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 |
1,295.6 |
1,291.9 |
-3.7 |
-0.3% |
1,294.9 |
High |
1,298.4 |
1,293.0 |
-5.4 |
-0.4% |
1,305.2 |
Low |
1,284.9 |
1,277.3 |
-7.6 |
-0.6% |
1,268.4 |
Close |
1,295.9 |
1,283.4 |
-12.5 |
-1.0% |
1,300.8 |
Range |
13.5 |
15.7 |
2.2 |
16.3% |
36.8 |
ATR |
17.2 |
17.3 |
0.1 |
0.6% |
0.0 |
Volume |
139,271 |
115,436 |
-23,835 |
-17.1% |
616,307 |
|
Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,331.7 |
1,323.2 |
1,292.0 |
|
R3 |
1,316.0 |
1,307.5 |
1,287.7 |
|
R2 |
1,300.3 |
1,300.3 |
1,286.3 |
|
R1 |
1,291.8 |
1,291.8 |
1,284.8 |
1,288.2 |
PP |
1,284.6 |
1,284.6 |
1,284.6 |
1,282.8 |
S1 |
1,276.1 |
1,276.1 |
1,282.0 |
1,272.5 |
S2 |
1,268.9 |
1,268.9 |
1,280.5 |
|
S3 |
1,253.2 |
1,260.4 |
1,279.1 |
|
S4 |
1,237.5 |
1,244.7 |
1,274.8 |
|
|
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 |
1,277.3 |
29.3 |
2.3% |
14.9 |
1.2% |
21% |
False |
True |
113,778 |
10 |
1,306.6 |
1,268.4 |
38.2 |
3.0% |
16.2 |
1.3% |
39% |
False |
False |
117,294 |
20 |
1,331.4 |
1,268.4 |
63.0 |
4.9% |
16.7 |
1.3% |
24% |
False |
False |
118,378 |
40 |
1,392.2 |
1,268.4 |
123.8 |
9.6% |
17.6 |
1.4% |
12% |
False |
False |
86,715 |
60 |
1,392.2 |
1,252.9 |
139.3 |
10.9% |
17.1 |
1.3% |
22% |
False |
False |
59,806 |
80 |
1,392.2 |
1,219.8 |
172.4 |
13.4% |
16.9 |
1.3% |
37% |
False |
False |
45,860 |
100 |
1,392.2 |
1,186.7 |
205.5 |
16.0% |
17.6 |
1.4% |
47% |
False |
False |
36,896 |
120 |
1,392.2 |
1,186.7 |
205.5 |
16.0% |
17.6 |
1.4% |
47% |
False |
False |
30,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,359.7 |
2.618 |
1,334.1 |
1.618 |
1,318.4 |
1.000 |
1,308.7 |
0.618 |
1,302.7 |
HIGH |
1,293.0 |
0.618 |
1,287.0 |
0.500 |
1,285.2 |
0.382 |
1,283.3 |
LOW |
1,277.3 |
0.618 |
1,267.6 |
1.000 |
1,261.6 |
1.618 |
1,251.9 |
2.618 |
1,236.2 |
4.250 |
1,210.6 |
|
|
Fisher Pivots for day following 01-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,285.2 |
1,289.7 |
PP |
1,284.6 |
1,287.6 |
S1 |
1,284.0 |
1,285.5 |
|