Trading Metrics calculated at close of trading on 28-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
9,535.0 |
9,431.0 |
-104.0 |
-1.1% |
9,471.5 |
High |
9,536.0 |
9,513.5 |
-22.5 |
-0.2% |
9,660.0 |
Low |
9,382.0 |
9,388.0 |
6.0 |
0.1% |
9,382.0 |
Close |
9,420.0 |
9,452.5 |
32.5 |
0.3% |
9,420.0 |
Range |
154.0 |
125.5 |
-28.5 |
-18.5% |
278.0 |
ATR |
163.6 |
160.9 |
-2.7 |
-1.7% |
0.0 |
Volume |
103,779 |
109,576 |
5,797 |
5.6% |
416,839 |
|
Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,827.8 |
9,765.7 |
9,521.5 |
|
R3 |
9,702.3 |
9,640.2 |
9,487.0 |
|
R2 |
9,576.8 |
9,576.8 |
9,475.5 |
|
R1 |
9,514.7 |
9,514.7 |
9,464.0 |
9,545.8 |
PP |
9,451.3 |
9,451.3 |
9,451.3 |
9,466.9 |
S1 |
9,389.2 |
9,389.2 |
9,441.0 |
9,420.3 |
S2 |
9,325.8 |
9,325.8 |
9,429.5 |
|
S3 |
9,200.3 |
9,263.7 |
9,418.0 |
|
S4 |
9,074.8 |
9,138.2 |
9,383.5 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,321.3 |
10,148.7 |
9,572.9 |
|
R3 |
10,043.3 |
9,870.7 |
9,496.5 |
|
R2 |
9,765.3 |
9,765.3 |
9,471.0 |
|
R1 |
9,592.7 |
9,592.7 |
9,445.5 |
9,540.0 |
PP |
9,487.3 |
9,487.3 |
9,487.3 |
9,461.0 |
S1 |
9,314.7 |
9,314.7 |
9,394.5 |
9,262.0 |
S2 |
9,209.3 |
9,209.3 |
9,369.0 |
|
S3 |
8,931.3 |
9,036.7 |
9,343.6 |
|
S4 |
8,653.3 |
8,758.7 |
9,267.1 |
|
|
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 |
9,382.0 |
278.0 |
2.9% |
154.2 |
1.6% |
25% |
False |
False |
105,283 |
10 |
9,660.0 |
9,102.5 |
557.5 |
5.9% |
164.1 |
1.7% |
63% |
False |
False |
110,141 |
20 |
9,741.0 |
9,102.5 |
638.5 |
6.8% |
140.3 |
1.5% |
55% |
False |
False |
106,986 |
40 |
9,741.0 |
8,934.5 |
806.5 |
8.5% |
146.8 |
1.6% |
64% |
False |
False |
74,573 |
60 |
9,755.5 |
8,934.5 |
821.0 |
8.7% |
137.6 |
1.5% |
63% |
False |
False |
49,778 |
80 |
9,819.0 |
8,934.5 |
884.5 |
9.4% |
134.7 |
1.4% |
59% |
False |
False |
37,370 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.4% |
123.5 |
1.3% |
59% |
False |
False |
29,914 |
120 |
9,819.0 |
8,934.5 |
884.5 |
9.4% |
111.7 |
1.2% |
59% |
False |
False |
24,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,046.9 |
2.618 |
9,842.1 |
1.618 |
9,716.6 |
1.000 |
9,639.0 |
0.618 |
9,591.1 |
HIGH |
9,513.5 |
0.618 |
9,465.6 |
0.500 |
9,450.8 |
0.382 |
9,435.9 |
LOW |
9,388.0 |
0.618 |
9,310.4 |
1.000 |
9,262.5 |
1.618 |
9,184.9 |
2.618 |
9,059.4 |
4.250 |
8,854.6 |
|
|
Fisher Pivots for day following 28-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
9,451.9 |
9,521.0 |
PP |
9,451.3 |
9,498.2 |
S1 |
9,450.8 |
9,475.3 |
|