Trading Metrics calculated at close of trading on 11-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
9,557.0 |
9,371.5 |
-185.5 |
-1.9% |
9,629.0 |
High |
9,601.0 |
9,408.0 |
-193.0 |
-2.0% |
9,642.0 |
Low |
9,352.0 |
9,276.5 |
-75.5 |
-0.8% |
9,276.5 |
Close |
9,464.5 |
9,323.5 |
-141.0 |
-1.5% |
9,323.5 |
Range |
249.0 |
131.5 |
-117.5 |
-47.2% |
365.5 |
ATR |
145.4 |
148.4 |
3.0 |
2.1% |
0.0 |
Volume |
140,135 |
111,701 |
-28,434 |
-20.3% |
597,427 |
|
Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,730.5 |
9,658.5 |
9,395.8 |
|
R3 |
9,599.0 |
9,527.0 |
9,359.7 |
|
R2 |
9,467.5 |
9,467.5 |
9,347.6 |
|
R1 |
9,395.5 |
9,395.5 |
9,335.6 |
9,365.8 |
PP |
9,336.0 |
9,336.0 |
9,336.0 |
9,321.1 |
S1 |
9,264.0 |
9,264.0 |
9,311.4 |
9,234.3 |
S2 |
9,204.5 |
9,204.5 |
9,299.4 |
|
S3 |
9,073.0 |
9,132.5 |
9,287.3 |
|
S4 |
8,941.5 |
9,001.0 |
9,251.2 |
|
|
Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,510.5 |
10,282.5 |
9,524.5 |
|
R3 |
10,145.0 |
9,917.0 |
9,424.0 |
|
R2 |
9,779.5 |
9,779.5 |
9,390.5 |
|
R1 |
9,551.5 |
9,551.5 |
9,357.0 |
9,482.8 |
PP |
9,414.0 |
9,414.0 |
9,414.0 |
9,379.6 |
S1 |
9,186.0 |
9,186.0 |
9,290.0 |
9,117.3 |
S2 |
9,048.5 |
9,048.5 |
9,256.5 |
|
S3 |
8,683.0 |
8,820.5 |
9,223.0 |
|
S4 |
8,317.5 |
8,455.0 |
9,122.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,642.0 |
9,276.5 |
365.5 |
3.9% |
152.2 |
1.6% |
13% |
False |
True |
119,485 |
10 |
9,741.0 |
9,276.5 |
464.5 |
5.0% |
115.9 |
1.2% |
10% |
False |
True |
106,091 |
20 |
9,741.0 |
8,934.5 |
806.5 |
8.7% |
131.8 |
1.4% |
48% |
False |
False |
97,053 |
40 |
9,755.5 |
8,934.5 |
821.0 |
8.8% |
128.6 |
1.4% |
47% |
False |
False |
49,880 |
60 |
9,819.0 |
8,934.5 |
884.5 |
9.5% |
133.7 |
1.4% |
44% |
False |
False |
33,309 |
80 |
9,819.0 |
8,934.5 |
884.5 |
9.5% |
124.1 |
1.3% |
44% |
False |
False |
25,013 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.5% |
112.7 |
1.2% |
44% |
False |
False |
20,027 |
120 |
9,819.0 |
8,844.0 |
975.0 |
10.5% |
102.5 |
1.1% |
49% |
False |
False |
16,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,966.9 |
2.618 |
9,752.3 |
1.618 |
9,620.8 |
1.000 |
9,539.5 |
0.618 |
9,489.3 |
HIGH |
9,408.0 |
0.618 |
9,357.8 |
0.500 |
9,342.3 |
0.382 |
9,326.7 |
LOW |
9,276.5 |
0.618 |
9,195.2 |
1.000 |
9,145.0 |
1.618 |
9,063.7 |
2.618 |
8,932.2 |
4.250 |
8,717.6 |
|
|
Fisher Pivots for day following 11-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
9,342.3 |
9,438.8 |
PP |
9,336.0 |
9,400.3 |
S1 |
9,329.8 |
9,361.9 |
|