Trading Metrics calculated at close of trading on 22-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
3,081.0 |
3,112.0 |
31.0 |
1.0% |
3,036.0 |
High |
3,117.0 |
3,144.0 |
27.0 |
0.9% |
3,117.0 |
Low |
3,063.0 |
3,098.0 |
35.0 |
1.1% |
3,010.0 |
Close |
3,097.0 |
3,142.0 |
45.0 |
1.5% |
3,097.0 |
Range |
54.0 |
46.0 |
-8.0 |
-14.8% |
107.0 |
ATR |
50.6 |
50.3 |
-0.3 |
-0.5% |
0.0 |
Volume |
722,221 |
657,908 |
-64,313 |
-8.9% |
3,897,600 |
|
Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,266.0 |
3,250.0 |
3,167.3 |
|
R3 |
3,220.0 |
3,204.0 |
3,154.7 |
|
R2 |
3,174.0 |
3,174.0 |
3,150.4 |
|
R1 |
3,158.0 |
3,158.0 |
3,146.2 |
3,166.0 |
PP |
3,128.0 |
3,128.0 |
3,128.0 |
3,132.0 |
S1 |
3,112.0 |
3,112.0 |
3,137.8 |
3,120.0 |
S2 |
3,082.0 |
3,082.0 |
3,133.6 |
|
S3 |
3,036.0 |
3,066.0 |
3,129.4 |
|
S4 |
2,990.0 |
3,020.0 |
3,116.7 |
|
|
Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,395.7 |
3,353.3 |
3,155.9 |
|
R3 |
3,288.7 |
3,246.3 |
3,126.4 |
|
R2 |
3,181.7 |
3,181.7 |
3,116.6 |
|
R1 |
3,139.3 |
3,139.3 |
3,106.8 |
3,160.5 |
PP |
3,074.7 |
3,074.7 |
3,074.7 |
3,085.3 |
S1 |
3,032.3 |
3,032.3 |
3,087.2 |
3,053.5 |
S2 |
2,967.7 |
2,967.7 |
3,077.4 |
|
S3 |
2,860.7 |
2,925.3 |
3,067.6 |
|
S4 |
2,753.7 |
2,818.3 |
3,038.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,144.0 |
3,010.0 |
134.0 |
4.3% |
52.4 |
1.7% |
99% |
True |
False |
911,101 |
10 |
3,148.0 |
3,010.0 |
138.0 |
4.4% |
50.9 |
1.6% |
96% |
False |
False |
991,997 |
20 |
3,175.0 |
2,978.0 |
197.0 |
6.3% |
43.0 |
1.4% |
83% |
False |
False |
929,388 |
40 |
3,175.0 |
2,902.0 |
273.0 |
8.7% |
44.3 |
1.4% |
88% |
False |
False |
622,056 |
60 |
3,175.0 |
2,868.0 |
307.0 |
9.8% |
45.4 |
1.4% |
89% |
False |
False |
415,305 |
80 |
3,175.0 |
2,868.0 |
307.0 |
9.8% |
42.1 |
1.3% |
89% |
False |
False |
311,654 |
100 |
3,175.0 |
2,847.0 |
328.0 |
10.4% |
38.2 |
1.2% |
90% |
False |
False |
249,423 |
120 |
3,175.0 |
2,847.0 |
328.0 |
10.4% |
33.7 |
1.1% |
90% |
False |
False |
207,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,339.5 |
2.618 |
3,264.4 |
1.618 |
3,218.4 |
1.000 |
3,190.0 |
0.618 |
3,172.4 |
HIGH |
3,144.0 |
0.618 |
3,126.4 |
0.500 |
3,121.0 |
0.382 |
3,115.6 |
LOW |
3,098.0 |
0.618 |
3,069.6 |
1.000 |
3,052.0 |
1.618 |
3,023.6 |
2.618 |
2,977.6 |
4.250 |
2,902.5 |
|
|
Fisher Pivots for day following 22-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
3,135.0 |
3,127.7 |
PP |
3,128.0 |
3,113.3 |
S1 |
3,121.0 |
3,099.0 |
|