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 |
1,296.5 |
1,295.5 |
-1.0 |
-0.1% |
1,295.0 |
High |
1,301.8 |
1,297.5 |
-4.3 |
-0.3% |
1,305.0 |
Low |
1,287.6 |
1,285.1 |
-2.5 |
-0.2% |
1,268.5 |
Close |
1,296.5 |
1,296.0 |
-0.5 |
0.0% |
1,300.9 |
Range |
14.2 |
12.4 |
-1.8 |
-12.7% |
36.5 |
ATR |
16.2 |
15.9 |
-0.3 |
-1.7% |
0.0 |
Volume |
5,100 |
2,837 |
-2,263 |
-44.4% |
31,423 |
|
Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,330.1 |
1,325.4 |
1,302.8 |
|
R3 |
1,317.7 |
1,313.0 |
1,299.4 |
|
R2 |
1,305.3 |
1,305.3 |
1,298.3 |
|
R1 |
1,300.6 |
1,300.6 |
1,297.1 |
1,303.0 |
PP |
1,292.9 |
1,292.9 |
1,292.9 |
1,294.0 |
S1 |
1,288.2 |
1,288.2 |
1,294.9 |
1,290.6 |
S2 |
1,280.5 |
1,280.5 |
1,293.7 |
|
S3 |
1,268.1 |
1,275.8 |
1,292.6 |
|
S4 |
1,255.7 |
1,263.4 |
1,289.2 |
|
|
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% |
16.7 |
1.3% |
73% |
False |
False |
5,433 |
10 |
1,306.7 |
1,268.5 |
38.2 |
2.9% |
14.9 |
1.1% |
72% |
False |
False |
4,787 |
20 |
1,331.0 |
1,268.5 |
62.5 |
4.8% |
15.3 |
1.2% |
44% |
False |
False |
3,930 |
40 |
1,392.0 |
1,268.5 |
123.5 |
9.5% |
15.8 |
1.2% |
22% |
False |
False |
3,369 |
60 |
1,392.0 |
1,249.5 |
142.5 |
11.0% |
15.1 |
1.2% |
33% |
False |
False |
2,742 |
80 |
1,392.0 |
1,221.9 |
170.1 |
13.1% |
14.4 |
1.1% |
44% |
False |
False |
2,438 |
100 |
1,392.0 |
1,187.2 |
204.8 |
15.8% |
14.1 |
1.1% |
53% |
False |
False |
2,010 |
120 |
1,392.0 |
1,187.2 |
204.8 |
15.8% |
13.3 |
1.0% |
53% |
False |
False |
1,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,350.2 |
2.618 |
1,330.0 |
1.618 |
1,317.6 |
1.000 |
1,309.9 |
0.618 |
1,305.2 |
HIGH |
1,297.5 |
0.618 |
1,292.8 |
0.500 |
1,291.3 |
0.382 |
1,289.8 |
LOW |
1,285.1 |
0.618 |
1,277.4 |
1.000 |
1,272.7 |
1.618 |
1,265.0 |
2.618 |
1,252.6 |
4.250 |
1,232.4 |
|
|
Fisher Pivots for day following 30-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,294.4 |
1,295.9 |
PP |
1,292.9 |
1,295.7 |
S1 |
1,291.3 |
1,295.6 |
|