Trading Metrics calculated at close of trading on 23-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2014 |
23-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
5,461.0 |
5,487.0 |
26.0 |
0.5% |
5,391.0 |
High |
5,474.0 |
5,513.0 |
39.0 |
0.7% |
5,453.0 |
Low |
5,443.0 |
5,485.0 |
42.0 |
0.8% |
5,337.0 |
Close |
5,472.0 |
5,509.0 |
37.0 |
0.7% |
5,443.0 |
Range |
31.0 |
28.0 |
-3.0 |
-9.7% |
116.0 |
ATR |
47.2 |
46.8 |
-0.4 |
-0.9% |
0.0 |
Volume |
18,117 |
19,957 |
1,840 |
10.2% |
100,060 |
|
Daily Pivots for day following 23-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,586.3 |
5,575.7 |
5,524.4 |
|
R3 |
5,558.3 |
5,547.7 |
5,516.7 |
|
R2 |
5,530.3 |
5,530.3 |
5,514.1 |
|
R1 |
5,519.7 |
5,519.7 |
5,511.6 |
5,525.0 |
PP |
5,502.3 |
5,502.3 |
5,502.3 |
5,505.0 |
S1 |
5,491.7 |
5,491.7 |
5,506.4 |
5,497.0 |
S2 |
5,474.3 |
5,474.3 |
5,503.9 |
|
S3 |
5,446.3 |
5,463.7 |
5,501.3 |
|
S4 |
5,418.3 |
5,435.7 |
5,493.6 |
|
|
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 |
5,513.0 |
5,367.0 |
146.0 |
2.7% |
35.8 |
0.6% |
97% |
True |
False |
21,196 |
10 |
5,513.0 |
5,337.0 |
176.0 |
3.2% |
38.1 |
0.7% |
98% |
True |
False |
22,487 |
20 |
5,513.0 |
5,305.0 |
208.0 |
3.8% |
38.2 |
0.7% |
98% |
True |
False |
21,565 |
40 |
5,513.0 |
5,286.0 |
227.0 |
4.1% |
35.5 |
0.6% |
98% |
True |
False |
20,164 |
60 |
5,513.0 |
4,998.0 |
515.0 |
9.3% |
28.5 |
0.5% |
99% |
True |
False |
13,478 |
80 |
5,513.0 |
4,998.0 |
515.0 |
9.3% |
23.4 |
0.4% |
99% |
True |
False |
10,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,632.0 |
2.618 |
5,586.3 |
1.618 |
5,558.3 |
1.000 |
5,541.0 |
0.618 |
5,530.3 |
HIGH |
5,513.0 |
0.618 |
5,502.3 |
0.500 |
5,499.0 |
0.382 |
5,495.7 |
LOW |
5,485.0 |
0.618 |
5,467.7 |
1.000 |
5,457.0 |
1.618 |
5,439.7 |
2.618 |
5,411.7 |
4.250 |
5,366.0 |
|
|
Fisher Pivots for day following 23-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
5,505.7 |
5,491.5 |
PP |
5,502.3 |
5,474.0 |
S1 |
5,499.0 |
5,456.5 |
|