Trading Metrics calculated at close of trading on 17-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
5,396.0 |
5,406.0 |
10.0 |
0.2% |
5,382.0 |
High |
5,416.0 |
5,453.0 |
37.0 |
0.7% |
5,503.0 |
Low |
5,381.0 |
5,400.0 |
19.0 |
0.4% |
5,381.0 |
Close |
5,407.0 |
5,443.0 |
36.0 |
0.7% |
5,420.0 |
Range |
35.0 |
53.0 |
18.0 |
51.4% |
122.0 |
ATR |
48.1 |
48.5 |
0.3 |
0.7% |
0.0 |
Volume |
20,894 |
24,303 |
3,409 |
16.3% |
101,610 |
|
Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,591.0 |
5,570.0 |
5,472.2 |
|
R3 |
5,538.0 |
5,517.0 |
5,457.6 |
|
R2 |
5,485.0 |
5,485.0 |
5,452.7 |
|
R1 |
5,464.0 |
5,464.0 |
5,447.9 |
5,474.5 |
PP |
5,432.0 |
5,432.0 |
5,432.0 |
5,437.3 |
S1 |
5,411.0 |
5,411.0 |
5,438.1 |
5,421.5 |
S2 |
5,379.0 |
5,379.0 |
5,433.3 |
|
S3 |
5,326.0 |
5,358.0 |
5,428.4 |
|
S4 |
5,273.0 |
5,305.0 |
5,413.9 |
|
|
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 |
5,453.0 |
5,337.0 |
116.0 |
2.1% |
43.2 |
0.8% |
91% |
True |
False |
24,001 |
10 |
5,503.0 |
5,337.0 |
166.0 |
3.0% |
38.7 |
0.7% |
64% |
False |
False |
21,738 |
20 |
5,503.0 |
5,297.0 |
206.0 |
3.8% |
40.4 |
0.7% |
71% |
False |
False |
21,698 |
40 |
5,503.0 |
5,286.0 |
217.0 |
4.0% |
34.8 |
0.6% |
72% |
False |
False |
19,215 |
60 |
5,503.0 |
4,998.0 |
505.0 |
9.3% |
27.7 |
0.5% |
88% |
False |
False |
12,844 |
80 |
5,503.0 |
4,998.0 |
505.0 |
9.3% |
22.8 |
0.4% |
88% |
False |
False |
9,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,678.3 |
2.618 |
5,591.8 |
1.618 |
5,538.8 |
1.000 |
5,506.0 |
0.618 |
5,485.8 |
HIGH |
5,453.0 |
0.618 |
5,432.8 |
0.500 |
5,426.5 |
0.382 |
5,420.2 |
LOW |
5,400.0 |
0.618 |
5,367.2 |
1.000 |
5,347.0 |
1.618 |
5,314.2 |
2.618 |
5,261.2 |
4.250 |
5,174.8 |
|
|
Fisher Pivots for day following 17-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
5,437.5 |
5,432.0 |
PP |
5,432.0 |
5,421.0 |
S1 |
5,426.5 |
5,410.0 |
|