Trading Metrics calculated at close of trading on 15-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
9,275.0 |
9,359.0 |
84.0 |
0.9% |
9,629.0 |
High |
9,363.5 |
9,362.5 |
-1.0 |
0.0% |
9,642.0 |
Low |
9,212.5 |
9,102.5 |
-110.0 |
-1.2% |
9,276.5 |
Close |
9,349.0 |
9,187.0 |
-162.0 |
-1.7% |
9,323.5 |
Range |
151.0 |
260.0 |
109.0 |
72.2% |
365.5 |
ATR |
148.6 |
156.6 |
8.0 |
5.4% |
0.0 |
Volume |
171,776 |
111,537 |
-60,239 |
-35.1% |
597,427 |
|
Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,997.3 |
9,852.2 |
9,330.0 |
|
R3 |
9,737.3 |
9,592.2 |
9,258.5 |
|
R2 |
9,477.3 |
9,477.3 |
9,234.7 |
|
R1 |
9,332.2 |
9,332.2 |
9,210.8 |
9,274.8 |
PP |
9,217.3 |
9,217.3 |
9,217.3 |
9,188.6 |
S1 |
9,072.2 |
9,072.2 |
9,163.2 |
9,014.8 |
S2 |
8,957.3 |
8,957.3 |
9,139.3 |
|
S3 |
8,697.3 |
8,812.2 |
9,115.5 |
|
S4 |
8,437.3 |
8,552.2 |
9,044.0 |
|
|
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 |
9,102.5 |
498.5 |
5.4% |
173.3 |
1.9% |
17% |
False |
True |
136,227 |
10 |
9,741.0 |
9,102.5 |
638.5 |
7.0% |
142.0 |
1.5% |
13% |
False |
True |
120,710 |
20 |
9,741.0 |
9,102.5 |
638.5 |
7.0% |
136.2 |
1.5% |
13% |
False |
True |
105,498 |
40 |
9,755.5 |
8,934.5 |
821.0 |
8.9% |
136.5 |
1.5% |
31% |
False |
False |
56,959 |
60 |
9,819.0 |
8,934.5 |
884.5 |
9.6% |
138.2 |
1.5% |
29% |
False |
False |
38,026 |
80 |
9,819.0 |
8,934.5 |
884.5 |
9.6% |
126.9 |
1.4% |
29% |
False |
False |
28,552 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.6% |
115.8 |
1.3% |
29% |
False |
False |
22,855 |
120 |
9,819.0 |
8,880.0 |
939.0 |
10.2% |
105.5 |
1.1% |
33% |
False |
False |
19,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,467.5 |
2.618 |
10,043.2 |
1.618 |
9,783.2 |
1.000 |
9,622.5 |
0.618 |
9,523.2 |
HIGH |
9,362.5 |
0.618 |
9,263.2 |
0.500 |
9,232.5 |
0.382 |
9,201.8 |
LOW |
9,102.5 |
0.618 |
8,941.8 |
1.000 |
8,842.5 |
1.618 |
8,681.8 |
2.618 |
8,421.8 |
4.250 |
7,997.5 |
|
|
Fisher Pivots for day following 15-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
9,232.5 |
9,255.3 |
PP |
9,217.3 |
9,232.5 |
S1 |
9,202.2 |
9,209.8 |
|