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 |
1,303.9 |
1,296.5 |
-7.4 |
-0.6% |
1,295.0 |
High |
1,306.0 |
1,301.8 |
-4.2 |
-0.3% |
1,305.0 |
Low |
1,292.6 |
1,287.6 |
-5.0 |
-0.4% |
1,268.5 |
Close |
1,299.1 |
1,296.5 |
-2.6 |
-0.2% |
1,300.9 |
Range |
13.4 |
14.2 |
0.8 |
6.0% |
36.5 |
ATR |
16.4 |
16.2 |
-0.2 |
-0.9% |
0.0 |
Volume |
3,374 |
5,100 |
1,726 |
51.2% |
31,423 |
|
Daily Pivots for day following 29-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,337.9 |
1,331.4 |
1,304.3 |
|
R3 |
1,323.7 |
1,317.2 |
1,300.4 |
|
R2 |
1,309.5 |
1,309.5 |
1,299.1 |
|
R1 |
1,303.0 |
1,303.0 |
1,297.8 |
1,303.6 |
PP |
1,295.3 |
1,295.3 |
1,295.3 |
1,295.6 |
S1 |
1,288.8 |
1,288.8 |
1,295.2 |
1,289.4 |
S2 |
1,281.1 |
1,281.1 |
1,293.9 |
|
S3 |
1,266.9 |
1,274.6 |
1,292.6 |
|
S4 |
1,252.7 |
1,260.4 |
1,288.7 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,401.0 |
1,387.4 |
1,321.0 |
|
R3 |
1,364.5 |
1,350.9 |
1,310.9 |
|
R2 |
1,328.0 |
1,328.0 |
1,307.6 |
|
R1 |
1,314.4 |
1,314.4 |
1,304.2 |
1,321.2 |
PP |
1,291.5 |
1,291.5 |
1,291.5 |
1,294.9 |
S1 |
1,277.9 |
1,277.9 |
1,297.6 |
1,284.7 |
S2 |
1,255.0 |
1,255.0 |
1,294.2 |
|
S3 |
1,218.5 |
1,241.4 |
1,290.9 |
|
S4 |
1,182.0 |
1,204.9 |
1,280.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,306.0 |
1,268.5 |
37.5 |
2.9% |
15.8 |
1.2% |
75% |
False |
False |
6,097 |
10 |
1,327.3 |
1,268.5 |
58.8 |
4.5% |
17.6 |
1.4% |
48% |
False |
False |
4,653 |
20 |
1,331.0 |
1,268.5 |
62.5 |
4.8% |
15.3 |
1.2% |
45% |
False |
False |
3,874 |
40 |
1,392.0 |
1,268.5 |
123.5 |
9.5% |
16.0 |
1.2% |
23% |
False |
False |
3,324 |
60 |
1,392.0 |
1,242.0 |
150.0 |
11.6% |
15.3 |
1.2% |
36% |
False |
False |
2,705 |
80 |
1,392.0 |
1,221.9 |
170.1 |
13.1% |
14.4 |
1.1% |
44% |
False |
False |
2,406 |
100 |
1,392.0 |
1,187.2 |
204.8 |
15.8% |
14.4 |
1.1% |
53% |
False |
False |
1,987 |
120 |
1,392.0 |
1,187.2 |
204.8 |
15.8% |
13.3 |
1.0% |
53% |
False |
False |
1,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,362.2 |
2.618 |
1,339.0 |
1.618 |
1,324.8 |
1.000 |
1,316.0 |
0.618 |
1,310.6 |
HIGH |
1,301.8 |
0.618 |
1,296.4 |
0.500 |
1,294.7 |
0.382 |
1,293.0 |
LOW |
1,287.6 |
0.618 |
1,278.8 |
1.000 |
1,273.4 |
1.618 |
1,264.6 |
2.618 |
1,250.4 |
4.250 |
1,227.3 |
|
|
Fisher Pivots for day following 29-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,295.9 |
1,296.8 |
PP |
1,295.3 |
1,296.7 |
S1 |
1,294.7 |
1,296.6 |
|