Trading Metrics calculated at close of trading on 24-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
9,626.0 |
9,613.0 |
-13.0 |
-0.1% |
9,275.0 |
High |
9,633.0 |
9,660.0 |
27.0 |
0.3% |
9,484.5 |
Low |
9,555.5 |
9,423.5 |
-132.0 |
-1.4% |
9,102.5 |
Close |
9,567.0 |
9,550.0 |
-17.0 |
-0.2% |
9,429.0 |
Range |
77.5 |
236.5 |
159.0 |
205.2% |
382.0 |
ATR |
157.7 |
163.3 |
5.6 |
3.6% |
0.0 |
Volume |
123,559 |
114,894 |
-8,665 |
-7.0% |
463,295 |
|
Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,254.0 |
10,138.5 |
9,680.1 |
|
R3 |
10,017.5 |
9,902.0 |
9,615.0 |
|
R2 |
9,781.0 |
9,781.0 |
9,593.4 |
|
R1 |
9,665.5 |
9,665.5 |
9,571.7 |
9,605.0 |
PP |
9,544.5 |
9,544.5 |
9,544.5 |
9,514.3 |
S1 |
9,429.0 |
9,429.0 |
9,528.3 |
9,368.5 |
S2 |
9,308.0 |
9,308.0 |
9,506.6 |
|
S3 |
9,071.5 |
9,192.5 |
9,485.0 |
|
S4 |
8,835.0 |
8,956.0 |
9,419.9 |
|
|
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 |
9,660.0 |
9,236.5 |
423.5 |
4.4% |
163.7 |
1.7% |
74% |
True |
False |
98,608 |
10 |
9,660.0 |
9,102.5 |
557.5 |
5.8% |
168.5 |
1.8% |
80% |
True |
False |
117,417 |
20 |
9,741.0 |
9,102.5 |
638.5 |
6.7% |
136.6 |
1.4% |
70% |
False |
False |
106,508 |
40 |
9,744.0 |
8,934.5 |
809.5 |
8.5% |
144.4 |
1.5% |
76% |
False |
False |
69,261 |
60 |
9,755.5 |
8,934.5 |
821.0 |
8.6% |
139.7 |
1.5% |
75% |
False |
False |
46,228 |
80 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
132.2 |
1.4% |
70% |
False |
False |
34,705 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
121.4 |
1.3% |
70% |
False |
False |
27,782 |
120 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
110.2 |
1.2% |
70% |
False |
False |
23,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,665.1 |
2.618 |
10,279.2 |
1.618 |
10,042.7 |
1.000 |
9,896.5 |
0.618 |
9,806.2 |
HIGH |
9,660.0 |
0.618 |
9,569.7 |
0.500 |
9,541.8 |
0.382 |
9,513.8 |
LOW |
9,423.5 |
0.618 |
9,277.3 |
1.000 |
9,187.0 |
1.618 |
9,040.8 |
2.618 |
8,804.3 |
4.250 |
8,418.4 |
|
|
Fisher Pivots for day following 24-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
9,547.3 |
9,547.3 |
PP |
9,544.5 |
9,544.5 |
S1 |
9,541.8 |
9,541.8 |
|