Trading Metrics calculated at close of trading on 15-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
5,391.0 |
5,373.0 |
-18.0 |
-0.3% |
5,382.0 |
High |
5,409.0 |
5,399.0 |
-10.0 |
-0.2% |
5,503.0 |
Low |
5,337.0 |
5,367.0 |
30.0 |
0.6% |
5,381.0 |
Close |
5,345.0 |
5,377.0 |
32.0 |
0.6% |
5,420.0 |
Range |
72.0 |
32.0 |
-40.0 |
-55.6% |
122.0 |
ATR |
48.5 |
48.9 |
0.4 |
0.8% |
0.0 |
Volume |
32,152 |
22,711 |
-9,441 |
-29.4% |
101,610 |
|
Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,477.0 |
5,459.0 |
5,394.6 |
|
R3 |
5,445.0 |
5,427.0 |
5,385.8 |
|
R2 |
5,413.0 |
5,413.0 |
5,382.9 |
|
R1 |
5,395.0 |
5,395.0 |
5,379.9 |
5,404.0 |
PP |
5,381.0 |
5,381.0 |
5,381.0 |
5,385.5 |
S1 |
5,363.0 |
5,363.0 |
5,374.1 |
5,372.0 |
S2 |
5,349.0 |
5,349.0 |
5,371.1 |
|
S3 |
5,317.0 |
5,331.0 |
5,368.2 |
|
S4 |
5,285.0 |
5,299.0 |
5,359.4 |
|
|
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% |
41.2 |
0.8% |
24% |
False |
False |
25,189 |
10 |
5,503.0 |
5,337.0 |
166.0 |
3.1% |
35.1 |
0.7% |
24% |
False |
False |
20,707 |
20 |
5,503.0 |
5,286.0 |
217.0 |
4.0% |
40.9 |
0.8% |
42% |
False |
False |
24,586 |
40 |
5,503.0 |
5,286.0 |
217.0 |
4.0% |
33.4 |
0.6% |
42% |
False |
False |
18,090 |
60 |
5,503.0 |
4,998.0 |
505.0 |
9.4% |
27.1 |
0.5% |
75% |
False |
False |
12,094 |
80 |
5,503.0 |
4,998.0 |
505.0 |
9.4% |
22.2 |
0.4% |
75% |
False |
False |
9,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,535.0 |
2.618 |
5,482.8 |
1.618 |
5,450.8 |
1.000 |
5,431.0 |
0.618 |
5,418.8 |
HIGH |
5,399.0 |
0.618 |
5,386.8 |
0.500 |
5,383.0 |
0.382 |
5,379.2 |
LOW |
5,367.0 |
0.618 |
5,347.2 |
1.000 |
5,335.0 |
1.618 |
5,315.2 |
2.618 |
5,283.2 |
4.250 |
5,231.0 |
|
|
Fisher Pivots for day following 15-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
5,383.0 |
5,387.0 |
PP |
5,381.0 |
5,383.7 |
S1 |
5,379.0 |
5,380.3 |
|