Trading Metrics calculated at close of trading on 14-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
5,426.0 |
5,391.0 |
-35.0 |
-0.6% |
5,382.0 |
High |
5,437.0 |
5,409.0 |
-28.0 |
-0.5% |
5,503.0 |
Low |
5,413.0 |
5,337.0 |
-76.0 |
-1.4% |
5,381.0 |
Close |
5,420.0 |
5,345.0 |
-75.0 |
-1.4% |
5,420.0 |
Range |
24.0 |
72.0 |
48.0 |
200.0% |
122.0 |
ATR |
45.8 |
48.5 |
2.7 |
5.8% |
0.0 |
Volume |
19,947 |
32,152 |
12,205 |
61.2% |
101,610 |
|
Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,579.7 |
5,534.3 |
5,384.6 |
|
R3 |
5,507.7 |
5,462.3 |
5,364.8 |
|
R2 |
5,435.7 |
5,435.7 |
5,358.2 |
|
R1 |
5,390.3 |
5,390.3 |
5,351.6 |
5,377.0 |
PP |
5,363.7 |
5,363.7 |
5,363.7 |
5,357.0 |
S1 |
5,318.3 |
5,318.3 |
5,338.4 |
5,305.0 |
S2 |
5,291.7 |
5,291.7 |
5,331.8 |
|
S3 |
5,219.7 |
5,246.3 |
5,325.2 |
|
S4 |
5,147.7 |
5,174.3 |
5,305.4 |
|
|
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 |
5,337.0 |
166.0 |
3.1% |
40.4 |
0.8% |
5% |
False |
True |
23,778 |
10 |
5,503.0 |
5,337.0 |
166.0 |
3.1% |
36.9 |
0.7% |
5% |
False |
True |
21,117 |
20 |
5,503.0 |
5,286.0 |
217.0 |
4.1% |
40.4 |
0.8% |
27% |
False |
False |
30,782 |
40 |
5,503.0 |
5,286.0 |
217.0 |
4.1% |
32.7 |
0.6% |
27% |
False |
False |
17,523 |
60 |
5,503.0 |
4,998.0 |
505.0 |
9.4% |
26.6 |
0.5% |
69% |
False |
False |
11,715 |
80 |
5,503.0 |
4,998.0 |
505.0 |
9.4% |
22.2 |
0.4% |
69% |
False |
False |
8,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,715.0 |
2.618 |
5,597.5 |
1.618 |
5,525.5 |
1.000 |
5,481.0 |
0.618 |
5,453.5 |
HIGH |
5,409.0 |
0.618 |
5,381.5 |
0.500 |
5,373.0 |
0.382 |
5,364.5 |
LOW |
5,337.0 |
0.618 |
5,292.5 |
1.000 |
5,265.0 |
1.618 |
5,220.5 |
2.618 |
5,148.5 |
4.250 |
5,031.0 |
|
|
Fisher Pivots for day following 14-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
5,373.0 |
5,420.0 |
PP |
5,363.7 |
5,395.0 |
S1 |
5,354.3 |
5,370.0 |
|