Trading Metrics calculated at close of trading on 16-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,322.7 |
1,302.7 |
-20.0 |
-1.5% |
1,301.4 |
High |
1,322.7 |
1,303.5 |
-19.2 |
-1.5% |
1,323.8 |
Low |
1,291.5 |
1,295.0 |
3.5 |
0.3% |
1,296.3 |
Close |
1,300.0 |
1,303.1 |
3.1 |
0.2% |
1,318.7 |
Range |
31.2 |
8.5 |
-22.7 |
-72.8% |
27.5 |
ATR |
17.4 |
16.7 |
-0.6 |
-3.6% |
0.0 |
Volume |
238 |
177 |
-61 |
-25.6% |
1,019 |
|
Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,326.0 |
1,323.1 |
1,307.8 |
|
R3 |
1,317.5 |
1,314.6 |
1,305.4 |
|
R2 |
1,309.0 |
1,309.0 |
1,304.7 |
|
R1 |
1,306.1 |
1,306.1 |
1,303.9 |
1,307.6 |
PP |
1,300.5 |
1,300.5 |
1,300.5 |
1,301.3 |
S1 |
1,297.6 |
1,297.6 |
1,302.3 |
1,299.1 |
S2 |
1,292.0 |
1,292.0 |
1,301.5 |
|
S3 |
1,283.5 |
1,289.1 |
1,300.8 |
|
S4 |
1,275.0 |
1,280.6 |
1,298.4 |
|
|
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% |
13.7 |
1.1% |
30% |
False |
False |
189 |
10 |
1,330.0 |
1,282.7 |
47.3 |
3.6% |
13.9 |
1.1% |
43% |
False |
False |
351 |
20 |
1,343.0 |
1,277.3 |
65.7 |
5.0% |
14.9 |
1.1% |
39% |
False |
False |
53,188 |
40 |
1,392.6 |
1,277.3 |
115.3 |
8.8% |
17.1 |
1.3% |
22% |
False |
False |
101,048 |
60 |
1,392.6 |
1,230.8 |
161.8 |
12.4% |
17.8 |
1.4% |
45% |
False |
False |
103,272 |
80 |
1,392.6 |
1,182.3 |
210.3 |
16.1% |
17.7 |
1.4% |
57% |
False |
False |
80,546 |
100 |
1,392.6 |
1,182.3 |
210.3 |
16.1% |
18.7 |
1.4% |
57% |
False |
False |
65,347 |
120 |
1,392.6 |
1,182.3 |
210.3 |
16.1% |
18.4 |
1.4% |
57% |
False |
False |
54,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,339.6 |
2.618 |
1,325.8 |
1.618 |
1,317.3 |
1.000 |
1,312.0 |
0.618 |
1,308.8 |
HIGH |
1,303.5 |
0.618 |
1,300.3 |
0.500 |
1,299.3 |
0.382 |
1,298.2 |
LOW |
1,295.0 |
0.618 |
1,289.7 |
1.000 |
1,286.5 |
1.618 |
1,281.2 |
2.618 |
1,272.7 |
4.250 |
1,258.9 |
|
|
Fisher Pivots for day following 16-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,301.8 |
1,310.8 |
PP |
1,300.5 |
1,308.2 |
S1 |
1,299.3 |
1,305.7 |
|