Trading Metrics calculated at close of trading on 28-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
1,293.8 |
1,305.4 |
11.6 |
0.9% |
1,290.0 |
High |
1,304.6 |
1,305.4 |
0.8 |
0.1% |
1,304.6 |
Low |
1,293.8 |
1,293.0 |
-0.8 |
-0.1% |
1,272.4 |
Close |
1,300.7 |
1,298.9 |
-1.8 |
-0.1% |
1,300.7 |
Range |
10.8 |
12.4 |
1.6 |
14.8% |
32.2 |
ATR |
16.1 |
15.8 |
-0.3 |
-1.6% |
0.0 |
Volume |
274 |
59 |
-215 |
-78.5% |
1,172 |
|
Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,336.3 |
1,330.0 |
1,305.7 |
|
R3 |
1,323.9 |
1,317.6 |
1,302.3 |
|
R2 |
1,311.5 |
1,311.5 |
1,301.2 |
|
R1 |
1,305.2 |
1,305.2 |
1,300.0 |
1,302.2 |
PP |
1,299.1 |
1,299.1 |
1,299.1 |
1,297.6 |
S1 |
1,292.8 |
1,292.8 |
1,297.8 |
1,289.8 |
S2 |
1,286.7 |
1,286.7 |
1,296.6 |
|
S3 |
1,274.3 |
1,280.4 |
1,295.5 |
|
S4 |
1,261.9 |
1,268.0 |
1,292.1 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,389.2 |
1,377.1 |
1,318.4 |
|
R3 |
1,357.0 |
1,344.9 |
1,309.6 |
|
R2 |
1,324.8 |
1,324.8 |
1,306.6 |
|
R1 |
1,312.7 |
1,312.7 |
1,303.7 |
1,318.8 |
PP |
1,292.6 |
1,292.6 |
1,292.6 |
1,295.6 |
S1 |
1,280.5 |
1,280.5 |
1,297.7 |
1,286.6 |
S2 |
1,260.4 |
1,260.4 |
1,294.8 |
|
S3 |
1,228.2 |
1,248.3 |
1,291.8 |
|
S4 |
1,196.0 |
1,216.1 |
1,283.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,305.4 |
1,272.4 |
33.0 |
2.5% |
13.9 |
1.1% |
80% |
True |
False |
226 |
10 |
1,330.0 |
1,272.4 |
57.6 |
4.4% |
14.5 |
1.1% |
46% |
False |
False |
209 |
20 |
1,330.0 |
1,272.4 |
57.6 |
4.4% |
13.8 |
1.1% |
46% |
False |
False |
548 |
40 |
1,392.6 |
1,272.4 |
120.2 |
9.3% |
16.7 |
1.3% |
22% |
False |
False |
78,644 |
60 |
1,392.6 |
1,238.2 |
154.4 |
11.9% |
16.8 |
1.3% |
39% |
False |
False |
94,378 |
80 |
1,392.6 |
1,203.7 |
188.9 |
14.5% |
17.4 |
1.3% |
50% |
False |
False |
80,222 |
100 |
1,392.6 |
1,182.3 |
210.3 |
16.2% |
18.3 |
1.4% |
55% |
False |
False |
64,916 |
120 |
1,392.6 |
1,182.3 |
210.3 |
16.2% |
18.1 |
1.4% |
55% |
False |
False |
54,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,358.1 |
2.618 |
1,337.9 |
1.618 |
1,325.5 |
1.000 |
1,317.8 |
0.618 |
1,313.1 |
HIGH |
1,305.4 |
0.618 |
1,300.7 |
0.500 |
1,299.2 |
0.382 |
1,297.7 |
LOW |
1,293.0 |
0.618 |
1,285.3 |
1.000 |
1,280.6 |
1.618 |
1,272.9 |
2.618 |
1,260.5 |
4.250 |
1,240.3 |
|
|
Fisher Pivots for day following 28-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
1,299.2 |
1,295.6 |
PP |
1,299.1 |
1,292.2 |
S1 |
1,299.0 |
1,288.9 |
|