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 |
1,872.50 |
1,870.75 |
-1.75 |
-0.1% |
1,854.00 |
High |
1,875.00 |
1,879.00 |
4.00 |
0.2% |
1,879.00 |
Low |
1,864.25 |
1,865.00 |
0.75 |
0.0% |
1,836.75 |
Close |
1,870.25 |
1,867.00 |
-3.25 |
-0.2% |
1,867.00 |
Range |
10.75 |
14.00 |
3.25 |
30.2% |
42.25 |
ATR |
18.42 |
18.10 |
-0.32 |
-1.7% |
0.00 |
Volume |
3,651 |
1,955 |
-1,696 |
-46.5% |
13,455 |
|
Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,912.25 |
1,903.75 |
1,874.75 |
|
R3 |
1,898.25 |
1,889.75 |
1,870.75 |
|
R2 |
1,884.25 |
1,884.25 |
1,869.50 |
|
R1 |
1,875.75 |
1,875.75 |
1,868.25 |
1,873.00 |
PP |
1,870.25 |
1,870.25 |
1,870.25 |
1,869.00 |
S1 |
1,861.75 |
1,861.75 |
1,865.75 |
1,859.00 |
S2 |
1,856.25 |
1,856.25 |
1,864.50 |
|
S3 |
1,842.25 |
1,847.75 |
1,863.25 |
|
S4 |
1,828.25 |
1,833.75 |
1,859.25 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,987.75 |
1,969.50 |
1,890.25 |
|
R3 |
1,945.50 |
1,927.25 |
1,878.50 |
|
R2 |
1,903.25 |
1,903.25 |
1,874.75 |
|
R1 |
1,885.00 |
1,885.00 |
1,870.75 |
1,894.00 |
PP |
1,861.00 |
1,861.00 |
1,861.00 |
1,865.50 |
S1 |
1,842.75 |
1,842.75 |
1,863.25 |
1,852.00 |
S2 |
1,818.75 |
1,818.75 |
1,859.25 |
|
S3 |
1,776.50 |
1,800.50 |
1,855.50 |
|
S4 |
1,734.25 |
1,758.25 |
1,843.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,879.00 |
1,836.75 |
42.25 |
2.3% |
14.75 |
0.8% |
72% |
True |
False |
2,691 |
10 |
1,879.00 |
1,836.75 |
42.25 |
2.3% |
15.00 |
0.8% |
72% |
True |
False |
2,673 |
20 |
1,885.25 |
1,796.50 |
88.75 |
4.8% |
20.50 |
1.1% |
79% |
False |
False |
3,185 |
40 |
1,885.25 |
1,796.50 |
88.75 |
4.8% |
19.50 |
1.0% |
79% |
False |
False |
2,236 |
60 |
1,885.25 |
1,732.50 |
152.75 |
8.2% |
18.50 |
1.0% |
88% |
False |
False |
1,587 |
80 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
18.00 |
1.0% |
89% |
False |
False |
1,238 |
100 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
15.75 |
0.8% |
89% |
False |
False |
1,000 |
120 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
13.25 |
0.7% |
89% |
False |
False |
838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,938.50 |
2.618 |
1,915.75 |
1.618 |
1,901.75 |
1.000 |
1,893.00 |
0.618 |
1,887.75 |
HIGH |
1,879.00 |
0.618 |
1,873.75 |
0.500 |
1,872.00 |
0.382 |
1,870.25 |
LOW |
1,865.00 |
0.618 |
1,856.25 |
1.000 |
1,851.00 |
1.618 |
1,842.25 |
2.618 |
1,828.25 |
4.250 |
1,805.50 |
|
|
Fisher Pivots for day following 02-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,872.00 |
1,869.25 |
PP |
1,870.25 |
1,868.50 |
S1 |
1,868.75 |
1,867.75 |
|