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 |
1,292.1 |
1,284.8 |
-7.3 |
-0.6% |
1,303.9 |
High |
1,292.1 |
1,304.8 |
12.7 |
1.0% |
1,306.0 |
Low |
1,278.0 |
1,273.0 |
-5.0 |
-0.4% |
1,273.0 |
Close |
1,283.6 |
1,303.1 |
19.5 |
1.5% |
1,303.1 |
Range |
14.1 |
31.8 |
17.7 |
125.5% |
33.0 |
ATR |
16.1 |
17.2 |
1.1 |
7.0% |
0.0 |
Volume |
8,366 |
7,478 |
-888 |
-10.6% |
27,155 |
|
Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,389.0 |
1,377.9 |
1,320.6 |
|
R3 |
1,357.2 |
1,346.1 |
1,311.8 |
|
R2 |
1,325.4 |
1,325.4 |
1,308.9 |
|
R1 |
1,314.3 |
1,314.3 |
1,306.0 |
1,319.9 |
PP |
1,293.6 |
1,293.6 |
1,293.6 |
1,296.4 |
S1 |
1,282.5 |
1,282.5 |
1,300.2 |
1,288.1 |
S2 |
1,261.8 |
1,261.8 |
1,297.3 |
|
S3 |
1,230.0 |
1,250.7 |
1,294.4 |
|
S4 |
1,198.2 |
1,218.9 |
1,285.6 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,393.0 |
1,381.1 |
1,321.3 |
|
R3 |
1,360.0 |
1,348.1 |
1,312.2 |
|
R2 |
1,327.0 |
1,327.0 |
1,309.2 |
|
R1 |
1,315.1 |
1,315.1 |
1,306.1 |
1,304.6 |
PP |
1,294.0 |
1,294.0 |
1,294.0 |
1,288.8 |
S1 |
1,282.1 |
1,282.1 |
1,300.1 |
1,271.6 |
S2 |
1,261.0 |
1,261.0 |
1,297.1 |
|
S3 |
1,228.0 |
1,249.1 |
1,294.0 |
|
S4 |
1,195.0 |
1,216.1 |
1,285.0 |
|
|
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 |
1,273.0 |
33.0 |
2.5% |
17.2 |
1.3% |
91% |
False |
True |
5,431 |
10 |
1,306.0 |
1,268.5 |
37.5 |
2.9% |
17.2 |
1.3% |
92% |
False |
False |
5,857 |
20 |
1,331.0 |
1,268.5 |
62.5 |
4.8% |
16.4 |
1.3% |
55% |
False |
False |
4,488 |
40 |
1,392.0 |
1,268.5 |
123.5 |
9.5% |
16.3 |
1.2% |
28% |
False |
False |
3,715 |
60 |
1,392.0 |
1,254.7 |
137.3 |
10.5% |
15.4 |
1.2% |
35% |
False |
False |
2,965 |
80 |
1,392.0 |
1,221.9 |
170.1 |
13.1% |
14.5 |
1.1% |
48% |
False |
False |
2,614 |
100 |
1,392.0 |
1,187.2 |
204.8 |
15.7% |
14.2 |
1.1% |
57% |
False |
False |
2,158 |
120 |
1,392.0 |
1,187.2 |
204.8 |
15.7% |
13.6 |
1.0% |
57% |
False |
False |
1,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,440.0 |
2.618 |
1,388.1 |
1.618 |
1,356.3 |
1.000 |
1,336.6 |
0.618 |
1,324.5 |
HIGH |
1,304.8 |
0.618 |
1,292.7 |
0.500 |
1,288.9 |
0.382 |
1,285.1 |
LOW |
1,273.0 |
0.618 |
1,253.3 |
1.000 |
1,241.2 |
1.618 |
1,221.5 |
2.618 |
1,189.7 |
4.250 |
1,137.9 |
|
|
Fisher Pivots for day following 02-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,298.4 |
1,298.4 |
PP |
1,293.6 |
1,293.6 |
S1 |
1,288.9 |
1,288.9 |
|