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 |
3,123.0 |
3,100.0 |
-23.0 |
-0.7% |
3,112.0 |
High |
3,125.0 |
3,122.0 |
-3.0 |
-0.1% |
3,150.0 |
Low |
3,080.0 |
3,081.0 |
1.0 |
0.0% |
3,080.0 |
Close |
3,092.0 |
3,105.0 |
13.0 |
0.4% |
3,092.0 |
Range |
45.0 |
41.0 |
-4.0 |
-8.9% |
70.0 |
ATR |
49.2 |
48.7 |
-0.6 |
-1.2% |
0.0 |
Volume |
805,394 |
888,493 |
83,099 |
10.3% |
3,423,911 |
|
Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,225.7 |
3,206.3 |
3,127.6 |
|
R3 |
3,184.7 |
3,165.3 |
3,116.3 |
|
R2 |
3,143.7 |
3,143.7 |
3,112.5 |
|
R1 |
3,124.3 |
3,124.3 |
3,108.8 |
3,134.0 |
PP |
3,102.7 |
3,102.7 |
3,102.7 |
3,107.5 |
S1 |
3,083.3 |
3,083.3 |
3,101.2 |
3,093.0 |
S2 |
3,061.7 |
3,061.7 |
3,097.5 |
|
S3 |
3,020.7 |
3,042.3 |
3,093.7 |
|
S4 |
2,979.7 |
3,001.3 |
3,082.5 |
|
|
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 |
3,080.0 |
70.0 |
2.3% |
43.6 |
1.4% |
36% |
False |
False |
862,480 |
10 |
3,150.0 |
3,010.0 |
140.0 |
4.5% |
47.7 |
1.5% |
68% |
False |
False |
920,085 |
20 |
3,175.0 |
3,010.0 |
165.0 |
5.3% |
43.5 |
1.4% |
58% |
False |
False |
931,096 |
40 |
3,175.0 |
2,902.0 |
273.0 |
8.8% |
45.7 |
1.5% |
74% |
False |
False |
713,103 |
60 |
3,175.0 |
2,868.0 |
307.0 |
9.9% |
43.6 |
1.4% |
77% |
False |
False |
476,127 |
80 |
3,175.0 |
2,868.0 |
307.0 |
9.9% |
43.1 |
1.4% |
77% |
False |
False |
357,287 |
100 |
3,175.0 |
2,847.0 |
328.0 |
10.6% |
39.8 |
1.3% |
79% |
False |
False |
285,898 |
120 |
3,175.0 |
2,847.0 |
328.0 |
10.6% |
34.9 |
1.1% |
79% |
False |
False |
238,370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,296.3 |
2.618 |
3,229.3 |
1.618 |
3,188.3 |
1.000 |
3,163.0 |
0.618 |
3,147.3 |
HIGH |
3,122.0 |
0.618 |
3,106.3 |
0.500 |
3,101.5 |
0.382 |
3,096.7 |
LOW |
3,081.0 |
0.618 |
3,055.7 |
1.000 |
3,040.0 |
1.618 |
3,014.7 |
2.618 |
2,973.7 |
4.250 |
2,906.8 |
|
|
Fisher Pivots for day following 28-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
3,103.8 |
3,115.0 |
PP |
3,102.7 |
3,111.7 |
S1 |
3,101.5 |
3,108.3 |
|