Trading Metrics calculated at close of trading on 17-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
9,272.0 |
9,328.5 |
56.5 |
0.6% |
9,629.0 |
High |
9,371.0 |
9,484.5 |
113.5 |
1.2% |
9,642.0 |
Low |
9,236.5 |
9,292.0 |
55.5 |
0.6% |
9,276.5 |
Close |
9,332.0 |
9,429.0 |
97.0 |
1.0% |
9,323.5 |
Range |
134.5 |
192.5 |
58.0 |
43.1% |
365.5 |
ATR |
158.5 |
160.9 |
2.4 |
1.5% |
0.0 |
Volume |
94,342 |
85,640 |
-8,702 |
-9.2% |
597,427 |
|
Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,979.3 |
9,896.7 |
9,534.9 |
|
R3 |
9,786.8 |
9,704.2 |
9,481.9 |
|
R2 |
9,594.3 |
9,594.3 |
9,464.3 |
|
R1 |
9,511.7 |
9,511.7 |
9,446.6 |
9,553.0 |
PP |
9,401.8 |
9,401.8 |
9,401.8 |
9,422.5 |
S1 |
9,319.2 |
9,319.2 |
9,411.4 |
9,360.5 |
S2 |
9,209.3 |
9,209.3 |
9,393.7 |
|
S3 |
9,016.8 |
9,126.7 |
9,376.1 |
|
S4 |
8,824.3 |
8,934.2 |
9,323.1 |
|
|
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 |
9,484.5 |
9,102.5 |
382.0 |
4.1% |
173.9 |
1.8% |
85% |
True |
False |
114,999 |
10 |
9,741.0 |
9,102.5 |
638.5 |
6.8% |
160.6 |
1.7% |
51% |
False |
False |
119,248 |
20 |
9,741.0 |
9,102.5 |
638.5 |
6.8% |
134.2 |
1.4% |
51% |
False |
False |
106,400 |
40 |
9,755.5 |
8,934.5 |
821.0 |
8.7% |
140.0 |
1.5% |
60% |
False |
False |
61,451 |
60 |
9,755.5 |
8,934.5 |
821.0 |
8.7% |
141.0 |
1.5% |
60% |
False |
False |
41,021 |
80 |
9,819.0 |
8,934.5 |
884.5 |
9.4% |
128.6 |
1.4% |
56% |
False |
False |
30,801 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.4% |
118.4 |
1.3% |
56% |
False |
False |
24,654 |
120 |
9,819.0 |
8,934.5 |
884.5 |
9.4% |
106.9 |
1.1% |
56% |
False |
False |
20,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,302.6 |
2.618 |
9,988.5 |
1.618 |
9,796.0 |
1.000 |
9,677.0 |
0.618 |
9,603.5 |
HIGH |
9,484.5 |
0.618 |
9,411.0 |
0.500 |
9,388.3 |
0.382 |
9,365.5 |
LOW |
9,292.0 |
0.618 |
9,173.0 |
1.000 |
9,099.5 |
1.618 |
8,980.5 |
2.618 |
8,788.0 |
4.250 |
8,473.9 |
|
|
Fisher Pivots for day following 17-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
9,415.4 |
9,383.8 |
PP |
9,401.8 |
9,338.7 |
S1 |
9,388.3 |
9,293.5 |
|