Trading Metrics calculated at close of trading on 22-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,290.0 |
1,289.2 |
-0.8 |
-0.1% |
1,320.1 |
High |
1,299.2 |
1,291.6 |
-7.6 |
-0.6% |
1,330.0 |
Low |
1,283.8 |
1,276.0 |
-7.8 |
-0.6% |
1,291.5 |
Close |
1,288.0 |
1,280.6 |
-7.4 |
-0.6% |
1,293.4 |
Range |
15.4 |
15.6 |
0.2 |
1.3% |
38.5 |
ATR |
16.2 |
16.2 |
0.0 |
-0.3% |
0.0 |
Volume |
100 |
100 |
0 |
0.0% |
867 |
|
Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,329.5 |
1,320.7 |
1,289.2 |
|
R3 |
1,313.9 |
1,305.1 |
1,284.9 |
|
R2 |
1,298.3 |
1,298.3 |
1,283.5 |
|
R1 |
1,289.5 |
1,289.5 |
1,282.0 |
1,286.1 |
PP |
1,282.7 |
1,282.7 |
1,282.7 |
1,281.1 |
S1 |
1,273.9 |
1,273.9 |
1,279.2 |
1,270.5 |
S2 |
1,267.1 |
1,267.1 |
1,277.7 |
|
S3 |
1,251.5 |
1,258.3 |
1,276.3 |
|
S4 |
1,235.9 |
1,242.7 |
1,272.0 |
|
|
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 |
1,322.7 |
1,276.0 |
46.7 |
3.6% |
16.2 |
1.3% |
10% |
False |
True |
147 |
10 |
1,330.0 |
1,276.0 |
54.0 |
4.2% |
14.0 |
1.1% |
9% |
False |
True |
172 |
20 |
1,330.0 |
1,276.0 |
54.0 |
4.2% |
14.1 |
1.1% |
9% |
False |
True |
28,514 |
40 |
1,392.6 |
1,276.0 |
116.6 |
9.1% |
16.9 |
1.3% |
4% |
False |
True |
91,834 |
60 |
1,392.6 |
1,237.5 |
155.1 |
12.1% |
17.5 |
1.4% |
28% |
False |
False |
101,661 |
80 |
1,392.6 |
1,182.3 |
210.3 |
16.4% |
17.7 |
1.4% |
47% |
False |
False |
80,377 |
100 |
1,392.6 |
1,182.3 |
210.3 |
16.4% |
18.7 |
1.5% |
47% |
False |
False |
65,180 |
120 |
1,392.6 |
1,182.3 |
210.3 |
16.4% |
18.3 |
1.4% |
47% |
False |
False |
54,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,357.9 |
2.618 |
1,332.4 |
1.618 |
1,316.8 |
1.000 |
1,307.2 |
0.618 |
1,301.2 |
HIGH |
1,291.6 |
0.618 |
1,285.6 |
0.500 |
1,283.8 |
0.382 |
1,282.0 |
LOW |
1,276.0 |
0.618 |
1,266.4 |
1.000 |
1,260.4 |
1.618 |
1,250.8 |
2.618 |
1,235.2 |
4.250 |
1,209.7 |
|
|
Fisher Pivots for day following 22-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,283.8 |
1,289.5 |
PP |
1,282.7 |
1,286.5 |
S1 |
1,281.7 |
1,283.6 |
|