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 |
1,295.1 |
1,292.4 |
-2.7 |
-0.2% |
1,292.9 |
High |
1,297.7 |
1,292.4 |
-5.3 |
-0.4% |
1,305.1 |
Low |
1,285.6 |
1,278.0 |
-7.6 |
-0.6% |
1,270.0 |
Close |
1,296.2 |
1,283.8 |
-12.4 |
-1.0% |
1,301.2 |
Range |
12.1 |
14.4 |
2.3 |
19.0% |
35.1 |
ATR |
15.5 |
15.7 |
0.2 |
1.2% |
0.0 |
Volume |
577 |
2,167 |
1,590 |
275.6% |
5,510 |
|
Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,327.9 |
1,320.3 |
1,291.7 |
|
R3 |
1,313.5 |
1,305.9 |
1,287.8 |
|
R2 |
1,299.1 |
1,299.1 |
1,286.4 |
|
R1 |
1,291.5 |
1,291.5 |
1,285.1 |
1,288.1 |
PP |
1,284.7 |
1,284.7 |
1,284.7 |
1,283.1 |
S1 |
1,277.1 |
1,277.1 |
1,282.5 |
1,273.7 |
S2 |
1,270.3 |
1,270.3 |
1,281.2 |
|
S3 |
1,255.9 |
1,262.7 |
1,279.8 |
|
S4 |
1,241.5 |
1,248.3 |
1,275.9 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,397.4 |
1,384.4 |
1,320.5 |
|
R3 |
1,362.3 |
1,349.3 |
1,310.9 |
|
R2 |
1,327.2 |
1,327.2 |
1,307.6 |
|
R1 |
1,314.2 |
1,314.2 |
1,304.4 |
1,320.7 |
PP |
1,292.1 |
1,292.1 |
1,292.1 |
1,295.4 |
S1 |
1,279.1 |
1,279.1 |
1,298.0 |
1,285.6 |
S2 |
1,257.0 |
1,257.0 |
1,294.8 |
|
S3 |
1,221.9 |
1,244.0 |
1,291.5 |
|
S4 |
1,186.8 |
1,208.9 |
1,281.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,306.4 |
1,278.0 |
28.4 |
2.2% |
13.4 |
1.0% |
20% |
False |
True |
1,426 |
10 |
1,306.4 |
1,270.0 |
36.4 |
2.8% |
14.5 |
1.1% |
38% |
False |
False |
1,271 |
20 |
1,331.5 |
1,270.0 |
61.5 |
4.8% |
14.7 |
1.1% |
22% |
False |
False |
1,512 |
40 |
1,390.8 |
1,270.0 |
120.8 |
9.4% |
15.4 |
1.2% |
11% |
False |
False |
1,512 |
60 |
1,390.8 |
1,255.0 |
135.8 |
10.6% |
15.0 |
1.2% |
21% |
False |
False |
1,390 |
80 |
1,390.8 |
1,222.4 |
168.4 |
13.1% |
14.8 |
1.2% |
36% |
False |
False |
1,228 |
100 |
1,390.8 |
1,185.0 |
205.8 |
16.0% |
15.3 |
1.2% |
48% |
False |
False |
1,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,353.6 |
2.618 |
1,330.1 |
1.618 |
1,315.7 |
1.000 |
1,306.8 |
0.618 |
1,301.3 |
HIGH |
1,292.4 |
0.618 |
1,286.9 |
0.500 |
1,285.2 |
0.382 |
1,283.5 |
LOW |
1,278.0 |
0.618 |
1,269.1 |
1.000 |
1,263.6 |
1.618 |
1,254.7 |
2.618 |
1,240.3 |
4.250 |
1,216.8 |
|
|
Fisher Pivots for day following 01-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1,285.2 |
1,289.5 |
PP |
1,284.7 |
1,287.6 |
S1 |
1,284.3 |
1,285.7 |
|