Trading Metrics calculated at close of trading on 21-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
21-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
14,460 |
14,525 |
65 |
0.4% |
13,935 |
High |
14,555 |
14,695 |
140 |
1.0% |
14,555 |
Low |
14,385 |
14,515 |
130 |
0.9% |
13,860 |
Close |
14,520 |
14,585 |
65 |
0.4% |
14,520 |
Range |
170 |
180 |
10 |
5.9% |
695 |
ATR |
304 |
295 |
-9 |
-2.9% |
0 |
Volume |
11,553 |
6,666 |
-4,887 |
-42.3% |
60,274 |
|
Daily Pivots for day following 21-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,138 |
15,042 |
14,684 |
|
R3 |
14,958 |
14,862 |
14,635 |
|
R2 |
14,778 |
14,778 |
14,618 |
|
R1 |
14,682 |
14,682 |
14,602 |
14,730 |
PP |
14,598 |
14,598 |
14,598 |
14,623 |
S1 |
14,502 |
14,502 |
14,569 |
14,550 |
S2 |
14,418 |
14,418 |
14,552 |
|
S3 |
14,238 |
14,322 |
14,536 |
|
S4 |
14,058 |
14,142 |
14,486 |
|
|
Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,397 |
16,153 |
14,902 |
|
R3 |
15,702 |
15,458 |
14,711 |
|
R2 |
15,007 |
15,007 |
14,648 |
|
R1 |
14,763 |
14,763 |
14,584 |
14,885 |
PP |
14,312 |
14,312 |
14,312 |
14,373 |
S1 |
14,068 |
14,068 |
14,456 |
14,190 |
S2 |
13,617 |
13,617 |
14,393 |
|
S3 |
12,922 |
13,373 |
14,329 |
|
S4 |
12,227 |
12,678 |
14,138 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,695 |
13,860 |
835 |
5.7% |
265 |
1.8% |
87% |
True |
False |
13,388 |
10 |
14,955 |
13,860 |
1,095 |
7.5% |
315 |
2.2% |
66% |
False |
False |
17,903 |
20 |
15,230 |
13,860 |
1,370 |
9.4% |
286 |
2.0% |
53% |
False |
False |
16,616 |
40 |
15,440 |
13,860 |
1,580 |
10.8% |
302 |
2.1% |
46% |
False |
False |
14,209 |
60 |
15,440 |
13,860 |
1,580 |
10.8% |
287 |
2.0% |
46% |
False |
False |
9,493 |
80 |
16,450 |
13,860 |
2,590 |
17.8% |
233 |
1.6% |
28% |
False |
False |
7,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,460 |
2.618 |
15,166 |
1.618 |
14,986 |
1.000 |
14,875 |
0.618 |
14,806 |
HIGH |
14,695 |
0.618 |
14,626 |
0.500 |
14,605 |
0.382 |
14,584 |
LOW |
14,515 |
0.618 |
14,404 |
1.000 |
14,335 |
1.618 |
14,224 |
2.618 |
14,044 |
4.250 |
13,750 |
|
|
Fisher Pivots for day following 21-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
14,605 |
14,529 |
PP |
14,598 |
14,473 |
S1 |
14,592 |
14,418 |
|