Trading Metrics calculated at close of trading on 16-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
14,145 |
14,205 |
60 |
0.4% |
14,915 |
High |
14,220 |
14,505 |
285 |
2.0% |
14,955 |
Low |
13,935 |
14,140 |
205 |
1.5% |
13,885 |
Close |
14,140 |
14,490 |
350 |
2.5% |
13,935 |
Range |
285 |
365 |
80 |
28.1% |
1,070 |
ATR |
311 |
315 |
4 |
1.2% |
0 |
Volume |
18,589 |
15,812 |
-2,777 |
-14.9% |
112,098 |
|
Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,473 |
15,347 |
14,691 |
|
R3 |
15,108 |
14,982 |
14,591 |
|
R2 |
14,743 |
14,743 |
14,557 |
|
R1 |
14,617 |
14,617 |
14,524 |
14,680 |
PP |
14,378 |
14,378 |
14,378 |
14,410 |
S1 |
14,252 |
14,252 |
14,457 |
14,315 |
S2 |
14,013 |
14,013 |
14,423 |
|
S3 |
13,648 |
13,887 |
14,390 |
|
S4 |
13,283 |
13,522 |
14,289 |
|
|
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 |
14,585 |
13,860 |
725 |
5.0% |
357 |
2.5% |
87% |
False |
False |
19,710 |
10 |
15,230 |
13,860 |
1,370 |
9.5% |
336 |
2.3% |
46% |
False |
False |
19,329 |
20 |
15,230 |
13,860 |
1,370 |
9.5% |
298 |
2.1% |
46% |
False |
False |
17,467 |
40 |
15,440 |
13,860 |
1,580 |
10.9% |
302 |
2.1% |
40% |
False |
False |
13,765 |
60 |
15,980 |
13,860 |
2,120 |
14.6% |
292 |
2.0% |
30% |
False |
False |
9,190 |
80 |
16,450 |
13,860 |
2,590 |
17.9% |
229 |
1.6% |
24% |
False |
False |
6,894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,056 |
2.618 |
15,461 |
1.618 |
15,096 |
1.000 |
14,870 |
0.618 |
14,731 |
HIGH |
14,505 |
0.618 |
14,366 |
0.500 |
14,323 |
0.382 |
14,280 |
LOW |
14,140 |
0.618 |
13,915 |
1.000 |
13,775 |
1.618 |
13,550 |
2.618 |
13,185 |
4.250 |
12,589 |
|
|
Fisher Pivots for day following 16-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
14,434 |
14,388 |
PP |
14,378 |
14,285 |
S1 |
14,323 |
14,183 |
|