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 |
1,296.0 |
1,295.6 |
-0.4 |
0.0% |
1,294.9 |
High |
1,302.0 |
1,298.4 |
-3.6 |
-0.3% |
1,305.2 |
Low |
1,286.1 |
1,284.9 |
-1.2 |
-0.1% |
1,268.4 |
Close |
1,296.3 |
1,295.9 |
-0.4 |
0.0% |
1,300.8 |
Range |
15.9 |
13.5 |
-2.4 |
-15.1% |
36.8 |
ATR |
17.5 |
17.2 |
-0.3 |
-1.6% |
0.0 |
Volume |
103,817 |
139,271 |
35,454 |
34.2% |
616,307 |
|
Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,333.6 |
1,328.2 |
1,303.3 |
|
R3 |
1,320.1 |
1,314.7 |
1,299.6 |
|
R2 |
1,306.6 |
1,306.6 |
1,298.4 |
|
R1 |
1,301.2 |
1,301.2 |
1,297.1 |
1,303.9 |
PP |
1,293.1 |
1,293.1 |
1,293.1 |
1,294.4 |
S1 |
1,287.7 |
1,287.7 |
1,294.7 |
1,290.4 |
S2 |
1,279.6 |
1,279.6 |
1,293.4 |
|
S3 |
1,266.1 |
1,274.2 |
1,292.2 |
|
S4 |
1,252.6 |
1,260.7 |
1,288.5 |
|
|
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% |
17.7 |
1.4% |
72% |
False |
False |
128,548 |
10 |
1,307.1 |
1,268.4 |
38.7 |
3.0% |
16.0 |
1.2% |
71% |
False |
False |
117,498 |
20 |
1,331.4 |
1,268.4 |
63.0 |
4.9% |
16.7 |
1.3% |
44% |
False |
False |
118,829 |
40 |
1,392.2 |
1,268.4 |
123.8 |
9.6% |
17.5 |
1.3% |
22% |
False |
False |
84,021 |
60 |
1,392.2 |
1,247.5 |
144.7 |
11.2% |
17.1 |
1.3% |
33% |
False |
False |
57,915 |
80 |
1,392.2 |
1,219.8 |
172.4 |
13.3% |
17.1 |
1.3% |
44% |
False |
False |
44,457 |
100 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.7 |
1.4% |
53% |
False |
False |
35,754 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.6 |
1.4% |
53% |
False |
False |
30,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,355.8 |
2.618 |
1,333.7 |
1.618 |
1,320.2 |
1.000 |
1,311.9 |
0.618 |
1,306.7 |
HIGH |
1,298.4 |
0.618 |
1,293.2 |
0.500 |
1,291.7 |
0.382 |
1,290.1 |
LOW |
1,284.9 |
0.618 |
1,276.6 |
1.000 |
1,271.4 |
1.618 |
1,263.1 |
2.618 |
1,249.6 |
4.250 |
1,227.5 |
|
|
Fisher Pivots for day following 30-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,294.5 |
1,295.9 |
PP |
1,293.1 |
1,295.8 |
S1 |
1,291.7 |
1,295.8 |
|