Trading Metrics calculated at close of trading on 14-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,319.0 |
1,320.1 |
1.1 |
0.1% |
1,301.4 |
High |
1,322.8 |
1,330.0 |
7.2 |
0.5% |
1,323.8 |
Low |
1,316.3 |
1,320.1 |
3.8 |
0.3% |
1,296.3 |
Close |
1,318.7 |
1,327.2 |
8.5 |
0.6% |
1,318.7 |
Range |
6.5 |
9.9 |
3.4 |
52.3% |
27.5 |
ATR |
16.3 |
15.9 |
-0.4 |
-2.2% |
0.0 |
Volume |
76 |
328 |
252 |
331.6% |
1,019 |
|
Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,355.5 |
1,351.2 |
1,332.6 |
|
R3 |
1,345.6 |
1,341.3 |
1,329.9 |
|
R2 |
1,335.7 |
1,335.7 |
1,329.0 |
|
R1 |
1,331.4 |
1,331.4 |
1,328.1 |
1,333.6 |
PP |
1,325.8 |
1,325.8 |
1,325.8 |
1,326.8 |
S1 |
1,321.5 |
1,321.5 |
1,326.3 |
1,323.7 |
S2 |
1,315.9 |
1,315.9 |
1,325.4 |
|
S3 |
1,306.0 |
1,311.6 |
1,324.5 |
|
S4 |
1,296.1 |
1,301.7 |
1,321.8 |
|
|
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 |
1,330.0 |
1,296.6 |
33.4 |
2.5% |
11.8 |
0.9% |
92% |
True |
False |
197 |
10 |
1,330.0 |
1,277.3 |
52.7 |
4.0% |
12.4 |
0.9% |
95% |
True |
False |
508 |
20 |
1,367.9 |
1,277.3 |
90.6 |
6.8% |
15.4 |
1.2% |
55% |
False |
False |
70,773 |
40 |
1,392.6 |
1,277.3 |
115.3 |
8.7% |
17.0 |
1.3% |
43% |
False |
False |
108,457 |
60 |
1,392.6 |
1,230.8 |
161.8 |
12.2% |
17.9 |
1.3% |
60% |
False |
False |
103,825 |
80 |
1,392.6 |
1,182.3 |
210.3 |
15.8% |
18.0 |
1.4% |
69% |
False |
False |
80,653 |
100 |
1,392.6 |
1,182.3 |
210.3 |
15.8% |
18.7 |
1.4% |
69% |
False |
False |
65,420 |
120 |
1,392.6 |
1,182.3 |
210.3 |
15.8% |
18.4 |
1.4% |
69% |
False |
False |
54,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,372.1 |
2.618 |
1,355.9 |
1.618 |
1,346.0 |
1.000 |
1,339.9 |
0.618 |
1,336.1 |
HIGH |
1,330.0 |
0.618 |
1,326.2 |
0.500 |
1,325.1 |
0.382 |
1,323.9 |
LOW |
1,320.1 |
0.618 |
1,314.0 |
1.000 |
1,310.2 |
1.618 |
1,304.1 |
2.618 |
1,294.2 |
4.250 |
1,278.0 |
|
|
Fisher Pivots for day following 14-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,326.5 |
1,325.0 |
PP |
1,325.8 |
1,322.8 |
S1 |
1,325.1 |
1,320.6 |
|