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 |
1,291.9 |
1,284.7 |
-7.2 |
-0.6% |
1,303.2 |
High |
1,293.0 |
1,304.9 |
11.9 |
0.9% |
1,306.6 |
Low |
1,277.3 |
1,272.0 |
-5.3 |
-0.4% |
1,272.0 |
Close |
1,283.4 |
1,302.9 |
19.5 |
1.5% |
1,302.9 |
Range |
15.7 |
32.9 |
17.2 |
109.6% |
34.6 |
ATR |
17.3 |
18.4 |
1.1 |
6.4% |
0.0 |
Volume |
115,436 |
171,945 |
56,509 |
49.0% |
632,878 |
|
Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,392.0 |
1,380.3 |
1,321.0 |
|
R3 |
1,359.1 |
1,347.4 |
1,311.9 |
|
R2 |
1,326.2 |
1,326.2 |
1,308.9 |
|
R1 |
1,314.5 |
1,314.5 |
1,305.9 |
1,320.4 |
PP |
1,293.3 |
1,293.3 |
1,293.3 |
1,296.2 |
S1 |
1,281.6 |
1,281.6 |
1,299.9 |
1,287.5 |
S2 |
1,260.4 |
1,260.4 |
1,296.9 |
|
S3 |
1,227.5 |
1,248.7 |
1,293.9 |
|
S4 |
1,194.6 |
1,215.8 |
1,284.8 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,397.6 |
1,384.9 |
1,321.9 |
|
R3 |
1,363.0 |
1,350.3 |
1,312.4 |
|
R2 |
1,328.4 |
1,328.4 |
1,309.2 |
|
R1 |
1,315.7 |
1,315.7 |
1,306.1 |
1,304.8 |
PP |
1,293.8 |
1,293.8 |
1,293.8 |
1,288.4 |
S1 |
1,281.1 |
1,281.1 |
1,299.7 |
1,270.2 |
S2 |
1,259.2 |
1,259.2 |
1,296.6 |
|
S3 |
1,224.6 |
1,246.5 |
1,293.4 |
|
S4 |
1,190.0 |
1,211.9 |
1,283.9 |
|
|
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 |
1,272.0 |
34.6 |
2.7% |
18.5 |
1.4% |
89% |
False |
True |
126,575 |
10 |
1,306.6 |
1,268.4 |
38.2 |
2.9% |
18.4 |
1.4% |
90% |
False |
False |
124,918 |
20 |
1,331.4 |
1,268.4 |
63.0 |
4.8% |
17.7 |
1.4% |
55% |
False |
False |
122,041 |
40 |
1,392.2 |
1,268.4 |
123.8 |
9.5% |
17.9 |
1.4% |
28% |
False |
False |
90,841 |
60 |
1,392.2 |
1,254.0 |
138.2 |
10.6% |
17.3 |
1.3% |
35% |
False |
False |
62,630 |
80 |
1,392.2 |
1,219.8 |
172.4 |
13.2% |
17.1 |
1.3% |
48% |
False |
False |
47,986 |
100 |
1,392.2 |
1,186.7 |
205.5 |
15.8% |
17.6 |
1.4% |
57% |
False |
False |
38,610 |
120 |
1,392.2 |
1,186.7 |
205.5 |
15.8% |
17.7 |
1.4% |
57% |
False |
False |
32,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,444.7 |
2.618 |
1,391.0 |
1.618 |
1,358.1 |
1.000 |
1,337.8 |
0.618 |
1,325.2 |
HIGH |
1,304.9 |
0.618 |
1,292.3 |
0.500 |
1,288.5 |
0.382 |
1,284.6 |
LOW |
1,272.0 |
0.618 |
1,251.7 |
1.000 |
1,239.1 |
1.618 |
1,218.8 |
2.618 |
1,185.9 |
4.250 |
1,132.2 |
|
|
Fisher Pivots for day following 02-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,298.1 |
1,298.1 |
PP |
1,293.3 |
1,293.3 |
S1 |
1,288.5 |
1,288.5 |
|