Trading Metrics calculated at close of trading on 25-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2014 |
25-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
3,134.0 |
3,123.0 |
-11.0 |
-0.4% |
3,112.0 |
High |
3,150.0 |
3,125.0 |
-25.0 |
-0.8% |
3,150.0 |
Low |
3,091.0 |
3,080.0 |
-11.0 |
-0.4% |
3,080.0 |
Close |
3,127.0 |
3,092.0 |
-35.0 |
-1.1% |
3,092.0 |
Range |
59.0 |
45.0 |
-14.0 |
-23.7% |
70.0 |
ATR |
49.4 |
49.2 |
-0.2 |
-0.3% |
0.0 |
Volume |
942,390 |
805,394 |
-136,996 |
-14.5% |
3,423,911 |
|
Daily Pivots for day following 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,234.0 |
3,208.0 |
3,116.8 |
|
R3 |
3,189.0 |
3,163.0 |
3,104.4 |
|
R2 |
3,144.0 |
3,144.0 |
3,100.3 |
|
R1 |
3,118.0 |
3,118.0 |
3,096.1 |
3,108.5 |
PP |
3,099.0 |
3,099.0 |
3,099.0 |
3,094.3 |
S1 |
3,073.0 |
3,073.0 |
3,087.9 |
3,063.5 |
S2 |
3,054.0 |
3,054.0 |
3,083.8 |
|
S3 |
3,009.0 |
3,028.0 |
3,079.6 |
|
S4 |
2,964.0 |
2,983.0 |
3,067.3 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,317.3 |
3,274.7 |
3,130.5 |
|
R3 |
3,247.3 |
3,204.7 |
3,111.3 |
|
R2 |
3,177.3 |
3,177.3 |
3,104.8 |
|
R1 |
3,134.7 |
3,134.7 |
3,098.4 |
3,121.0 |
PP |
3,107.3 |
3,107.3 |
3,107.3 |
3,100.5 |
S1 |
3,064.7 |
3,064.7 |
3,085.6 |
3,051.0 |
S2 |
3,037.3 |
3,037.3 |
3,079.2 |
|
S3 |
2,967.3 |
2,994.7 |
3,072.8 |
|
S4 |
2,897.3 |
2,924.7 |
3,053.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,150.0 |
3,063.0 |
87.0 |
2.8% |
46.2 |
1.5% |
33% |
False |
False |
829,226 |
10 |
3,150.0 |
3,010.0 |
140.0 |
4.5% |
51.9 |
1.7% |
59% |
False |
False |
967,425 |
20 |
3,175.0 |
3,010.0 |
165.0 |
5.3% |
42.6 |
1.4% |
50% |
False |
False |
931,132 |
40 |
3,175.0 |
2,902.0 |
273.0 |
8.8% |
45.3 |
1.5% |
70% |
False |
False |
690,975 |
60 |
3,175.0 |
2,868.0 |
307.0 |
9.9% |
44.6 |
1.4% |
73% |
False |
False |
461,326 |
80 |
3,175.0 |
2,868.0 |
307.0 |
9.9% |
42.9 |
1.4% |
73% |
False |
False |
346,183 |
100 |
3,175.0 |
2,847.0 |
328.0 |
10.6% |
39.4 |
1.3% |
75% |
False |
False |
277,083 |
120 |
3,175.0 |
2,847.0 |
328.0 |
10.6% |
34.6 |
1.1% |
75% |
False |
False |
230,966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,316.3 |
2.618 |
3,242.8 |
1.618 |
3,197.8 |
1.000 |
3,170.0 |
0.618 |
3,152.8 |
HIGH |
3,125.0 |
0.618 |
3,107.8 |
0.500 |
3,102.5 |
0.382 |
3,097.2 |
LOW |
3,080.0 |
0.618 |
3,052.2 |
1.000 |
3,035.0 |
1.618 |
3,007.2 |
2.618 |
2,962.2 |
4.250 |
2,888.8 |
|
|
Fisher Pivots for day following 25-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
3,102.5 |
3,115.0 |
PP |
3,099.0 |
3,107.3 |
S1 |
3,095.5 |
3,099.7 |
|