Trading Metrics calculated at close of trading on 14-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
9,371.5 |
9,275.0 |
-96.5 |
-1.0% |
9,629.0 |
High |
9,408.0 |
9,363.5 |
-44.5 |
-0.5% |
9,642.0 |
Low |
9,276.5 |
9,212.5 |
-64.0 |
-0.7% |
9,276.5 |
Close |
9,323.5 |
9,349.0 |
25.5 |
0.3% |
9,323.5 |
Range |
131.5 |
151.0 |
19.5 |
14.8% |
365.5 |
ATR |
148.4 |
148.6 |
0.2 |
0.1% |
0.0 |
Volume |
111,701 |
171,776 |
60,075 |
53.8% |
597,427 |
|
Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,761.3 |
9,706.2 |
9,432.1 |
|
R3 |
9,610.3 |
9,555.2 |
9,390.5 |
|
R2 |
9,459.3 |
9,459.3 |
9,376.7 |
|
R1 |
9,404.2 |
9,404.2 |
9,362.8 |
9,431.8 |
PP |
9,308.3 |
9,308.3 |
9,308.3 |
9,322.1 |
S1 |
9,253.2 |
9,253.2 |
9,335.2 |
9,280.8 |
S2 |
9,157.3 |
9,157.3 |
9,321.3 |
|
S3 |
9,006.3 |
9,102.2 |
9,307.5 |
|
S4 |
8,855.3 |
8,951.2 |
9,266.0 |
|
|
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 |
9,601.0 |
9,212.5 |
388.5 |
4.2% |
148.4 |
1.6% |
35% |
False |
True |
129,795 |
10 |
9,741.0 |
9,212.5 |
528.5 |
5.7% |
121.7 |
1.3% |
26% |
False |
True |
116,190 |
20 |
9,741.0 |
9,075.5 |
665.5 |
7.1% |
130.3 |
1.4% |
41% |
False |
False |
103,158 |
40 |
9,755.5 |
8,934.5 |
821.0 |
8.8% |
130.6 |
1.4% |
50% |
False |
False |
54,173 |
60 |
9,819.0 |
8,934.5 |
884.5 |
9.5% |
134.7 |
1.4% |
47% |
False |
False |
36,169 |
80 |
9,819.0 |
8,934.5 |
884.5 |
9.5% |
125.5 |
1.3% |
47% |
False |
False |
27,159 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.5% |
113.8 |
1.2% |
47% |
False |
False |
21,745 |
120 |
9,819.0 |
8,880.0 |
939.0 |
10.0% |
103.4 |
1.1% |
50% |
False |
False |
18,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,005.3 |
2.618 |
9,758.8 |
1.618 |
9,607.8 |
1.000 |
9,514.5 |
0.618 |
9,456.8 |
HIGH |
9,363.5 |
0.618 |
9,305.8 |
0.500 |
9,288.0 |
0.382 |
9,270.2 |
LOW |
9,212.5 |
0.618 |
9,119.2 |
1.000 |
9,061.5 |
1.618 |
8,968.2 |
2.618 |
8,817.2 |
4.250 |
8,570.8 |
|
|
Fisher Pivots for day following 14-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
9,328.7 |
9,406.8 |
PP |
9,308.3 |
9,387.5 |
S1 |
9,288.0 |
9,368.3 |
|