Trading Metrics calculated at close of trading on 11-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,311.8 |
1,319.0 |
7.2 |
0.5% |
1,301.4 |
High |
1,323.8 |
1,322.8 |
-1.0 |
-0.1% |
1,323.8 |
Low |
1,311.2 |
1,316.3 |
5.1 |
0.4% |
1,296.3 |
Close |
1,320.1 |
1,318.7 |
-1.4 |
-0.1% |
1,318.7 |
Range |
12.6 |
6.5 |
-6.1 |
-48.4% |
27.5 |
ATR |
17.1 |
16.3 |
-0.8 |
-4.4% |
0.0 |
Volume |
127 |
76 |
-51 |
-40.2% |
1,019 |
|
Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,338.8 |
1,335.2 |
1,322.3 |
|
R3 |
1,332.3 |
1,328.7 |
1,320.5 |
|
R2 |
1,325.8 |
1,325.8 |
1,319.9 |
|
R1 |
1,322.2 |
1,322.2 |
1,319.3 |
1,320.8 |
PP |
1,319.3 |
1,319.3 |
1,319.3 |
1,318.5 |
S1 |
1,315.7 |
1,315.7 |
1,318.1 |
1,314.3 |
S2 |
1,312.8 |
1,312.8 |
1,317.5 |
|
S3 |
1,306.3 |
1,309.2 |
1,316.9 |
|
S4 |
1,299.8 |
1,302.7 |
1,315.1 |
|
|
Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,395.4 |
1,384.6 |
1,333.8 |
|
R3 |
1,367.9 |
1,357.1 |
1,326.3 |
|
R2 |
1,340.4 |
1,340.4 |
1,323.7 |
|
R1 |
1,329.6 |
1,329.6 |
1,321.2 |
1,335.0 |
PP |
1,312.9 |
1,312.9 |
1,312.9 |
1,315.7 |
S1 |
1,302.1 |
1,302.1 |
1,316.2 |
1,307.5 |
S2 |
1,285.4 |
1,285.4 |
1,313.7 |
|
S3 |
1,257.9 |
1,274.6 |
1,311.1 |
|
S4 |
1,230.4 |
1,247.1 |
1,303.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,323.8 |
1,296.3 |
27.5 |
2.1% |
11.4 |
0.9% |
81% |
False |
False |
203 |
10 |
1,323.8 |
1,277.3 |
46.5 |
3.5% |
13.0 |
1.0% |
89% |
False |
False |
887 |
20 |
1,392.6 |
1,277.3 |
115.3 |
8.7% |
16.4 |
1.2% |
36% |
False |
False |
78,475 |
40 |
1,392.6 |
1,277.3 |
115.3 |
8.7% |
17.3 |
1.3% |
36% |
False |
False |
112,215 |
60 |
1,392.6 |
1,230.8 |
161.8 |
12.3% |
17.9 |
1.4% |
54% |
False |
False |
104,157 |
80 |
1,392.6 |
1,182.3 |
210.3 |
15.9% |
18.1 |
1.4% |
65% |
False |
False |
80,688 |
100 |
1,392.6 |
1,182.3 |
210.3 |
15.9% |
18.8 |
1.4% |
65% |
False |
False |
65,430 |
120 |
1,392.6 |
1,182.3 |
210.3 |
15.9% |
18.4 |
1.4% |
65% |
False |
False |
54,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,350.4 |
2.618 |
1,339.8 |
1.618 |
1,333.3 |
1.000 |
1,329.3 |
0.618 |
1,326.8 |
HIGH |
1,322.8 |
0.618 |
1,320.3 |
0.500 |
1,319.6 |
0.382 |
1,318.8 |
LOW |
1,316.3 |
0.618 |
1,312.3 |
1.000 |
1,309.8 |
1.618 |
1,305.8 |
2.618 |
1,299.3 |
4.250 |
1,288.7 |
|
|
Fisher Pivots for day following 11-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,319.6 |
1,316.6 |
PP |
1,319.3 |
1,314.5 |
S1 |
1,319.0 |
1,312.5 |
|