Trading Metrics calculated at close of trading on 02-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
Open |
1,879.50 |
1,878.75 |
-0.75 |
0.0% |
1,861.75 |
High |
1,882.75 |
1,886.00 |
3.25 |
0.2% |
1,886.00 |
Low |
1,871.50 |
1,872.00 |
0.50 |
0.0% |
1,844.00 |
Close |
1,877.75 |
1,874.50 |
-3.25 |
-0.2% |
1,874.50 |
Range |
11.25 |
14.00 |
2.75 |
24.4% |
42.00 |
ATR |
19.31 |
18.93 |
-0.38 |
-2.0% |
0.00 |
Volume |
938,351 |
1,717,169 |
778,818 |
83.0% |
7,441,929 |
|
Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,919.50 |
1,911.00 |
1,882.25 |
|
R3 |
1,905.50 |
1,897.00 |
1,878.25 |
|
R2 |
1,891.50 |
1,891.50 |
1,877.00 |
|
R1 |
1,883.00 |
1,883.00 |
1,875.75 |
1,880.25 |
PP |
1,877.50 |
1,877.50 |
1,877.50 |
1,876.00 |
S1 |
1,869.00 |
1,869.00 |
1,873.25 |
1,866.25 |
S2 |
1,863.50 |
1,863.50 |
1,872.00 |
|
S3 |
1,849.50 |
1,855.00 |
1,870.75 |
|
S4 |
1,835.50 |
1,841.00 |
1,866.75 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,994.25 |
1,976.25 |
1,897.50 |
|
R3 |
1,952.25 |
1,934.25 |
1,886.00 |
|
R2 |
1,910.25 |
1,910.25 |
1,882.25 |
|
R1 |
1,892.25 |
1,892.25 |
1,878.25 |
1,901.25 |
PP |
1,868.25 |
1,868.25 |
1,868.25 |
1,872.50 |
S1 |
1,850.25 |
1,850.25 |
1,870.75 |
1,859.25 |
S2 |
1,826.25 |
1,826.25 |
1,866.75 |
|
S3 |
1,784.25 |
1,808.25 |
1,863.00 |
|
S4 |
1,742.25 |
1,766.25 |
1,851.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,886.00 |
1,844.00 |
42.00 |
2.2% |
15.50 |
0.8% |
73% |
True |
False |
1,488,385 |
10 |
1,886.00 |
1,844.00 |
42.00 |
2.2% |
15.75 |
0.8% |
73% |
True |
False |
1,316,771 |
20 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
21.25 |
1.1% |
80% |
False |
False |
1,670,625 |
40 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
20.25 |
1.1% |
80% |
False |
False |
1,517,911 |
60 |
1,892.50 |
1,737.25 |
155.25 |
8.3% |
19.75 |
1.1% |
88% |
False |
False |
1,016,354 |
80 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
20.50 |
1.1% |
89% |
False |
False |
763,646 |
100 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
19.25 |
1.0% |
89% |
False |
False |
611,183 |
120 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
18.00 |
1.0% |
89% |
False |
False |
509,339 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,945.50 |
2.618 |
1,922.75 |
1.618 |
1,908.75 |
1.000 |
1,900.00 |
0.618 |
1,894.75 |
HIGH |
1,886.00 |
0.618 |
1,880.75 |
0.500 |
1,879.00 |
0.382 |
1,877.25 |
LOW |
1,872.00 |
0.618 |
1,863.25 |
1.000 |
1,858.00 |
1.618 |
1,849.25 |
2.618 |
1,835.25 |
4.250 |
1,812.50 |
|
|
Fisher Pivots for day following 02-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,879.00 |
1,876.00 |
PP |
1,877.50 |
1,875.50 |
S1 |
1,876.00 |
1,875.00 |
|