Trading Metrics calculated at close of trading on 15-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
13,935 |
14,145 |
210 |
1.5% |
14,915 |
High |
14,185 |
14,220 |
35 |
0.2% |
14,955 |
Low |
13,860 |
13,935 |
75 |
0.5% |
13,885 |
Close |
14,135 |
14,140 |
5 |
0.0% |
13,935 |
Range |
325 |
285 |
-40 |
-12.3% |
1,070 |
ATR |
313 |
311 |
-2 |
-0.6% |
0 |
Volume |
14,320 |
18,589 |
4,269 |
29.8% |
112,098 |
|
Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,953 |
14,832 |
14,297 |
|
R3 |
14,668 |
14,547 |
14,219 |
|
R2 |
14,383 |
14,383 |
14,192 |
|
R1 |
14,262 |
14,262 |
14,166 |
14,180 |
PP |
14,098 |
14,098 |
14,098 |
14,058 |
S1 |
13,977 |
13,977 |
14,114 |
13,895 |
S2 |
13,813 |
13,813 |
14,088 |
|
S3 |
13,528 |
13,692 |
14,062 |
|
S4 |
13,243 |
13,407 |
13,983 |
|
|
Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,468 |
16,772 |
14,524 |
|
R3 |
16,398 |
15,702 |
14,229 |
|
R2 |
15,328 |
15,328 |
14,131 |
|
R1 |
14,632 |
14,632 |
14,033 |
14,445 |
PP |
14,258 |
14,258 |
14,258 |
14,165 |
S1 |
13,562 |
13,562 |
13,837 |
13,375 |
S2 |
13,188 |
13,188 |
13,739 |
|
S3 |
12,118 |
12,492 |
13,641 |
|
S4 |
11,048 |
11,422 |
13,347 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,590 |
13,860 |
730 |
5.2% |
336 |
2.4% |
38% |
False |
False |
20,809 |
10 |
15,230 |
13,860 |
1,370 |
9.7% |
320 |
2.3% |
20% |
False |
False |
19,464 |
20 |
15,230 |
13,860 |
1,370 |
9.7% |
298 |
2.1% |
20% |
False |
False |
17,712 |
40 |
15,440 |
13,860 |
1,580 |
11.2% |
297 |
2.1% |
18% |
False |
False |
13,373 |
60 |
15,980 |
13,860 |
2,120 |
15.0% |
287 |
2.0% |
13% |
False |
False |
8,926 |
80 |
16,450 |
13,860 |
2,590 |
18.3% |
224 |
1.6% |
11% |
False |
False |
6,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,431 |
2.618 |
14,966 |
1.618 |
14,681 |
1.000 |
14,505 |
0.618 |
14,396 |
HIGH |
14,220 |
0.618 |
14,111 |
0.500 |
14,078 |
0.382 |
14,044 |
LOW |
13,935 |
0.618 |
13,759 |
1.000 |
13,650 |
1.618 |
13,474 |
2.618 |
13,189 |
4.250 |
12,724 |
|
|
Fisher Pivots for day following 15-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
14,119 |
14,107 |
PP |
14,098 |
14,073 |
S1 |
14,078 |
14,040 |
|