Trading Metrics calculated at close of trading on 22-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
14,525 |
14,595 |
70 |
0.5% |
13,935 |
High |
14,695 |
14,640 |
-55 |
-0.4% |
14,555 |
Low |
14,515 |
14,380 |
-135 |
-0.9% |
13,860 |
Close |
14,585 |
14,515 |
-70 |
-0.5% |
14,520 |
Range |
180 |
260 |
80 |
44.4% |
695 |
ATR |
295 |
293 |
-3 |
-0.9% |
0 |
Volume |
6,666 |
11,149 |
4,483 |
67.3% |
60,274 |
|
Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,292 |
15,163 |
14,658 |
|
R3 |
15,032 |
14,903 |
14,587 |
|
R2 |
14,772 |
14,772 |
14,563 |
|
R1 |
14,643 |
14,643 |
14,539 |
14,578 |
PP |
14,512 |
14,512 |
14,512 |
14,479 |
S1 |
14,383 |
14,383 |
14,491 |
14,318 |
S2 |
14,252 |
14,252 |
14,467 |
|
S3 |
13,992 |
14,123 |
14,444 |
|
S4 |
13,732 |
13,863 |
14,372 |
|
|
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 |
13,935 |
760 |
5.2% |
252 |
1.7% |
76% |
False |
False |
12,753 |
10 |
14,815 |
13,860 |
955 |
6.6% |
314 |
2.2% |
69% |
False |
False |
17,503 |
20 |
15,230 |
13,860 |
1,370 |
9.4% |
286 |
2.0% |
48% |
False |
False |
16,361 |
40 |
15,440 |
13,860 |
1,580 |
10.9% |
299 |
2.1% |
41% |
False |
False |
14,486 |
60 |
15,440 |
13,860 |
1,580 |
10.9% |
286 |
2.0% |
41% |
False |
False |
9,679 |
80 |
16,450 |
13,860 |
2,590 |
17.8% |
237 |
1.6% |
25% |
False |
False |
7,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,745 |
2.618 |
15,321 |
1.618 |
15,061 |
1.000 |
14,900 |
0.618 |
14,801 |
HIGH |
14,640 |
0.618 |
14,541 |
0.500 |
14,510 |
0.382 |
14,479 |
LOW |
14,380 |
0.618 |
14,219 |
1.000 |
14,120 |
1.618 |
13,959 |
2.618 |
13,699 |
4.250 |
13,275 |
|
|
Fisher Pivots for day following 22-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
14,513 |
14,538 |
PP |
14,512 |
14,530 |
S1 |
14,510 |
14,523 |
|