Trading Metrics calculated at close of trading on 22-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
9,328.5 |
9,471.5 |
143.0 |
1.5% |
9,275.0 |
High |
9,484.5 |
9,630.5 |
146.0 |
1.5% |
9,484.5 |
Low |
9,292.0 |
9,453.0 |
161.0 |
1.7% |
9,102.5 |
Close |
9,429.0 |
9,618.0 |
189.0 |
2.0% |
9,429.0 |
Range |
192.5 |
177.5 |
-15.0 |
-7.8% |
382.0 |
ATR |
160.9 |
163.8 |
2.9 |
1.8% |
0.0 |
Volume |
85,640 |
74,607 |
-11,033 |
-12.9% |
463,295 |
|
Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,099.7 |
10,036.3 |
9,715.6 |
|
R3 |
9,922.2 |
9,858.8 |
9,666.8 |
|
R2 |
9,744.7 |
9,744.7 |
9,650.5 |
|
R1 |
9,681.3 |
9,681.3 |
9,634.3 |
9,713.0 |
PP |
9,567.2 |
9,567.2 |
9,567.2 |
9,583.0 |
S1 |
9,503.8 |
9,503.8 |
9,601.7 |
9,535.5 |
S2 |
9,389.7 |
9,389.7 |
9,585.5 |
|
S3 |
9,212.2 |
9,326.3 |
9,569.2 |
|
S4 |
9,034.7 |
9,148.8 |
9,520.4 |
|
|
Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,484.7 |
10,338.8 |
9,639.1 |
|
R3 |
10,102.7 |
9,956.8 |
9,534.1 |
|
R2 |
9,720.7 |
9,720.7 |
9,499.0 |
|
R1 |
9,574.8 |
9,574.8 |
9,464.0 |
9,647.8 |
PP |
9,338.7 |
9,338.7 |
9,338.7 |
9,375.1 |
S1 |
9,192.8 |
9,192.8 |
9,394.0 |
9,265.8 |
S2 |
8,956.7 |
8,956.7 |
9,359.0 |
|
S3 |
8,574.7 |
8,810.8 |
9,324.0 |
|
S4 |
8,192.7 |
8,428.8 |
9,218.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,630.5 |
9,102.5 |
528.0 |
5.5% |
183.1 |
1.9% |
98% |
True |
False |
107,580 |
10 |
9,642.0 |
9,102.5 |
539.5 |
5.6% |
167.7 |
1.7% |
96% |
False |
False |
113,532 |
20 |
9,741.0 |
9,102.5 |
638.5 |
6.6% |
135.6 |
1.4% |
81% |
False |
False |
105,911 |
40 |
9,755.5 |
8,934.5 |
821.0 |
8.5% |
141.5 |
1.5% |
83% |
False |
False |
63,309 |
60 |
9,755.5 |
8,934.5 |
821.0 |
8.5% |
141.8 |
1.5% |
83% |
False |
False |
42,261 |
80 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
129.8 |
1.3% |
77% |
False |
False |
31,730 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
119.4 |
1.2% |
77% |
False |
False |
25,400 |
120 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
108.1 |
1.1% |
77% |
False |
False |
21,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,384.9 |
2.618 |
10,095.2 |
1.618 |
9,917.7 |
1.000 |
9,808.0 |
0.618 |
9,740.2 |
HIGH |
9,630.5 |
0.618 |
9,562.7 |
0.500 |
9,541.8 |
0.382 |
9,520.8 |
LOW |
9,453.0 |
0.618 |
9,343.3 |
1.000 |
9,275.5 |
1.618 |
9,165.8 |
2.618 |
8,988.3 |
4.250 |
8,698.6 |
|
|
Fisher Pivots for day following 22-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
9,592.6 |
9,556.5 |
PP |
9,567.2 |
9,495.0 |
S1 |
9,541.8 |
9,433.5 |
|