Trading Metrics calculated at close of trading on 24-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
5,487.0 |
5,527.0 |
40.0 |
0.7% |
5,391.0 |
High |
5,513.0 |
5,533.0 |
20.0 |
0.4% |
5,453.0 |
Low |
5,485.0 |
5,512.0 |
27.0 |
0.5% |
5,337.0 |
Close |
5,509.0 |
5,523.0 |
14.0 |
0.3% |
5,443.0 |
Range |
28.0 |
21.0 |
-7.0 |
-25.0% |
116.0 |
ATR |
46.8 |
45.2 |
-1.6 |
-3.5% |
0.0 |
Volume |
19,957 |
16,481 |
-3,476 |
-17.4% |
100,060 |
|
Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,585.7 |
5,575.3 |
5,534.6 |
|
R3 |
5,564.7 |
5,554.3 |
5,528.8 |
|
R2 |
5,543.7 |
5,543.7 |
5,526.9 |
|
R1 |
5,533.3 |
5,533.3 |
5,524.9 |
5,528.0 |
PP |
5,522.7 |
5,522.7 |
5,522.7 |
5,520.0 |
S1 |
5,512.3 |
5,512.3 |
5,521.1 |
5,507.0 |
S2 |
5,501.7 |
5,501.7 |
5,519.2 |
|
S3 |
5,480.7 |
5,491.3 |
5,517.2 |
|
S4 |
5,459.7 |
5,470.3 |
5,511.5 |
|
|
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 |
5,533.0 |
5,381.0 |
152.0 |
2.8% |
33.6 |
0.6% |
93% |
True |
False |
19,950 |
10 |
5,533.0 |
5,337.0 |
196.0 |
3.5% |
37.4 |
0.7% |
95% |
True |
False |
22,569 |
20 |
5,533.0 |
5,305.0 |
228.0 |
4.1% |
37.4 |
0.7% |
96% |
True |
False |
21,139 |
40 |
5,533.0 |
5,286.0 |
247.0 |
4.5% |
35.3 |
0.6% |
96% |
True |
False |
20,571 |
60 |
5,533.0 |
4,998.0 |
535.0 |
9.7% |
28.6 |
0.5% |
98% |
True |
False |
13,751 |
80 |
5,533.0 |
4,998.0 |
535.0 |
9.7% |
23.6 |
0.4% |
98% |
True |
False |
10,320 |
100 |
5,533.0 |
4,998.0 |
535.0 |
9.7% |
21.2 |
0.4% |
98% |
True |
False |
8,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,622.3 |
2.618 |
5,588.0 |
1.618 |
5,567.0 |
1.000 |
5,554.0 |
0.618 |
5,546.0 |
HIGH |
5,533.0 |
0.618 |
5,525.0 |
0.500 |
5,522.5 |
0.382 |
5,520.0 |
LOW |
5,512.0 |
0.618 |
5,499.0 |
1.000 |
5,491.0 |
1.618 |
5,478.0 |
2.618 |
5,457.0 |
4.250 |
5,422.8 |
|
|
Fisher Pivots for day following 24-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
5,522.8 |
5,511.3 |
PP |
5,522.7 |
5,499.7 |
S1 |
5,522.5 |
5,488.0 |
|