 |
38.75 |
2.1% |
16.75 |
0.9% |
87% |
True |
False |
1,446,510 |
10 |
1,882.75 |
1,844.00 |
38.75 |
2.1% |
16.00 |
0.8% |
87% |
True |
False |
1,270,588 |
20 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
21.00 |
1.1% |
83% |
False |
False |
1,646,753 |
40 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
20.25 |
1.1% |
83% |
False |
False |
1,476,142 |
60 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
20.00 |
1.1% |
91% |
False |
False |
987,843 |
80 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
20.50 |
1.1% |
91% |
False |
False |
742,211 |
100 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
19.25 |
1.0% |
91% |
False |
False |
594,012 |
120 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
18.25 |
1.0% |
91% |
False |
False |
495,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,930.50 |
2.618 |
1,912.25 |
1.618 |
1,901.00 |
1.000 |
1,894.00 |
0.618 |
1,889.75 |
HIGH |
1,882.75 |
0.618 |
1,878.50 |
0.500 |
1,877.00 |
0.382 |
1,875.75 |
LOW |
1,871.50 |
0.618 |
1,864.50 |
1.000 |
1,860.25 |
1.618 |
1,853.25 |
2.618 |
1,842.00 |
4.250 |
1,823.75 |
|
|
Fisher Pivots for day following 01-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,877.50 |
1,876.50 |
PP |
1,877.25 |
1,875.25 |
S1 |
1,877.00 |
1,874.00 |
|