Trading Metrics calculated at close of trading on 21-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
21-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,300.1 |
1,290.0 |
-10.1 |
-0.8% |
1,320.1 |
High |
1,303.0 |
1,299.2 |
-3.8 |
-0.3% |
1,330.0 |
Low |
1,292.5 |
1,283.8 |
-8.7 |
-0.7% |
1,291.5 |
Close |
1,293.4 |
1,288.0 |
-5.4 |
-0.4% |
1,293.4 |
Range |
10.5 |
15.4 |
4.9 |
46.7% |
38.5 |
ATR |
16.3 |
16.2 |
-0.1 |
-0.4% |
0.0 |
Volume |
124 |
100 |
-24 |
-19.4% |
867 |
|
Daily Pivots for day following 21-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,336.5 |
1,327.7 |
1,296.5 |
|
R3 |
1,321.1 |
1,312.3 |
1,292.2 |
|
R2 |
1,305.7 |
1,305.7 |
1,290.8 |
|
R1 |
1,296.9 |
1,296.9 |
1,289.4 |
1,293.6 |
PP |
1,290.3 |
1,290.3 |
1,290.3 |
1,288.7 |
S1 |
1,281.5 |
1,281.5 |
1,286.6 |
1,278.2 |
S2 |
1,274.9 |
1,274.9 |
1,285.2 |
|
S3 |
1,259.5 |
1,266.1 |
1,283.8 |
|
S4 |
1,244.1 |
1,250.7 |
1,279.5 |
|
|
Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,420.5 |
1,395.4 |
1,314.6 |
|
R3 |
1,382.0 |
1,356.9 |
1,304.0 |
|
R2 |
1,343.5 |
1,343.5 |
1,300.5 |
|
R1 |
1,318.4 |
1,318.4 |
1,296.9 |
1,311.7 |
PP |
1,305.0 |
1,305.0 |
1,305.0 |
1,301.6 |
S1 |
1,279.9 |
1,279.9 |
1,289.9 |
1,273.2 |
S2 |
1,266.5 |
1,266.5 |
1,286.3 |
|
S3 |
1,228.0 |
1,241.4 |
1,282.8 |
|
S4 |
1,189.5 |
1,202.9 |
1,272.2 |
|
|
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 |
1,283.8 |
46.2 |
3.6% |
15.1 |
1.2% |
9% |
False |
True |
193 |
10 |
1,330.0 |
1,283.8 |
46.2 |
3.6% |
13.2 |
1.0% |
9% |
False |
True |
198 |
20 |
1,335.7 |
1,277.3 |
58.4 |
4.5% |
14.7 |
1.1% |
18% |
False |
False |
37,433 |
40 |
1,392.6 |
1,277.3 |
115.3 |
9.0% |
17.0 |
1.3% |
9% |
False |
False |
95,076 |
60 |
1,392.6 |
1,237.5 |
155.1 |
12.0% |
17.5 |
1.4% |
33% |
False |
False |
102,263 |
80 |
1,392.6 |
1,182.3 |
210.3 |
16.3% |
17.6 |
1.4% |
50% |
False |
False |
80,400 |
100 |
1,392.6 |
1,182.3 |
210.3 |
16.3% |
18.8 |
1.5% |
50% |
False |
False |
65,213 |
120 |
1,392.6 |
1,182.3 |
210.3 |
16.3% |
18.3 |
1.4% |
50% |
False |
False |
54,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,364.7 |
2.618 |
1,339.5 |
1.618 |
1,324.1 |
1.000 |
1,314.6 |
0.618 |
1,308.7 |
HIGH |
1,299.2 |
0.618 |
1,293.3 |
0.500 |
1,291.5 |
0.382 |
1,289.7 |
LOW |
1,283.8 |
0.618 |
1,274.3 |
1.000 |
1,268.4 |
1.618 |
1,258.9 |
2.618 |
1,243.5 |
4.250 |
1,218.4 |
|
|
Fisher Pivots for day following 21-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,291.5 |
1,293.7 |
PP |
1,290.3 |
1,291.8 |
S1 |
1,289.2 |
1,289.9 |
|