Trading Metrics calculated at close of trading on 16-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
9,359.0 |
9,272.0 |
-87.0 |
-0.9% |
9,629.0 |
High |
9,362.5 |
9,371.0 |
8.5 |
0.1% |
9,642.0 |
Low |
9,102.5 |
9,236.5 |
134.0 |
1.5% |
9,276.5 |
Close |
9,187.0 |
9,332.0 |
145.0 |
1.6% |
9,323.5 |
Range |
260.0 |
134.5 |
-125.5 |
-48.3% |
365.5 |
ATR |
156.6 |
158.5 |
2.0 |
1.3% |
0.0 |
Volume |
111,537 |
94,342 |
-17,195 |
-15.4% |
597,427 |
|
Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,716.7 |
9,658.8 |
9,406.0 |
|
R3 |
9,582.2 |
9,524.3 |
9,369.0 |
|
R2 |
9,447.7 |
9,447.7 |
9,356.7 |
|
R1 |
9,389.8 |
9,389.8 |
9,344.3 |
9,418.8 |
PP |
9,313.2 |
9,313.2 |
9,313.2 |
9,327.6 |
S1 |
9,255.3 |
9,255.3 |
9,319.7 |
9,284.3 |
S2 |
9,178.7 |
9,178.7 |
9,307.3 |
|
S3 |
9,044.2 |
9,120.8 |
9,295.0 |
|
S4 |
8,909.7 |
8,986.3 |
9,258.0 |
|
|
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 |
5.3% |
185.2 |
2.0% |
46% |
False |
False |
125,898 |
10 |
9,741.0 |
9,102.5 |
638.5 |
6.8% |
151.5 |
1.6% |
36% |
False |
False |
120,784 |
20 |
9,741.0 |
9,102.5 |
638.5 |
6.8% |
132.3 |
1.4% |
36% |
False |
False |
106,337 |
40 |
9,755.5 |
8,934.5 |
821.0 |
8.8% |
138.1 |
1.5% |
48% |
False |
False |
59,313 |
60 |
9,793.0 |
8,934.5 |
858.5 |
9.2% |
139.3 |
1.5% |
46% |
False |
False |
39,596 |
80 |
9,819.0 |
8,934.5 |
884.5 |
9.5% |
127.9 |
1.4% |
45% |
False |
False |
29,731 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.5% |
117.1 |
1.3% |
45% |
False |
False |
23,798 |
120 |
9,819.0 |
8,929.5 |
889.5 |
9.5% |
105.5 |
1.1% |
45% |
False |
False |
19,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,942.6 |
2.618 |
9,723.1 |
1.618 |
9,588.6 |
1.000 |
9,505.5 |
0.618 |
9,454.1 |
HIGH |
9,371.0 |
0.618 |
9,319.6 |
0.500 |
9,303.8 |
0.382 |
9,287.9 |
LOW |
9,236.5 |
0.618 |
9,153.4 |
1.000 |
9,102.0 |
1.618 |
9,018.9 |
2.618 |
8,884.4 |
4.250 |
8,664.9 |
|
|
Fisher Pivots for day following 16-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
9,322.6 |
9,300.3 |
PP |
9,313.2 |
9,268.5 |
S1 |
9,303.8 |
9,236.8 |
|