Trading Metrics calculated at close of trading on 11-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
5,495.0 |
5,426.0 |
-69.0 |
-1.3% |
5,382.0 |
High |
5,503.0 |
5,437.0 |
-66.0 |
-1.2% |
5,503.0 |
Low |
5,472.0 |
5,413.0 |
-59.0 |
-1.1% |
5,381.0 |
Close |
5,476.0 |
5,420.0 |
-56.0 |
-1.0% |
5,420.0 |
Range |
31.0 |
24.0 |
-7.0 |
-22.6% |
122.0 |
ATR |
44.5 |
45.8 |
1.3 |
3.0% |
0.0 |
Volume |
19,621 |
19,947 |
326 |
1.7% |
101,610 |
|
Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,495.3 |
5,481.7 |
5,433.2 |
|
R3 |
5,471.3 |
5,457.7 |
5,426.6 |
|
R2 |
5,447.3 |
5,447.3 |
5,424.4 |
|
R1 |
5,433.7 |
5,433.7 |
5,422.2 |
5,428.5 |
PP |
5,423.3 |
5,423.3 |
5,423.3 |
5,420.8 |
S1 |
5,409.7 |
5,409.7 |
5,417.8 |
5,404.5 |
S2 |
5,399.3 |
5,399.3 |
5,415.6 |
|
S3 |
5,375.3 |
5,385.7 |
5,413.4 |
|
S4 |
5,351.3 |
5,361.7 |
5,406.8 |
|
|
Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,800.7 |
5,732.3 |
5,487.1 |
|
R3 |
5,678.7 |
5,610.3 |
5,453.6 |
|
R2 |
5,556.7 |
5,556.7 |
5,442.4 |
|
R1 |
5,488.3 |
5,488.3 |
5,431.2 |
5,522.5 |
PP |
5,434.7 |
5,434.7 |
5,434.7 |
5,451.8 |
S1 |
5,366.3 |
5,366.3 |
5,408.8 |
5,400.5 |
S2 |
5,312.7 |
5,312.7 |
5,397.6 |
|
S3 |
5,190.7 |
5,244.3 |
5,386.5 |
|
S4 |
5,068.7 |
5,122.3 |
5,352.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,503.0 |
5,381.0 |
122.0 |
2.3% |
32.6 |
0.6% |
32% |
False |
False |
20,322 |
10 |
5,503.0 |
5,346.0 |
157.0 |
2.9% |
34.4 |
0.6% |
47% |
False |
False |
20,572 |
20 |
5,503.0 |
5,286.0 |
217.0 |
4.0% |
38.9 |
0.7% |
62% |
False |
False |
31,986 |
40 |
5,503.0 |
5,286.0 |
217.0 |
4.0% |
30.9 |
0.6% |
62% |
False |
False |
16,723 |
60 |
5,503.0 |
4,998.0 |
505.0 |
9.3% |
25.9 |
0.5% |
84% |
False |
False |
11,180 |
80 |
5,503.0 |
4,998.0 |
505.0 |
9.3% |
21.7 |
0.4% |
84% |
False |
False |
8,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,539.0 |
2.618 |
5,499.8 |
1.618 |
5,475.8 |
1.000 |
5,461.0 |
0.618 |
5,451.8 |
HIGH |
5,437.0 |
0.618 |
5,427.8 |
0.500 |
5,425.0 |
0.382 |
5,422.2 |
LOW |
5,413.0 |
0.618 |
5,398.2 |
1.000 |
5,389.0 |
1.618 |
5,374.2 |
2.618 |
5,350.2 |
4.250 |
5,311.0 |
|
|
Fisher Pivots for day following 11-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
5,425.0 |
5,458.0 |
PP |
5,423.3 |
5,445.3 |
S1 |
5,421.7 |
5,432.7 |
|