Trading Metrics calculated at close of trading on 22-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
5,406.0 |
5,461.0 |
55.0 |
1.0% |
5,391.0 |
High |
5,453.0 |
5,474.0 |
21.0 |
0.4% |
5,453.0 |
Low |
5,400.0 |
5,443.0 |
43.0 |
0.8% |
5,337.0 |
Close |
5,443.0 |
5,472.0 |
29.0 |
0.5% |
5,443.0 |
Range |
53.0 |
31.0 |
-22.0 |
-41.5% |
116.0 |
ATR |
48.5 |
47.2 |
-1.2 |
-2.6% |
0.0 |
Volume |
24,303 |
18,117 |
-6,186 |
-25.5% |
100,060 |
|
Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,556.0 |
5,545.0 |
5,489.1 |
|
R3 |
5,525.0 |
5,514.0 |
5,480.5 |
|
R2 |
5,494.0 |
5,494.0 |
5,477.7 |
|
R1 |
5,483.0 |
5,483.0 |
5,474.8 |
5,488.5 |
PP |
5,463.0 |
5,463.0 |
5,463.0 |
5,465.8 |
S1 |
5,452.0 |
5,452.0 |
5,469.2 |
5,457.5 |
S2 |
5,432.0 |
5,432.0 |
5,466.3 |
|
S3 |
5,401.0 |
5,421.0 |
5,463.5 |
|
S4 |
5,370.0 |
5,390.0 |
5,455.0 |
|
|
Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,759.0 |
5,717.0 |
5,506.8 |
|
R3 |
5,643.0 |
5,601.0 |
5,474.9 |
|
R2 |
5,527.0 |
5,527.0 |
5,464.3 |
|
R1 |
5,485.0 |
5,485.0 |
5,453.6 |
5,506.0 |
PP |
5,411.0 |
5,411.0 |
5,411.0 |
5,421.5 |
S1 |
5,369.0 |
5,369.0 |
5,432.4 |
5,390.0 |
S2 |
5,295.0 |
5,295.0 |
5,421.7 |
|
S3 |
5,179.0 |
5,253.0 |
5,411.1 |
|
S4 |
5,063.0 |
5,137.0 |
5,379.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,474.0 |
5,337.0 |
137.0 |
2.5% |
44.6 |
0.8% |
99% |
True |
False |
23,635 |
10 |
5,503.0 |
5,337.0 |
166.0 |
3.0% |
38.6 |
0.7% |
81% |
False |
False |
21,978 |
20 |
5,503.0 |
5,297.0 |
206.0 |
3.8% |
39.7 |
0.7% |
85% |
False |
False |
21,518 |
40 |
5,503.0 |
5,286.0 |
217.0 |
4.0% |
35.3 |
0.6% |
86% |
False |
False |
19,667 |
60 |
5,503.0 |
4,998.0 |
505.0 |
9.2% |
28.0 |
0.5% |
94% |
False |
False |
13,145 |
80 |
5,503.0 |
4,998.0 |
505.0 |
9.2% |
23.0 |
0.4% |
94% |
False |
False |
9,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,605.8 |
2.618 |
5,555.2 |
1.618 |
5,524.2 |
1.000 |
5,505.0 |
0.618 |
5,493.2 |
HIGH |
5,474.0 |
0.618 |
5,462.2 |
0.500 |
5,458.5 |
0.382 |
5,454.8 |
LOW |
5,443.0 |
0.618 |
5,423.8 |
1.000 |
5,412.0 |
1.618 |
5,392.8 |
2.618 |
5,361.8 |
4.250 |
5,311.3 |
|
|
Fisher Pivots for day following 22-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
5,467.5 |
5,457.2 |
PP |
5,463.0 |
5,442.3 |
S1 |
5,458.5 |
5,427.5 |
|