Trading Metrics calculated at close of trading on 05-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2014 |
05-May-2014 |
Change |
Change % |
Previous Week |
Open |
16,492 |
16,449 |
-43 |
-0.3% |
16,330 |
High |
16,550 |
16,483 |
-67 |
-0.4% |
16,550 |
Low |
16,418 |
16,307 |
-111 |
-0.7% |
16,242 |
Close |
16,447 |
16,444 |
-3 |
0.0% |
16,447 |
Range |
132 |
176 |
44 |
33.3% |
308 |
ATR |
149 |
151 |
2 |
1.3% |
0 |
Volume |
163,094 |
126,416 |
-36,678 |
-22.5% |
712,551 |
|
Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,939 |
16,868 |
16,541 |
|
R3 |
16,763 |
16,692 |
16,493 |
|
R2 |
16,587 |
16,587 |
16,476 |
|
R1 |
16,516 |
16,516 |
16,460 |
16,464 |
PP |
16,411 |
16,411 |
16,411 |
16,385 |
S1 |
16,340 |
16,340 |
16,428 |
16,288 |
S2 |
16,235 |
16,235 |
16,412 |
|
S3 |
16,059 |
16,164 |
16,396 |
|
S4 |
15,883 |
15,988 |
16,347 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,337 |
17,200 |
16,617 |
|
R3 |
17,029 |
16,892 |
16,532 |
|
R2 |
16,721 |
16,721 |
16,504 |
|
R1 |
16,584 |
16,584 |
16,475 |
16,653 |
PP |
16,413 |
16,413 |
16,413 |
16,447 |
S1 |
16,276 |
16,276 |
16,419 |
16,345 |
S2 |
16,105 |
16,105 |
16,391 |
|
S3 |
15,797 |
15,968 |
16,362 |
|
S4 |
15,489 |
15,660 |
16,278 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,550 |
16,307 |
243 |
1.5% |
117 |
0.7% |
56% |
False |
True |
125,962 |
10 |
16,550 |
16,242 |
308 |
1.9% |
131 |
0.8% |
66% |
False |
False |
136,258 |
20 |
16,550 |
15,881 |
669 |
4.1% |
157 |
1.0% |
84% |
False |
False |
156,828 |
40 |
16,574 |
15,881 |
693 |
4.2% |
164 |
1.0% |
81% |
False |
False |
147,545 |
60 |
16,574 |
15,430 |
1,144 |
7.0% |
158 |
1.0% |
89% |
False |
False |
98,536 |
80 |
16,574 |
15,216 |
1,358 |
8.3% |
160 |
1.0% |
90% |
False |
False |
73,911 |
100 |
16,574 |
15,216 |
1,358 |
8.3% |
141 |
0.9% |
90% |
False |
False |
59,132 |
120 |
16,574 |
15,216 |
1,358 |
8.3% |
119 |
0.7% |
90% |
False |
False |
49,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,231 |
2.618 |
16,944 |
1.618 |
16,768 |
1.000 |
16,659 |
0.618 |
16,592 |
HIGH |
16,483 |
0.618 |
16,416 |
0.500 |
16,395 |
0.382 |
16,374 |
LOW |
16,307 |
0.618 |
16,198 |
1.000 |
16,131 |
1.618 |
16,022 |
2.618 |
15,846 |
4.250 |
15,559 |
|
|
Fisher Pivots for day following 05-May-2014 |
Pivot |
1 day |
3 day |
R1 |
16,428 |
16,439 |
PP |
16,411 |
16,434 |
S1 |
16,395 |
16,429 |
|