Trading Metrics calculated at close of trading on 23-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2014 |
23-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
3,112.0 |
3,142.0 |
30.0 |
1.0% |
3,036.0 |
High |
3,144.0 |
3,144.0 |
0.0 |
0.0% |
3,117.0 |
Low |
3,098.0 |
3,117.0 |
19.0 |
0.6% |
3,010.0 |
Close |
3,142.0 |
3,121.0 |
-21.0 |
-0.7% |
3,097.0 |
Range |
46.0 |
27.0 |
-19.0 |
-41.3% |
107.0 |
ATR |
50.3 |
48.7 |
-1.7 |
-3.3% |
0.0 |
Volume |
657,908 |
1,018,219 |
360,311 |
54.8% |
3,897,600 |
|
Daily Pivots for day following 23-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,208.3 |
3,191.7 |
3,135.9 |
|
R3 |
3,181.3 |
3,164.7 |
3,128.4 |
|
R2 |
3,154.3 |
3,154.3 |
3,126.0 |
|
R1 |
3,137.7 |
3,137.7 |
3,123.5 |
3,132.5 |
PP |
3,127.3 |
3,127.3 |
3,127.3 |
3,124.8 |
S1 |
3,110.7 |
3,110.7 |
3,118.5 |
3,105.5 |
S2 |
3,100.3 |
3,100.3 |
3,116.1 |
|
S3 |
3,073.3 |
3,083.7 |
3,113.6 |
|
S4 |
3,046.3 |
3,056.7 |
3,106.2 |
|
|
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% |
47.4 |
1.5% |
83% |
True |
False |
863,973 |
10 |
3,144.0 |
3,010.0 |
134.0 |
4.3% |
49.1 |
1.6% |
83% |
True |
False |
984,736 |
20 |
3,175.0 |
2,978.0 |
197.0 |
6.3% |
42.1 |
1.3% |
73% |
False |
False |
931,372 |
40 |
3,175.0 |
2,902.0 |
273.0 |
8.7% |
44.4 |
1.4% |
80% |
False |
False |
647,509 |
60 |
3,175.0 |
2,868.0 |
307.0 |
9.8% |
44.0 |
1.4% |
82% |
False |
False |
432,269 |
80 |
3,175.0 |
2,868.0 |
307.0 |
9.8% |
42.1 |
1.4% |
82% |
False |
False |
324,378 |
100 |
3,175.0 |
2,847.0 |
328.0 |
10.5% |
38.4 |
1.2% |
84% |
False |
False |
259,605 |
120 |
3,175.0 |
2,847.0 |
328.0 |
10.5% |
33.9 |
1.1% |
84% |
False |
False |
216,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,258.8 |
2.618 |
3,214.7 |
1.618 |
3,187.7 |
1.000 |
3,171.0 |
0.618 |
3,160.7 |
HIGH |
3,144.0 |
0.618 |
3,133.7 |
0.500 |
3,130.5 |
0.382 |
3,127.3 |
LOW |
3,117.0 |
0.618 |
3,100.3 |
1.000 |
3,090.0 |
1.618 |
3,073.3 |
2.618 |
3,046.3 |
4.250 |
3,002.3 |
|
|
Fisher Pivots for day following 23-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
3,130.5 |
3,115.2 |
PP |
3,127.3 |
3,109.3 |
S1 |
3,124.2 |
3,103.5 |
|