Trading Metrics calculated at close of trading on 16-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
5,373.0 |
5,396.0 |
23.0 |
0.4% |
5,382.0 |
High |
5,399.0 |
5,416.0 |
17.0 |
0.3% |
5,503.0 |
Low |
5,367.0 |
5,381.0 |
14.0 |
0.3% |
5,381.0 |
Close |
5,377.0 |
5,407.0 |
30.0 |
0.6% |
5,420.0 |
Range |
32.0 |
35.0 |
3.0 |
9.4% |
122.0 |
ATR |
48.9 |
48.1 |
-0.7 |
-1.4% |
0.0 |
Volume |
22,711 |
20,894 |
-1,817 |
-8.0% |
101,610 |
|
Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,506.3 |
5,491.7 |
5,426.3 |
|
R3 |
5,471.3 |
5,456.7 |
5,416.6 |
|
R2 |
5,436.3 |
5,436.3 |
5,413.4 |
|
R1 |
5,421.7 |
5,421.7 |
5,410.2 |
5,429.0 |
PP |
5,401.3 |
5,401.3 |
5,401.3 |
5,405.0 |
S1 |
5,386.7 |
5,386.7 |
5,403.8 |
5,394.0 |
S2 |
5,366.3 |
5,366.3 |
5,400.6 |
|
S3 |
5,331.3 |
5,351.7 |
5,397.4 |
|
S4 |
5,296.3 |
5,316.7 |
5,387.8 |
|
|
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 |
5,337.0 |
166.0 |
3.1% |
38.8 |
0.7% |
42% |
False |
False |
23,065 |
10 |
5,503.0 |
5,337.0 |
166.0 |
3.1% |
35.5 |
0.7% |
42% |
False |
False |
20,709 |
20 |
5,503.0 |
5,286.0 |
217.0 |
4.0% |
40.7 |
0.8% |
56% |
False |
False |
22,020 |
40 |
5,503.0 |
5,286.0 |
217.0 |
4.0% |
34.3 |
0.6% |
56% |
False |
False |
18,612 |
60 |
5,503.0 |
4,998.0 |
505.0 |
9.3% |
27.4 |
0.5% |
81% |
False |
False |
12,441 |
80 |
5,503.0 |
4,998.0 |
505.0 |
9.3% |
22.2 |
0.4% |
81% |
False |
False |
9,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,564.8 |
2.618 |
5,507.6 |
1.618 |
5,472.6 |
1.000 |
5,451.0 |
0.618 |
5,437.6 |
HIGH |
5,416.0 |
0.618 |
5,402.6 |
0.500 |
5,398.5 |
0.382 |
5,394.4 |
LOW |
5,381.0 |
0.618 |
5,359.4 |
1.000 |
5,346.0 |
1.618 |
5,324.4 |
2.618 |
5,289.4 |
4.250 |
5,232.3 |
|
|
Fisher Pivots for day following 16-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
5,404.2 |
5,396.8 |
PP |
5,401.3 |
5,386.7 |
S1 |
5,398.5 |
5,376.5 |
|