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 |
1,303.2 |
1,296.0 |
-7.2 |
-0.6% |
1,294.9 |
High |
1,306.6 |
1,302.0 |
-4.6 |
-0.4% |
1,305.2 |
Low |
1,292.1 |
1,286.1 |
-6.0 |
-0.5% |
1,268.4 |
Close |
1,299.0 |
1,296.3 |
-2.7 |
-0.2% |
1,300.8 |
Range |
14.5 |
15.9 |
1.4 |
9.7% |
36.8 |
ATR |
17.6 |
17.5 |
-0.1 |
-0.7% |
0.0 |
Volume |
102,409 |
103,817 |
1,408 |
1.4% |
616,307 |
|
Daily Pivots for day following 29-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,342.5 |
1,335.3 |
1,305.0 |
|
R3 |
1,326.6 |
1,319.4 |
1,300.7 |
|
R2 |
1,310.7 |
1,310.7 |
1,299.2 |
|
R1 |
1,303.5 |
1,303.5 |
1,297.8 |
1,307.1 |
PP |
1,294.8 |
1,294.8 |
1,294.8 |
1,296.6 |
S1 |
1,287.6 |
1,287.6 |
1,294.8 |
1,291.2 |
S2 |
1,278.9 |
1,278.9 |
1,293.4 |
|
S3 |
1,263.0 |
1,271.7 |
1,291.9 |
|
S4 |
1,247.1 |
1,255.8 |
1,287.6 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,401.9 |
1,388.1 |
1,321.0 |
|
R3 |
1,365.1 |
1,351.3 |
1,310.9 |
|
R2 |
1,328.3 |
1,328.3 |
1,307.5 |
|
R1 |
1,314.5 |
1,314.5 |
1,304.2 |
1,321.4 |
PP |
1,291.5 |
1,291.5 |
1,291.5 |
1,294.9 |
S1 |
1,277.7 |
1,277.7 |
1,297.4 |
1,284.6 |
S2 |
1,254.7 |
1,254.7 |
1,294.1 |
|
S3 |
1,217.9 |
1,240.9 |
1,290.7 |
|
S4 |
1,181.1 |
1,204.1 |
1,280.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,306.6 |
1,268.4 |
38.2 |
2.9% |
16.7 |
1.3% |
73% |
False |
False |
120,382 |
10 |
1,328.4 |
1,268.4 |
60.0 |
4.6% |
19.1 |
1.5% |
47% |
False |
False |
122,470 |
20 |
1,331.4 |
1,268.4 |
63.0 |
4.9% |
16.6 |
1.3% |
44% |
False |
False |
117,512 |
40 |
1,392.2 |
1,268.4 |
123.8 |
9.6% |
17.6 |
1.4% |
23% |
False |
False |
80,772 |
60 |
1,392.2 |
1,241.2 |
151.0 |
11.6% |
17.3 |
1.3% |
36% |
False |
False |
55,640 |
80 |
1,392.2 |
1,219.8 |
172.4 |
13.3% |
17.1 |
1.3% |
44% |
False |
False |
42,747 |
100 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
18.0 |
1.4% |
53% |
False |
False |
34,372 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.5 |
1.4% |
53% |
False |
False |
28,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,369.6 |
2.618 |
1,343.6 |
1.618 |
1,327.7 |
1.000 |
1,317.9 |
0.618 |
1,311.8 |
HIGH |
1,302.0 |
0.618 |
1,295.9 |
0.500 |
1,294.1 |
0.382 |
1,292.2 |
LOW |
1,286.1 |
0.618 |
1,276.3 |
1.000 |
1,270.2 |
1.618 |
1,260.4 |
2.618 |
1,244.5 |
4.250 |
1,218.5 |
|
|
Fisher Pivots for day following 29-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,295.6 |
1,296.4 |
PP |
1,294.8 |
1,296.3 |
S1 |
1,294.1 |
1,296.3 |
|