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 |
1,863.25 |
1,872.50 |
9.25 |
0.5% |
1,851.25 |
High |
1,872.25 |
1,875.00 |
2.75 |
0.1% |
1,875.00 |
Low |
1,859.50 |
1,864.25 |
4.75 |
0.3% |
1,846.00 |
Close |
1,870.50 |
1,870.25 |
-0.25 |
0.0% |
1,852.75 |
Range |
12.75 |
10.75 |
-2.00 |
-15.7% |
29.00 |
ATR |
19.01 |
18.42 |
-0.59 |
-3.1% |
0.00 |
Volume |
1,826 |
3,651 |
1,825 |
99.9% |
13,278 |
|
Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,902.00 |
1,897.00 |
1,876.25 |
|
R3 |
1,891.25 |
1,886.25 |
1,873.25 |
|
R2 |
1,880.50 |
1,880.50 |
1,872.25 |
|
R1 |
1,875.50 |
1,875.50 |
1,871.25 |
1,872.50 |
PP |
1,869.75 |
1,869.75 |
1,869.75 |
1,868.50 |
S1 |
1,864.75 |
1,864.75 |
1,869.25 |
1,862.00 |
S2 |
1,859.00 |
1,859.00 |
1,868.25 |
|
S3 |
1,848.25 |
1,854.00 |
1,867.25 |
|
S4 |
1,837.50 |
1,843.25 |
1,864.25 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,945.00 |
1,927.75 |
1,868.75 |
|
R3 |
1,916.00 |
1,898.75 |
1,860.75 |
|
R2 |
1,887.00 |
1,887.00 |
1,858.00 |
|
R1 |
1,869.75 |
1,869.75 |
1,855.50 |
1,878.50 |
PP |
1,858.00 |
1,858.00 |
1,858.00 |
1,862.25 |
S1 |
1,840.75 |
1,840.75 |
1,850.00 |
1,849.50 |
S2 |
1,829.00 |
1,829.00 |
1,847.50 |
|
S3 |
1,800.00 |
1,811.75 |
1,844.75 |
|
S4 |
1,771.00 |
1,782.75 |
1,836.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,875.00 |
1,836.75 |
38.25 |
2.0% |
16.00 |
0.9% |
88% |
True |
False |
2,899 |
10 |
1,875.00 |
1,836.75 |
38.25 |
2.0% |
15.00 |
0.8% |
88% |
True |
False |
2,729 |
20 |
1,885.25 |
1,796.50 |
88.75 |
4.7% |
20.25 |
1.1% |
83% |
False |
False |
3,248 |
40 |
1,885.25 |
1,796.50 |
88.75 |
4.7% |
19.25 |
1.0% |
83% |
False |
False |
2,188 |
60 |
1,885.25 |
1,721.25 |
164.00 |
8.8% |
18.50 |
1.0% |
91% |
False |
False |
1,555 |
80 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
18.00 |
1.0% |
91% |
False |
False |
1,218 |
100 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
15.50 |
0.8% |
91% |
False |
False |
980 |
120 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
13.25 |
0.7% |
91% |
False |
False |
822 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,920.75 |
2.618 |
1,903.25 |
1.618 |
1,892.50 |
1.000 |
1,885.75 |
0.618 |
1,881.75 |
HIGH |
1,875.00 |
0.618 |
1,871.00 |
0.500 |
1,869.50 |
0.382 |
1,868.25 |
LOW |
1,864.25 |
0.618 |
1,857.50 |
1.000 |
1,853.50 |
1.618 |
1,846.75 |
2.618 |
1,836.00 |
4.250 |
1,818.50 |
|
|
Fisher Pivots for day following 01-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,870.00 |
1,869.00 |
PP |
1,869.75 |
1,867.75 |
S1 |
1,869.50 |
1,866.50 |
|