Trading Metrics calculated at close of trading on 15-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,320.1 |
1,322.7 |
2.6 |
0.2% |
1,301.4 |
High |
1,330.0 |
1,322.7 |
-7.3 |
-0.5% |
1,323.8 |
Low |
1,320.1 |
1,291.5 |
-28.6 |
-2.2% |
1,296.3 |
Close |
1,327.2 |
1,300.0 |
-27.2 |
-2.0% |
1,318.7 |
Range |
9.9 |
31.2 |
21.3 |
215.2% |
27.5 |
ATR |
15.9 |
17.4 |
1.4 |
8.8% |
0.0 |
Volume |
328 |
238 |
-90 |
-27.4% |
1,019 |
|
Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,398.3 |
1,380.4 |
1,317.2 |
|
R3 |
1,367.1 |
1,349.2 |
1,308.6 |
|
R2 |
1,335.9 |
1,335.9 |
1,305.7 |
|
R1 |
1,318.0 |
1,318.0 |
1,302.9 |
1,311.4 |
PP |
1,304.7 |
1,304.7 |
1,304.7 |
1,301.4 |
S1 |
1,286.8 |
1,286.8 |
1,297.1 |
1,280.2 |
S2 |
1,273.5 |
1,273.5 |
1,294.3 |
|
S3 |
1,242.3 |
1,255.6 |
1,291.4 |
|
S4 |
1,211.1 |
1,224.4 |
1,282.8 |
|
|
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 |
1,291.5 |
38.5 |
3.0% |
14.5 |
1.1% |
22% |
False |
True |
192 |
10 |
1,330.0 |
1,280.2 |
49.8 |
3.8% |
14.4 |
1.1% |
40% |
False |
False |
443 |
20 |
1,360.2 |
1,277.3 |
82.9 |
6.4% |
16.1 |
1.2% |
27% |
False |
False |
62,910 |
40 |
1,392.6 |
1,277.3 |
115.3 |
8.9% |
17.3 |
1.3% |
20% |
False |
False |
103,850 |
60 |
1,392.6 |
1,230.8 |
161.8 |
12.4% |
18.1 |
1.4% |
43% |
False |
False |
103,684 |
80 |
1,392.6 |
1,182.3 |
210.3 |
16.2% |
18.0 |
1.4% |
56% |
False |
False |
80,589 |
100 |
1,392.6 |
1,182.3 |
210.3 |
16.2% |
18.9 |
1.5% |
56% |
False |
False |
65,407 |
120 |
1,392.6 |
1,182.3 |
210.3 |
16.2% |
18.4 |
1.4% |
56% |
False |
False |
54,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,455.3 |
2.618 |
1,404.4 |
1.618 |
1,373.2 |
1.000 |
1,353.9 |
0.618 |
1,342.0 |
HIGH |
1,322.7 |
0.618 |
1,310.8 |
0.500 |
1,307.1 |
0.382 |
1,303.4 |
LOW |
1,291.5 |
0.618 |
1,272.2 |
1.000 |
1,260.3 |
1.618 |
1,241.0 |
2.618 |
1,209.8 |
4.250 |
1,158.9 |
|
|
Fisher Pivots for day following 15-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,307.1 |
1,310.8 |
PP |
1,304.7 |
1,307.2 |
S1 |
1,302.4 |
1,303.6 |
|