Trading Metrics calculated at close of trading on 28-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
5,527.0 |
5,512.0 |
-15.0 |
-0.3% |
5,461.0 |
High |
5,533.0 |
5,540.0 |
7.0 |
0.1% |
5,533.0 |
Low |
5,512.0 |
5,503.0 |
-9.0 |
-0.2% |
5,443.0 |
Close |
5,523.0 |
5,533.0 |
10.0 |
0.2% |
5,523.0 |
Range |
21.0 |
37.0 |
16.0 |
76.2% |
90.0 |
ATR |
45.2 |
44.6 |
-0.6 |
-1.3% |
0.0 |
Volume |
16,481 |
20,548 |
4,067 |
24.7% |
54,555 |
|
Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,636.3 |
5,621.7 |
5,553.4 |
|
R3 |
5,599.3 |
5,584.7 |
5,543.2 |
|
R2 |
5,562.3 |
5,562.3 |
5,539.8 |
|
R1 |
5,547.7 |
5,547.7 |
5,536.4 |
5,555.0 |
PP |
5,525.3 |
5,525.3 |
5,525.3 |
5,529.0 |
S1 |
5,510.7 |
5,510.7 |
5,529.6 |
5,518.0 |
S2 |
5,488.3 |
5,488.3 |
5,526.2 |
|
S3 |
5,451.3 |
5,473.7 |
5,522.8 |
|
S4 |
5,414.3 |
5,436.7 |
5,512.7 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,769.7 |
5,736.3 |
5,572.5 |
|
R3 |
5,679.7 |
5,646.3 |
5,547.8 |
|
R2 |
5,589.7 |
5,589.7 |
5,539.5 |
|
R1 |
5,556.3 |
5,556.3 |
5,531.3 |
5,573.0 |
PP |
5,499.7 |
5,499.7 |
5,499.7 |
5,508.0 |
S1 |
5,466.3 |
5,466.3 |
5,514.8 |
5,483.0 |
S2 |
5,409.7 |
5,409.7 |
5,506.5 |
|
S3 |
5,319.7 |
5,376.3 |
5,498.3 |
|
S4 |
5,229.7 |
5,286.3 |
5,473.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,540.0 |
5,400.0 |
140.0 |
2.5% |
34.0 |
0.6% |
95% |
True |
False |
19,881 |
10 |
5,540.0 |
5,337.0 |
203.0 |
3.7% |
36.4 |
0.7% |
97% |
True |
False |
21,473 |
20 |
5,540.0 |
5,305.0 |
235.0 |
4.2% |
37.1 |
0.7% |
97% |
True |
False |
20,912 |
40 |
5,540.0 |
5,286.0 |
254.0 |
4.6% |
36.0 |
0.6% |
97% |
True |
False |
21,082 |
60 |
5,540.0 |
4,998.0 |
542.0 |
9.8% |
28.6 |
0.5% |
99% |
True |
False |
14,093 |
80 |
5,540.0 |
4,998.0 |
542.0 |
9.8% |
24.1 |
0.4% |
99% |
True |
False |
10,576 |
100 |
5,540.0 |
4,998.0 |
542.0 |
9.8% |
21.5 |
0.4% |
99% |
True |
False |
8,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,697.3 |
2.618 |
5,636.9 |
1.618 |
5,599.9 |
1.000 |
5,577.0 |
0.618 |
5,562.9 |
HIGH |
5,540.0 |
0.618 |
5,525.9 |
0.500 |
5,521.5 |
0.382 |
5,517.1 |
LOW |
5,503.0 |
0.618 |
5,480.1 |
1.000 |
5,466.0 |
1.618 |
5,443.1 |
2.618 |
5,406.1 |
4.250 |
5,345.8 |
|
|
Fisher Pivots for day following 28-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
5,529.2 |
5,526.2 |
PP |
5,525.3 |
5,519.3 |
S1 |
5,521.5 |
5,512.5 |
|